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

Key characteristics


MOTOHAIL
YTD Return1.86%-12.67%
1Y Return14.58%-0.57%
3Y Return (Ann)-3.84%-22.83%
Sharpe Ratio0.850.08
Sortino Ratio1.250.31
Omega Ratio1.161.03
Calmar Ratio0.720.04
Martin Ratio3.020.21
Ulcer Index5.60%10.79%
Daily Std Dev19.91%27.32%
Max Drawdown-38.24%-61.75%
Current Drawdown-11.04%-58.60%

Correlation

-0.50.00.51.00.8

The correlation between MOTO and HAIL is 0.84, 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.

Performance

MOTO vs. HAIL - Performance Comparison

In the year-to-date period, MOTO achieves a 1.86% return, which is significantly higher than HAIL's -12.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.85%
-6.45%
MOTO
HAIL

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MOTO vs. HAIL - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than HAIL's 0.45% 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 HAIL: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

MOTO vs. HAIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) and SPDR S&P Kensho Smart Mobility ETF (HAIL). 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.


MOTO
Sharpe ratio
The chart of Sharpe ratio for MOTO, currently valued at 0.85, compared to the broader market0.002.004.000.85
Sortino ratio
The chart of Sortino ratio for MOTO, currently valued at 1.25, compared to the broader market0.005.0010.001.25
Omega ratio
The chart of Omega ratio for MOTO, currently valued at 1.16, compared to the broader market1.001.502.002.503.003.501.16
Calmar ratio
The chart of Calmar ratio for MOTO, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.000.72
Martin ratio
The chart of Martin ratio for MOTO, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.02
HAIL
Sharpe ratio
The chart of Sharpe ratio for HAIL, currently valued at 0.08, compared to the broader market0.002.004.000.08
Sortino ratio
The chart of Sortino ratio for HAIL, currently valued at 0.31, compared to the broader market0.005.0010.000.31
Omega ratio
The chart of Omega ratio for HAIL, currently valued at 1.03, compared to the broader market1.001.502.002.503.003.501.03
Calmar ratio
The chart of Calmar ratio for HAIL, currently valued at 0.04, compared to the broader market0.005.0010.0015.0020.000.04
Martin ratio
The chart of Martin ratio for HAIL, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.21

MOTO vs. HAIL - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 0.85, which is higher than the HAIL Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of MOTO and HAIL, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.85
0.08
MOTO
HAIL

Dividends

MOTO vs. HAIL - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 2.68%, less than HAIL's 3.08% yield.


TTM202320222021202020192018
MOTO
SmartETFs Smart Transportation & Technology ETF
2.68%2.73%2.33%0.55%2.71%0.00%0.00%
HAIL
SPDR S&P Kensho Smart Mobility ETF
3.08%2.62%2.09%1.36%0.52%1.17%2.54%

Drawdowns

MOTO vs. HAIL - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, smaller than the maximum HAIL drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for MOTO and HAIL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.04%
-58.60%
MOTO
HAIL

Volatility

MOTO vs. HAIL - Volatility Comparison

The current volatility for SmartETFs Smart Transportation & Technology ETF (MOTO) is 4.76%, while SPDR S&P Kensho Smart Mobility ETF (HAIL) has a volatility of 7.48%. This indicates that MOTO experiences smaller price fluctuations and is considered to be less risky than HAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
7.48%
MOTO
HAIL