LOPP vs. MIDE

Last updated Jun 24, 2026

LOPP (Gabelli Love Our Planet & People ETF) and MIDE (Xtrackers S&P MidCap 400 ESG ETF) are both Mid Cap Blend Equities funds. LOPP is actively managed, while MIDE is passively managed. Over the past 5 years, LOPP returned 8.44%/yr vs 8.50%/yr for MIDE. Their correlation of 0.90 suggests significant overlap in exposure. LOPP charges 0.00%/yr vs 0.15%/yr for MIDE.

Performance

LOPP vs. MIDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOPP achieves a 16.94% return, which is significantly higher than MIDE's 14.24% return.

LOPP

• 1D: -1.52%
• 1M: 4.44%
• YTD: 16.94%
• 6M: 15.46%
• 1Y: 33.95%
• 3Y*: 16.79%
• 5Y*: 8.44%
• 10Y*: —

MIDE

• 1D: -0.85%
• 1M: 2.52%
• YTD: 14.24%
• 6M: 12.29%
• 1Y: 27.07%
• 3Y*: 16.08%
• 5Y*: 8.50%
• 10Y*: —

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

LOPP vs. MIDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LOPP Gabelli Love Our Planet & People ETF	16.94%	22.61%	9.89%	4.74%	-15.04%	16.17%
MIDE Xtrackers S&P MidCap 400 ESG ETF	14.24%	9.81%	11.21%	15.20%	-11.63%	11.80%

Correlation

The correlation between LOPP and MIDE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021	0.90

The correlation between LOPP and MIDE has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

LOPP vs. MIDE - Sectors Allocation Comparison

Sectors	LOPP	MIDE
Industrials	50.1%	21.9%
Utilities	16.5%	1.7%
Technology	8.5%	18.6%
Basic Materials	6.2%	4.5%
Consumer Cyclical	4.5%	10.9%
Energy	3.8%	5.4%
Healthcare	3.4%	9.0%
Real Estate	3.1%	8.4%
Financial Services	2.5%	15.1%
Communication Services	1.4%	1.2%
Consumer Defensive	0.5%	3.3%

Return for Risk

LOPP vs. MIDE — Risk / Return Rank

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

LOPP

LOPP Risk / Return Rank: 69
LOPP Sharpe Ratio Rank: 67
LOPP Sortino Ratio Rank: 66
LOPP Omega Ratio Rank: 61
LOPP Calmar Ratio Rank: 74
LOPP Martin Ratio Rank: 74

MIDE

MIDE Risk / Return Rank: 57
MIDE Sharpe Ratio Rank: 53
MIDE Sortino Ratio Rank: 55
MIDE Omega Ratio Rank: 50
MIDE Calmar Ratio Rank: 63
MIDE Martin Ratio Rank: 62

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. MIDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and Xtrackers S&P MidCap 400 ESG ETF (MIDE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LOPP	MIDE	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.69	+0.33
Sortino ratio: Return per unit of downside risk	2.82	2.45	+0.36
Omega ratio: Gain probability vs. loss probability	1.35	1.30	+0.05
Calmar ratio: Return relative to maximum drawdown	3.49	2.90	+0.59
Martin ratio: Return relative to average drawdown	13.04	10.33	+2.71

LOPP vs. MIDE - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 2.02, which is comparable to the MIDE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LOPP and MIDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LOPP vs. MIDE - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, roughly equal to the maximum MIDE drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for LOPP and MIDE.

Drawdown Indicators

	LOPP	MIDE	Difference
Max Drawdown Largest peak-to-trough decline	-25.28%	-24.59%	-0.69%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-9.36%	-0.41%
Max Drawdown (3Y) Largest decline over 3 years	-20.28%	-24.59%	+4.31%
Max Drawdown (5Y) Largest decline over 5 years	-25.28%	-24.59%	-0.69%
Current Drawdown Current decline from peak	-1.52%	-0.98%	-0.54%
Average Drawdown Average peak-to-trough decline	-8.17%	-6.44%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.63%	-0.02%

Volatility

LOPP vs. MIDE - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 6.34% compared to Xtrackers S&P MidCap 400 ESG ETF (MIDE) at 4.58%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than MIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOPP	MIDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.34%	4.58%	+1.76%
Volatility (6M) Calculated over the trailing 6-month period	13.57%	11.72%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	16.90%	16.07%	+0.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.11%	19.72%	-1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.74%	19.65%	-1.91%

LOPP vs. MIDE - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than MIDE's 0.15% 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%.

Dividends

LOPP vs. MIDE - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.71%, less than MIDE's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021
LOPP Gabelli Love Our Planet & People ETF	0.71%	0.83%	1.88%	2.23%	2.01%	1.25%
MIDE Xtrackers S&P MidCap 400 ESG ETF	1.27%	1.52%	1.45%	1.36%	1.33%	0.93%

Frequently Asked Questions

Can I hold both LOPP and MIDE in my portfolio?

LOPP and MIDE have a correlation of 0.84, 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 MIDE?

LOPP has higher volatility (6.34%) compared to MIDE (4.58%). In terms of maximum drawdown, LOPP dropped -25.28% vs MIDE's -24.59%.

Which ETF is better, LOPP or MIDE?

On 5-year performance, MIDE leads with 8.50% vs 8.44% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, MIDE has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOPP or MIDE?

Over the 5-year period, MIDE has performed better with a 8.50% return vs 8.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOPP or MIDE?

LOPP is cheaper with a 0.00% expense ratio, compared with 0.15% for MIDE.

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

MIDE has the higher dividend yield at 1.27%, compared with 0.71% for LOPP.

What is the main difference between LOPP and MIDE?

They also come from different issuers: Gabelli and Deutsche Bank. Their fees differ too: 0.00% for LOPP and 0.15% for MIDE.

Which has better risk-adjusted returns?

LOPP currently has the higher Sharpe Ratio (2.02 vs 1.69), 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.