LOTI vs. THIR

Last updated Jun 4, 2026

LOTI (Liberty One Tactical Income ETF) and THIR (THOR Index Rotation ETF) are both Tactical Allocation funds. LOTI is actively managed, while THIR is passively managed. At a 0.16 correlation, their price movements are largely independent. LOTI charges 1.01%/yr vs 0.70%/yr for THIR.

Performance

LOTI vs. THIR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty One Tactical Income ETF (LOTI) and THOR Index Rotation ETF (THIR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOTI achieves a 2.63% return, which is significantly lower than THIR's 7.85% return.

LOTI

• 1D: -0.12%
• 1M: -0.50%
• YTD: 2.63%
• 6M: 1.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

THIR

• 1D: -0.71%
• 1M: 7.55%
• YTD: 7.85%
• 6M: 7.66%
• 1Y: 24.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOTI vs. THIR - Yearly Performance Comparison

	2026 (YTD)	2025
LOTI Liberty One Tactical Income ETF	2.63%	0.44%
THIR THOR Index Rotation ETF	7.85%	2.97%

Correlation

The correlation between LOTI and THIR is 0.16, 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 Oct 1, 2025	0.16

Return for Risk

LOTI vs. THIR — Risk / Return Rank

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

THIR

THIR Risk / Return Rank: 60
THIR Sharpe Ratio Rank: 62
THIR Sortino Ratio Rank: 63
THIR Omega Ratio Rank: 61
THIR Calmar Ratio Rank: 56
THIR Martin Ratio Rank: 57

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. THIR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Tactical Income ETF (LOTI) and THOR Index Rotation ETF (THIR). 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.

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

Sharpe Ratios by Period

	LOTI	THIR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	1.74	-0.92

Drawdowns

LOTI vs. THIR - Drawdown Comparison

The maximum LOTI drawdown since its inception was -4.42%, smaller than the maximum THIR drawdown of -10.05%. Use the drawdown chart below to compare losses from any high point for LOTI and THIR.

Drawdown Indicators

	LOTI	THIR	Difference
Max Drawdown Largest peak-to-trough decline	-4.42%	-10.05%	+5.63%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.88%	—
Current Drawdown Current decline from peak	-2.53%	-0.71%	-1.82%
Average Drawdown Average peak-to-trough decline	-1.34%	-1.99%	+0.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.48%	—

Volatility

Volatility by Period

	LOTI	THIR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.45%	—
Volatility (1Y) Calculated over the trailing 1-year period	5.67%	11.56%	-5.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.67%	12.64%	-6.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.67%	12.64%	-6.97%

LOTI vs. THIR - Expense Ratio Comparison

LOTI has a 1.01% expense ratio, which is higher than THIR's 0.70% expense ratio.

Dividends

LOTI vs. THIR - Dividend Comparison

LOTI's dividend yield for the trailing twelve months is around 1.34%, more than THIR's 0.33% yield.

Position	TTM	2025	2024
LOTI Liberty One Tactical Income ETF	1.34%	0.45%	0.00%
THIR THOR Index Rotation ETF	0.33%	0.35%	0.29%

Frequently Asked Questions

Can I hold both LOTI and THIR in my portfolio?

LOTI and THIR have a correlation of 0.16, 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 THIR?

On fees, THIR is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOTI or THIR?

THIR is cheaper with a 0.70% expense ratio, compared with 1.01% for LOTI.

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

LOTI has the higher dividend yield at 1.34%, compared with 0.33% for THIR.

What is the main difference between LOTI and THIR?

They also come from different issuers: Liberty One and THOR. Their fees differ too: 1.01% for LOTI and 0.70% for THIR.