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LOPP vs. USMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOPP vs. USMF - Performance Comparison

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

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LOPP vs. USMF - 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%
USMF
WisdomTree US Multifactor Fund
-3.32%4.60%19.65%13.47%-8.82%18.50%

Returns By Period

In the year-to-date period, LOPP achieves a 4.90% return, which is significantly higher than USMF's -3.32% return.


LOPP

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

USMF

1D
1.60%
1M
-3.99%
YTD
-3.32%
6M
-4.86%
1Y
0.89%
3Y*
11.09%
5Y*
6.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOPP vs. USMF - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than USMF's 0.28% expense ratio.


Return for Risk

LOPP vs. USMF — 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

USMF
USMF Risk / Return Rank: 1414
Overall Rank
USMF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
USMF Sortino Ratio Rank: 1313
Sortino Ratio Rank
USMF Omega Ratio Rank: 1313
Omega Ratio Rank
USMF Calmar Ratio Rank: 1414
Calmar Ratio Rank
USMF Martin Ratio Rank: 1616
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. USMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and WisdomTree US Multifactor Fund (USMF). 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.


LOPPUSMFDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.06

+1.64

Sortino ratio

Return per unit of downside risk

2.38

0.19

+2.19

Omega ratio

Gain probability vs. loss probability

1.32

1.03

+0.29

Calmar ratio

Return relative to maximum drawdown

2.59

0.13

+2.46

Martin ratio

Return relative to average drawdown

10.96

0.54

+10.42

LOPP vs. USMF - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 1.70, which is higher than the USMF Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of LOPP and USMF, 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


LOPPUSMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.06

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.48

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.58

-0.11

Correlation

The correlation between LOPP and USMF is 0.84, 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. USMF - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.79%, less than USMF's 1.42% yield.


TTM202520242023202220212020201920182017
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%
USMF
WisdomTree US Multifactor Fund
1.42%1.37%1.22%1.33%1.74%1.42%1.34%1.38%1.45%0.67%

Drawdowns

LOPP vs. USMF - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, smaller than the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for LOPP and USMF.


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Drawdown Indicators


LOPPUSMFDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-36.24%

+10.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-11.36%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-18.10%

-7.18%

Current Drawdown

Current decline from peak

-6.90%

-4.96%

-1.94%

Average Drawdown

Average peak-to-trough decline

-8.46%

-4.22%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.73%

+0.18%

Volatility

LOPP vs. USMF - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 7.24% compared to WisdomTree US Multifactor Fund (USMF) at 3.43%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOPPUSMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

3.43%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

7.76%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

15.33%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

14.30%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

17.08%

+0.53%