LOPP vs. LST

Last updated Jun 4, 2026

LOPP (Gabelli Love Our Planet & People ETF) and LST (Leuthold Select Industries ETF) are both Mid Cap Blend Equities funds. Both are actively managed. Over the past year, LOPP returned 33.50% vs 34.83% for LST. Their correlation of 0.81 suggests significant overlap in exposure. LOPP charges 0.00%/yr vs 0.65%/yr for LST.

Performance

LOPP vs. LST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and Leuthold Select Industries ETF (LST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOPP achieves a 15.77% return, which is significantly lower than LST's 16.81% return.

LOPP

• 1D: -0.10%
• 1M: 3.39%
• YTD: 15.77%
• 6M: 17.00%
• 1Y: 33.50%
• 3Y*: 16.93%
• 5Y*: 7.80%
• 10Y*: —

LST

• 1D: -0.18%
• 1M: 7.41%
• YTD: 16.81%
• 6M: 18.46%
• 1Y: 34.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOPP vs. LST - Yearly Performance Comparison

	2026 (YTD)	2025
LOPP Gabelli Love Our Planet & People ETF	15.77%	15.91%
LST Leuthold Select Industries ETF	16.81%	15.64%

Correlation

The correlation between LOPP and LST is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 22, 2025	0.81

The correlation between LOPP and LST has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

Return for Risk

LOPP vs. LST — Risk / Return Rank

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

LOPP

LOPP Risk / Return Rank: 64
LOPP Sharpe Ratio Rank: 61
LOPP Sortino Ratio Rank: 62
LOPP Omega Ratio Rank: 58
LOPP Calmar Ratio Rank: 69
LOPP Martin Ratio Rank: 70

LST

LST Risk / Return Rank: 73
LST Sharpe Ratio Rank: 76
LST Sortino Ratio Rank: 77
LST Omega Ratio Rank: 73
LST Calmar Ratio Rank: 66
LST Martin Ratio Rank: 72

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. LST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and Leuthold Select Industries ETF (LST). 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.

	LOPP	LST	Difference
Sharpe ratio Return per unit of total volatility	2.07	2.44	-0.37
Sortino ratio Return per unit of downside risk	2.92	3.42	-0.50
Omega ratio Gain probability vs. loss probability	1.35	1.43	-0.08
Calmar ratio Return relative to maximum drawdown	3.45	3.23	+0.22
Martin ratio Return relative to average drawdown	12.98	13.38	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOPP vs. LST - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 2.07, which is comparable to the LST Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of LOPP and LST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LOPP	LST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	2.44	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.38	-0.82

Drawdowns

LOPP vs. LST - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, which is greater than LST's maximum drawdown of -19.47%. Use the drawdown chart below to compare losses from any high point for LOPP and LST.

Drawdown Indicators

	LOPP	LST	Difference
Max Drawdown Largest peak-to-trough decline	-25.28%	-19.47%	-5.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-10.85%	+1.08%
Max Drawdown (3Y) Largest decline over 3 years	-20.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.28%	—	—
Current Drawdown Current decline from peak	-0.16%	-0.18%	+0.02%
Average Drawdown Average peak-to-trough decline	-8.25%	-2.92%	-5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.61%	-0.02%

Volatility

LOPP vs. LST - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 5.88% compared to Leuthold Select Industries ETF (LST) at 4.11%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than LST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOPP	LST	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	4.11%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	11.72%	+1.32%
Volatility (1Y) Calculated over the trailing 1-year period	16.32%	14.33%	+1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.99%	17.93%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.69%	17.93%	-0.24%

LOPP vs. LST - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than LST's 0.65% expense ratio.

Dividends

LOPP vs. LST - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.72%, less than LST's 1.15% yield.

Position	TTM	2025	2024	2023	2022	2021
LOPP Gabelli Love Our Planet & People ETF	0.72%	0.83%	1.88%	2.23%	2.01%	1.25%
LST Leuthold Select Industries ETF	1.15%	1.34%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LOPP and LST in my portfolio?

LOPP and LST have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOPP or LST?

LOPP has higher volatility (5.88%) compared to LST (4.11%). In terms of maximum drawdown, LOPP dropped -25.28% vs LST's -19.47%.

Which ETF is better, LOPP or LST?

On 1-year performance, LST leads with 34.83% vs 33.50% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, LST has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOPP or LST?

Over the 1-year period, LST has performed better with a 34.83% return vs 33.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOPP or LST?

LOPP is cheaper with a 0.00% expense ratio, compared with 0.65% for LST.

Which ETF pays a higher dividend yield, LOPP or LST?

LST has the higher dividend yield at 1.15%, compared with 0.72% for LOPP.

What is the main difference between LOPP and LST?

They also come from different issuers: Gabelli and Leuthold Group. Their fees differ too: 0.00% for LOPP and 0.65% for LST.

Which has better risk-adjusted returns?

LST currently has the higher Sharpe Ratio (2.44 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.