LOTI vs. ALLW

Last updated Jul 12, 2026

LOTI (Liberty One Tactical Income ETF) and ALLW (State Street Bridgewater All Weather ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.33 correlation, their price movements are largely independent. LOTI charges 1.01%/yr vs 0.85%/yr for ALLW.

Performance

LOTI vs. ALLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty One Tactical Income ETF (LOTI) and State Street Bridgewater All Weather ETF (ALLW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOTI achieves a 5.19% return, which is significantly lower than ALLW's 6.55% return.

LOTI

• 1D: 0.01%
• 1M: 1.18%
• 6M: 5.54%
• YTD: 5.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ALLW

• 1D: 0.17%
• 1M: -0.65%
• 6M: 3.83%
• YTD: 6.55%
• 1Y: 18.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOTI vs. ALLW - Yearly Performance Comparison

	2026 (YTD)	2025
LOTI Liberty One Tactical Income ETF	5.19%	1.06%
ALLW State Street Bridgewater All Weather ETF	6.55%	3.29%

Correlation

The correlation between LOTI and ALLW is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.33

Return for Risk

LOTI vs. ALLW — Risk / Return Rank

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

LOTI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ALLW

ALLW Risk / Return Rank: 60
ALLW Sharpe Ratio Rank: 60
ALLW Sortino Ratio Rank: 56
ALLW Omega Ratio Rank: 60
ALLW Calmar Ratio Rank: 62
ALLW Martin Ratio Rank: 64

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.

LOTI vs. ALLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Tactical Income ETF (LOTI) and State Street Bridgewater All Weather ETF (ALLW). 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.

	LOTI	ALLW	Difference
Sharpe ratio: Return per unit of total volatility	—	1.61	—
Sortino ratio: Return per unit of downside risk	—	2.18	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	2.46	—
Martin ratio: Return relative to average drawdown	—	9.10	—

Drawdowns

LOTI vs. ALLW - Drawdown Comparison

The maximum LOTI drawdown since its inception was -4.42%, smaller than the maximum ALLW drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for LOTI and ALLW.

Drawdown Indicators

	LOTI	ALLW	Difference
Max Drawdown Largest peak-to-trough decline	-4.42%	-8.78%	+4.36%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.23%	—
Current Drawdown Current decline from peak	-0.73%	-3.21%	+2.48%
Average Drawdown Average peak-to-trough decline	-1.32%	-1.33%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.95%	—

Volatility

Volatility by Period

	LOTI	ALLW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	5.91%	11.06%	-5.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.91%	12.57%	-6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.91%	12.57%	-6.66%

LOTI vs. ALLW - Expense Ratio Comparison

LOTI has a 1.01% expense ratio, which is higher than ALLW's 0.85% expense ratio.

Dividends

LOTI vs. ALLW - Dividend Comparison

LOTI's dividend yield for the trailing twelve months is around 1.58%, less than ALLW's 4.39% yield.

Position	TTM	2025
ALLW State Street Bridgewater All Weather ETF	4.39%	4.67%
LOTI Liberty One Tactical Income ETF	1.58%	0.45%

Frequently Asked Questions

Can I hold both LOTI and ALLW in my portfolio?

LOTI and ALLW have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LOTI or ALLW?

On fees, ALLW is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOTI or ALLW?

ALLW is cheaper with a 0.85% expense ratio, compared with 1.01% for LOTI.

Which ETF pays a higher dividend yield, LOTI or ALLW?

ALLW has the higher dividend yield at 4.39%, compared with 1.58% for LOTI.

What is the main difference between LOTI and ALLW?

They also come from different issuers: Liberty One and State Street. Their fees differ too: 1.01% for LOTI and 0.85% for ALLW.