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MOTO vs. FLGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MOTO vs. FLGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Smart Transportation & Technology ETF (MOTO) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). The values are adjusted to include any dividend payments, if applicable.

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MOTO vs. FLGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MOTO
SmartETFs Smart Transportation & Technology ETF
3.49%27.38%2.01%27.10%-27.20%17.22%61.67%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.19%6.22%0.62%4.18%-11.53%-2.39%-0.27%

Returns By Period

In the year-to-date period, MOTO achieves a 3.49% return, which is significantly higher than FLGV's 0.19% return.


MOTO

1D
3.74%
1M
-8.51%
YTD
3.49%
6M
9.12%
1Y
40.98%
3Y*
12.80%
5Y*
5.96%
10Y*

FLGV

1D
0.12%
1M
-1.62%
YTD
0.19%
6M
0.98%
1Y
3.43%
3Y*
2.67%
5Y*
0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MOTO vs. FLGV - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than FLGV's 0.09% expense ratio.


Return for Risk

MOTO vs. FLGV — Risk / Return Rank

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

MOTO
MOTO Risk / Return Rank: 8383
Overall Rank
MOTO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MOTO Sortino Ratio Rank: 8585
Sortino Ratio Rank
MOTO Omega Ratio Rank: 8181
Omega Ratio Rank
MOTO Calmar Ratio Rank: 8585
Calmar Ratio Rank
MOTO Martin Ratio Rank: 8484
Martin Ratio Rank

FLGV
FLGV Risk / Return Rank: 4646
Overall Rank
FLGV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLGV Omega Ratio Rank: 3737
Omega Ratio Rank
FLGV Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLGV Martin Ratio Rank: 4242
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.

MOTO vs. FLGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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.


MOTOFLGVDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.84

+0.76

Sortino ratio

Return per unit of downside risk

2.27

1.25

+1.03

Omega ratio

Gain probability vs. loss probability

1.31

1.15

+0.17

Calmar ratio

Return relative to maximum drawdown

2.50

1.51

+0.99

Martin ratio

Return relative to average drawdown

9.54

3.95

+5.59

MOTO vs. FLGV - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 1.60, which is higher than the FLGV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MOTO and FLGV, 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


MOTOFLGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.84

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.00

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

-0.13

+0.71

Correlation

The correlation between MOTO and FLGV is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MOTO vs. FLGV - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 1.02%, less than FLGV's 4.06% yield.


TTM202520242023202220212020
MOTO
SmartETFs Smart Transportation & Technology ETF
1.02%1.06%1.07%2.73%2.33%0.55%2.71%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.06%4.07%4.13%3.46%2.21%1.92%0.97%

Drawdowns

MOTO vs. FLGV - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, which is greater than FLGV's maximum drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for MOTO and FLGV.


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Drawdown Indicators


MOTOFLGVDifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-17.63%

-20.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

-2.45%

-13.12%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

-15.26%

-22.08%

Current Drawdown

Current decline from peak

-10.12%

-5.41%

-4.71%

Average Drawdown

Average peak-to-trough decline

-10.19%

-8.83%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

0.94%

+3.15%

Volatility

MOTO vs. FLGV - Volatility Comparison

SmartETFs Smart Transportation & Technology ETF (MOTO) has a higher volatility of 9.53% compared to Franklin Liberty U.S. Treasury Bond ETF (FLGV) at 1.45%. This indicates that MOTO's price experiences larger fluctuations and is considered to be riskier than FLGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOTOFLGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.53%

1.45%

+8.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.01%

2.53%

+13.48%

Volatility (1Y)

Calculated over the trailing 1-year period

25.78%

4.13%

+21.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

5.41%

+17.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.30%

5.19%

+21.11%