LOPP vs. RUNN

Last updated Jun 4, 2026

LOPP (Gabelli Love Our Planet & People ETF) and RUNN (Running Oak Efficient Growth ETF) are both Mid Cap Blend Equities funds. Both are actively managed. Over the past year, LOPP returned 33.50% vs -1.91% for RUNN. A 0.77 correlation means they provide meaningful diversification when combined. LOPP charges 0.00%/yr vs 0.58%/yr for RUNN.

Performance

LOPP vs. RUNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and Running Oak Efficient Growth ETF (RUNN). 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 higher than RUNN's -3.00% return.

LOPP

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

RUNN

• 1D: -0.89%
• 1M: -1.22%
• YTD: -3.00%
• 6M: -3.15%
• 1Y: -1.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOPP vs. RUNN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOPP Gabelli Love Our Planet & People ETF	15.77%	22.61%	9.89%	0.89%
RUNN Running Oak Efficient Growth ETF	-3.00%	2.30%	17.16%	12.05%

Correlation

The correlation between LOPP and RUNN is 0.62, 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	0.62
Correlation (All Time) Calculated using the full available price history since Jun 9, 2023	0.77

The correlation between LOPP and RUNN shifts across timeframes, from 0.62 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

LOPP vs. RUNN - Sectors Allocation Comparison

Sectors	LOPP	RUNN
Industrials	62.6%	39.4%
Utilities	11.2%	-
Financial Services	6.3%	12.8%
Consumer Cyclical	4.0%	8.3%
Energy	3.9%	-
Basic Materials	3.5%	2.0%
Technology	3.2%	17.8%
Real Estate	2.6%	-
Communication Services	1.5%	2.1%
Healthcare	0.8%	13.3%
Consumer Defensive	0.5%	-

Return for Risk

LOPP vs. RUNN — 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

RUNN

RUNN Risk / Return Rank: 7
RUNN Sharpe Ratio Rank: 7
RUNN Sortino Ratio Rank: 6
RUNN Omega Ratio Rank: 7
RUNN Calmar Ratio Rank: 7
RUNN Martin Ratio Rank: 7

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. RUNN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and Running Oak Efficient Growth ETF (RUNN). 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	RUNN	Difference
Sharpe ratio: Return per unit of total volatility	2.07	-0.15	+2.22
Sortino ratio: Return per unit of downside risk	2.92	-0.13	+3.04
Omega ratio: Gain probability vs. loss probability	1.35	0.99	+0.37
Calmar ratio: Return relative to maximum drawdown	3.45	-0.19	+3.63
Martin ratio: Return relative to average drawdown	12.98	-0.44	+13.42
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. RUNN - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 2.07, which is higher than the RUNN Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of LOPP and RUNN, 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	RUNN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	-0.15	+2.22
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	0.68	-0.11

Drawdowns

LOPP vs. RUNN - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, which is greater than RUNN's maximum drawdown of -16.83%. Use the drawdown chart below to compare losses from any high point for LOPP and RUNN.

Drawdown Indicators

	LOPP	RUNN	Difference
Max Drawdown Largest peak-to-trough decline	-25.28%	-16.83%	-8.45%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-10.34%	+0.57%
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%	-7.89%	+7.73%
Average Drawdown Average peak-to-trough decline	-8.25%	-3.54%	-4.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	4.34%	-1.75%

Volatility

LOPP vs. RUNN - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 5.88% compared to Running Oak Efficient Growth ETF (RUNN) at 3.57%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than RUNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOPP	RUNN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	3.57%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	9.70%	+3.34%
Volatility (1Y) Calculated over the trailing 1-year period	16.32%	12.85%	+3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.99%	13.81%	+4.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.69%	13.81%	+3.88%

LOPP vs. RUNN - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than RUNN's 0.58% expense ratio.

Dividends

LOPP vs. RUNN - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.72%, more than RUNN's 0.57% 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%
RUNN Running Oak Efficient Growth ETF	0.57%	0.55%	0.39%	0.33%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LOPP and RUNN in my portfolio?

LOPP and RUNN have a correlation of 0.62, 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 RUNN?

LOPP has higher volatility (5.88%) compared to RUNN (3.57%). In terms of maximum drawdown, LOPP dropped -25.28% vs RUNN's -16.83%.

Which ETF is better, LOPP or RUNN?

On 1-year performance, LOPP leads with 33.50% vs -1.91% for RUNN. On fees, LOPP is cheaper at 0.00% per year. On volatility, RUNN has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOPP or RUNN?

Over the 1-year period, LOPP has performed better with a 33.50% return vs -1.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOPP or RUNN?

LOPP is cheaper with a 0.00% expense ratio, compared with 0.58% for RUNN.

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

LOPP has the higher dividend yield at 0.72%, compared with 0.57% for RUNN.

What is the main difference between LOPP and RUNN?

They also come from different issuers: Gabelli and Running Oak Capital. Their fees differ too: 0.00% for LOPP and 0.58% for RUNN.

Which has better risk-adjusted returns?

LOPP currently has the higher Sharpe Ratio (2.07 vs -0.15), 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.