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LOPP vs. IMCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOPP vs. IMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and iShares Morningstar Mid-Cap ETF (IMCB). The values are adjusted to include any dividend payments, if applicable.

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LOPP vs. IMCB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LOPP
Gabelli Love Our Planet & People ETF
4.90%22.61%9.89%4.74%-15.04%19.26%
IMCB
iShares Morningstar Mid-Cap ETF
1.14%10.25%15.10%16.37%-16.09%21.97%

Returns By Period

In the year-to-date period, LOPP achieves a 4.90% return, which is significantly higher than IMCB's 1.14% return.


LOPP

1D
3.09%
1M
-5.43%
YTD
4.90%
6M
7.80%
1Y
32.00%
3Y*
13.37%
5Y*
6.97%
10Y*

IMCB

1D
2.52%
1M
-5.47%
YTD
1.14%
6M
1.17%
1Y
14.21%
3Y*
12.90%
5Y*
7.16%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOPP vs. IMCB - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than IMCB's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LOPP vs. IMCB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LOPP
LOPP Risk / Return Rank: 8585
Overall Rank
LOPP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LOPP Sortino Ratio Rank: 8787
Sortino Ratio Rank
LOPP Omega Ratio Rank: 8282
Omega Ratio Rank
LOPP Calmar Ratio Rank: 8585
Calmar Ratio Rank
LOPP Martin Ratio Rank: 8888
Martin Ratio Rank

IMCB
IMCB Risk / Return Rank: 4848
Overall Rank
IMCB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 4646
Sortino Ratio Rank
IMCB Omega Ratio Rank: 4646
Omega Ratio Rank
IMCB Calmar Ratio Rank: 4747
Calmar Ratio Rank
IMCB Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LOPP vs. IMCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and iShares Morningstar Mid-Cap ETF (IMCB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


LOPPIMCBDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.79

+0.90

Sortino ratio

Return per unit of downside risk

2.38

1.22

+1.16

Omega ratio

Gain probability vs. loss probability

1.32

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

2.59

1.16

+1.43

Martin ratio

Return relative to average drawdown

10.96

5.35

+5.61

LOPP vs. IMCB - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 1.70, which is higher than the IMCB Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of LOPP and IMCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LOPPIMCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.79

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.41

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.48

-0.01

Correlation

The correlation between LOPP and IMCB is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LOPP vs. IMCB - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.79%, less than IMCB's 1.38% yield.


TTM20252024202320222021202020192018201720162015
LOPP
Gabelli Love Our Planet & People ETF
0.79%0.83%1.88%2.23%2.01%1.25%0.00%0.00%0.00%0.00%0.00%0.00%
IMCB
iShares Morningstar Mid-Cap ETF
1.38%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%

Drawdowns

LOPP vs. IMCB - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, smaller than the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for LOPP and IMCB.


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Drawdown Indicators


LOPPIMCBDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-58.80%

+33.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-12.92%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-25.15%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

Current Drawdown

Current decline from peak

-6.90%

-5.73%

-1.17%

Average Drawdown

Average peak-to-trough decline

-8.46%

-7.79%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.79%

+0.12%

Volatility

LOPP vs. IMCB - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 7.24% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 5.32%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOPPIMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

5.32%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

9.96%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

17.98%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

17.57%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

19.63%

-2.02%