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MOTO vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOTO vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Smart Transportation & Technology ETF (MOTO) and Franklin Short Duration U.S. Government ETF (FTSD). 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 31.35% return, which is significantly higher than FTSD's 0.80% return.


MOTO

1D
2.46%
1M
6.90%
YTD
31.35%
6M
32.65%
1Y
60.15%
3Y*
21.16%
5Y*
10.81%
10Y*

FTSD

1D
-0.12%
1M
0.17%
YTD
0.80%
6M
1.30%
1Y
4.31%
3Y*
4.98%
5Y*
2.46%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOTO vs. FTSD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MOTO
SmartETFs Smart Transportation & Technology ETF
31.35%27.38%2.01%27.10%-27.20%17.22%59.13%4.91%
FTSD
Franklin Short Duration U.S. Government ETF
0.80%5.66%5.20%4.84%-3.13%-0.90%3.13%0.04%

Correlation

The correlation between MOTO and FTSD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2019

0.01

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Return for Risk

MOTO vs. FTSD — Risk / Return Rank

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

MOTO
MOTO Risk / Return Rank: 8181
Overall Rank
MOTO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MOTO Sortino Ratio Rank: 8181
Sortino Ratio Rank
MOTO Omega Ratio Rank: 7878
Omega Ratio Rank
MOTO Calmar Ratio Rank: 8383
Calmar Ratio Rank
MOTO Martin Ratio Rank: 8080
Martin Ratio Rank

FTSD
FTSD Risk / Return Rank: 9595
Overall Rank
FTSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9494
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
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. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


MOTOFTSDDifference

Sharpe ratio

Return per unit of total volatility

2.85

3.30

-0.45

Sortino ratio

Return per unit of downside risk

3.68

5.27

-1.59

Omega ratio

Gain probability vs. loss probability

1.47

1.69

-0.22

Calmar ratio

Return relative to maximum drawdown

4.47

9.59

-5.12

Martin ratio

Return relative to average drawdown

16.00

38.36

-22.36

MOTO vs. FTSD - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 2.85, which is comparable to the FTSD Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of MOTO and FTSD, 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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Sharpe Ratios by Period


MOTOFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

3.30

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.33

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.04

-0.32

Drawdowns

MOTO vs. FTSD - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for MOTO and FTSD.


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Drawdown Indicators


MOTOFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-5.32%

-32.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-0.45%

-12.91%

Max Drawdown (3Y)

Largest decline over 3 years

-26.43%

-0.93%

-25.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

-5.04%

-32.30%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-9.98%

-0.60%

-9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

0.11%

+3.62%

Volatility

MOTO vs. FTSD - Volatility Comparison

SmartETFs Smart Transportation & Technology ETF (MOTO) has a higher volatility of 7.77% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.51%. This indicates that MOTO's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOTOFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

0.51%

+7.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.75%

1.03%

+15.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.18%

1.31%

+19.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

1.85%

+21.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.30%

1.79%

+24.51%

MOTO vs. FTSD - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

MOTO vs. FTSD - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 0.80%, less than FTSD's 4.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
MOTO
SmartETFs Smart Transportation & Technology ETF
0.80%1.06%1.07%2.73%2.33%0.55%2.71%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MOTO and FTSD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOTO has higher volatility (7.77%) compared to FTSD (0.51%). In terms of maximum drawdown, MOTO dropped -38.24% vs FTSD's -5.32%.

On 5-year performance, MOTO leads with 10.81% vs 2.46% for FTSD. On fees, FTSD is cheaper at 0.25% per year. On volatility, FTSD has been the lower-risk option at 0.51%. 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 10.81% return vs 2.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTSD is cheaper with a 0.25% expense ratio, compared with 0.68% for MOTO.

FTSD has the higher dividend yield at 4.50%, compared with 0.80% for MOTO.

MOTO is categorized as Transportation Equities, while FTSD is Mortgage Backed Securities. They also come from different issuers: Guinness Atkinson Asset Management and Franklin Templeton. Their fees differ too: 0.68% for MOTO and 0.25% for FTSD.

FTSD currently has the higher Sharpe Ratio (3.30 vs 2.85), 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

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