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MOTO vs. JAGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MOTO vs. JAGG - Performance Comparison

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

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MOTO vs. JAGG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MOTO
SmartETFs Smart Transportation & Technology ETF
4.90%27.38%2.01%27.10%-27.20%17.22%59.13%4.91%
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.10%7.27%1.26%5.41%-13.26%-1.79%7.31%0.30%

Returns By Period

In the year-to-date period, MOTO achieves a 4.90% return, which is significantly higher than JAGG's 0.10% return.


MOTO

1D
1.36%
1M
-5.90%
YTD
4.90%
6M
9.17%
1Y
42.44%
3Y*
13.31%
5Y*
6.24%
10Y*

JAGG

1D
-0.01%
1M
-1.36%
YTD
0.10%
6M
0.81%
1Y
4.21%
3Y*
3.61%
5Y*
0.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MOTO vs. JAGG - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than JAGG's 0.03% expense ratio.


Return for Risk

MOTO vs. JAGG — 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: 8282
Sharpe Ratio Rank
MOTO Sortino Ratio Rank: 8484
Sortino Ratio Rank
MOTO Omega Ratio Rank: 8080
Omega Ratio Rank
MOTO Calmar Ratio Rank: 8585
Calmar Ratio Rank
MOTO Martin Ratio Rank: 8484
Martin Ratio Rank

JAGG
JAGG Risk / Return Rank: 4949
Overall Rank
JAGG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JAGG Sortino Ratio Rank: 4646
Sortino Ratio Rank
JAGG Omega Ratio Rank: 4141
Omega Ratio Rank
JAGG Calmar Ratio Rank: 6363
Calmar Ratio Rank
JAGG Martin Ratio Rank: 4646
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. JAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG). 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.


MOTOJAGGDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.95

+0.71

Sortino ratio

Return per unit of downside risk

2.34

1.33

+1.00

Omega ratio

Gain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratio

Return relative to maximum drawdown

2.76

1.73

+1.03

Martin ratio

Return relative to average drawdown

10.40

4.65

+5.75

MOTO vs. JAGG - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 1.66, which is higher than the JAGG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of MOTO and JAGG, 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


MOTOJAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.95

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.02

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.32

+0.26

Correlation

The correlation between MOTO and JAGG is 0.07, 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. JAGG - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 1.01%, less than JAGG's 4.28% yield.


TTM20252024202320222021202020192018
MOTO
SmartETFs Smart Transportation & Technology ETF
1.01%1.06%1.07%2.73%2.33%0.55%2.71%0.00%0.00%
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.28%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%

Drawdowns

MOTO vs. JAGG - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, which is greater than JAGG's maximum drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for MOTO and JAGG.


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Drawdown Indicators


MOTOJAGGDifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-18.73%

-19.51%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

-2.61%

-12.96%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

-18.06%

-19.28%

Current Drawdown

Current decline from peak

-8.89%

-2.91%

-5.98%

Average Drawdown

Average peak-to-trough decline

-10.19%

-6.30%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

0.97%

+3.15%

Volatility

MOTO vs. JAGG - Volatility Comparison

SmartETFs Smart Transportation & Technology ETF (MOTO) has a higher volatility of 8.61% compared to JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) at 1.83%. This indicates that MOTO's price experiences larger fluctuations and is considered to be riskier than JAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOTOJAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

1.83%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

2.71%

+13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

4.47%

+21.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.35%

5.90%

+17.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.30%

5.84%

+20.46%