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MOTO vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MOTO and GABF is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

MOTO vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Smart Transportation & Technology ETF (MOTO) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
24.64%
100.38%
MOTO
GABF

Key characteristics

Sharpe Ratio

MOTO:

0.28

GABF:

2.82

Sortino Ratio

MOTO:

0.51

GABF:

3.79

Omega Ratio

MOTO:

1.06

GABF:

1.51

Calmar Ratio

MOTO:

0.29

GABF:

4.85

Martin Ratio

MOTO:

0.90

GABF:

20.78

Ulcer Index

MOTO:

6.12%

GABF:

2.28%

Daily Std Dev

MOTO:

19.34%

GABF:

16.81%

Max Drawdown

MOTO:

-38.24%

GABF:

-17.14%

Current Drawdown

MOTO:

-8.58%

GABF:

-6.43%

Returns By Period

In the year-to-date period, MOTO achieves a 2.77% return, which is significantly lower than GABF's 43.66% return.


MOTO

YTD

2.77%

1M

1.22%

6M

-3.56%

1Y

3.79%

5Y*

12.19%

10Y*

N/A

GABF

YTD

43.66%

1M

-3.19%

6M

24.50%

1Y

45.52%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MOTO vs. GABF - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than GABF's 0.10% expense ratio.


MOTO
SmartETFs Smart Transportation & Technology ETF
Expense ratio chart for MOTO: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for GABF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

MOTO vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) and Gabelli Financial Services Opportunities ETF (GABF). 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.


Sharpe ratio
The chart of Sharpe ratio for MOTO, currently valued at 0.28, compared to the broader market0.002.004.000.282.82
The chart of Sortino ratio for MOTO, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.000.513.79
The chart of Omega ratio for MOTO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.51
The chart of Calmar ratio for MOTO, currently valued at 0.36, compared to the broader market0.005.0010.0015.000.364.85
The chart of Martin ratio for MOTO, currently valued at 0.90, compared to the broader market0.0020.0040.0060.0080.00100.000.9020.78
MOTO
GABF

The current MOTO Sharpe Ratio is 0.28, which is lower than the GABF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of MOTO and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.28
2.82
MOTO
GABF

Dividends

MOTO vs. GABF - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 1.06%, less than GABF's 3.44% yield.


TTM2023202220212020
MOTO
SmartETFs Smart Transportation & Technology ETF
1.06%2.73%2.33%0.55%2.71%
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%0.00%0.00%

Drawdowns

MOTO vs. GABF - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, which is greater than GABF's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for MOTO and GABF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.55%
-6.43%
MOTO
GABF

Volatility

MOTO vs. GABF - Volatility Comparison

The current volatility for SmartETFs Smart Transportation & Technology ETF (MOTO) is 4.16%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.03%. This indicates that MOTO experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.16%
5.03%
MOTO
GABF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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