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MOTO vs. FLGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, MOTO achieves a 21.35% return, which is significantly higher than FLGV's 0.21% return.


MOTO

1D
-5.00%
1M
-2.33%
YTD
21.35%
6M
20.71%
1Y
43.37%
3Y*
17.21%
5Y*
8.94%
10Y*

FLGV

1D
0.10%
1M
0.57%
YTD
0.21%
6M
0.30%
1Y
3.25%
3Y*
2.98%
5Y*
-0.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOTO vs. FLGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MOTO
SmartETFs Smart Transportation & Technology ETF
21.35%27.38%2.01%27.10%-27.20%17.22%51.30%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.21%6.22%0.62%4.18%-11.53%-2.39%-0.27%

Correlation

The correlation between MOTO and FLGV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2020

0.03

The correlation between MOTO and FLGV shifts across timeframes, from 0.03 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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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: 6262
Overall Rank
MOTO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MOTO Sortino Ratio Rank: 5555
Sortino Ratio Rank
MOTO Omega Ratio Rank: 5858
Omega Ratio Rank
MOTO Calmar Ratio Rank: 7070
Calmar Ratio Rank
MOTO Martin Ratio Rank: 6666
Martin Ratio Rank

FLGV
FLGV Risk / Return Rank: 2525
Overall Rank
FLGV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 2626
Sortino Ratio Rank
FLGV Omega Ratio Rank: 2323
Omega Ratio Rank
FLGV Calmar Ratio Rank: 2626
Calmar Ratio Rank
FLGV Martin Ratio Rank: 2626
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.

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.


MOTOFLGVDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratioReturn relative to maximum drawdown

3.26

1.16

+2.11

Martin ratioReturn relative to average drawdown

11.11

3.18

+7.93

MOTO vs. FLGV - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 1.89, which is higher than the FLGV Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MOTO and FLGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-13.36%

-2.82%

-10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-26.43%

-5.23%

-21.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

-15.26%

-22.08%

Current Drawdown

Current decline from peak

-7.73%

-5.40%

-2.33%

Average Drawdown

Average peak-to-trough decline

-9.93%

-8.70%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.02%

+2.89%

Volatility

MOTO vs. FLGV - Volatility Comparison

SmartETFs Smart Transportation & Technology ETF (MOTO) has a higher volatility of 11.45% compared to Franklin Liberty U.S. Treasury Bond ETF (FLGV) at 1.03%. 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

11.45%

1.03%

+10.42%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

2.60%

+16.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

3.70%

+19.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

5.44%

+18.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.47%

5.14%

+21.33%

MOTO vs. FLGV - Expense Ratio Comparison

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


Dividends

MOTO vs. FLGV - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 0.87%, less than FLGV's 4.14% yield.


PositionTTM202520242023202220212020
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.14%4.07%4.13%3.46%2.21%1.92%0.97%
MOTO
SmartETFs Smart Transportation & Technology ETF
0.87%1.06%1.07%2.73%2.33%0.55%2.71%

Frequently Asked Questions


MOTO and FLGV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOTO has higher volatility (11.45%) compared to FLGV (1.03%). In terms of maximum drawdown, MOTO dropped -38.24% vs FLGV's -17.63%.

On 5-year performance, MOTO leads with 8.94% vs -0.17% for FLGV. On fees, FLGV is cheaper at 0.09% per year. On volatility, FLGV has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MOTO has performed better with a 8.94% return vs -0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLGV is cheaper with a 0.09% expense ratio, compared with 0.68% for MOTO.

FLGV has the higher dividend yield at 4.14%, compared with 0.87% for MOTO.

MOTO is categorized as Transportation Equities, while FLGV is Government Bonds. They also come from different issuers: Guinness Atkinson Asset Management and Franklin Templeton. Their fees differ too: 0.68% for MOTO and 0.09% for FLGV.

MOTO currently has the higher Sharpe Ratio (1.89 vs 0.88), 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.

Portfolio Optimizer

Find the right allocation for MOTO and FLGV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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