MPLY vs. ROMO

Last updated Aug 4, 2026

MPLY (Monopoly ETF) and ROMO (Strategy Shares Newfound/ReSolve Robust Momentum ETF) are both exchange-traded funds - MPLY is a Large Cap Blend Equities fund actively managed by Strategy Shares, while ROMO is a Momentum fund tracking the Newfound/ReSolve Robust Equity Momentum Index. MPLY is actively managed, while ROMO is passively managed. Over the past year, MPLY returned 18.65% vs 18.30% for ROMO. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MPLY charges 0.79%/yr vs 0.82%/yr for ROMO.

Performance

MPLY vs. ROMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monopoly ETF (MPLY) and Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MPLY achieves a 5.37% return, which is significantly lower than ROMO's 7.77% return.

MPLY

• 1D: 2.08%
• 1M: 0.72%
• 6M: 4.70%
• YTD: 5.37%
• 1Y: 18.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.83%

ROMO

• 1D: 0.89%
• 1M: 1.38%
• 6M: 3.85%
• YTD: 7.77%
• 1Y: 18.30%
• 3Y*: 14.04%
• 5Y*: 6.58%
• 10Y*: —
• ALL TIME*: 6.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MPLY Monopoly ETF	$232.41K	$202.33K	$174.94K
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	$17.31K	$35.06K	$74.56K

MPLY vs. ROMO - Yearly Performance Comparison

	2026 (YTD)	2025
MPLY Monopoly ETF	5.37%	20.65%
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	7.77%	11.85%

Correlation

The correlation between MPLY and ROMO is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (All Time) Calculated using the full available price history since May 16, 2025	0.78

The correlation between MPLY and ROMO has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

Return for Risk

MPLY vs. ROMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MPLY

MPLY Risk / Return Rank: 41
MPLY Sharpe Ratio Rank: 43
MPLY Sortino Ratio Rank: 41
MPLY Omega Ratio Rank: 40
MPLY Calmar Ratio Rank: 39
MPLY Martin Ratio Rank: 41

ROMO

ROMO Risk / Return Rank: 48
ROMO Sharpe Ratio Rank: 49
ROMO Sortino Ratio Rank: 48
ROMO Omega Ratio Rank: 50
ROMO Calmar Ratio Rank: 44
ROMO Martin Ratio Rank: 48

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MPLY vs. ROMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monopoly ETF (MPLY) and Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO). 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.

	MPLY	ROMO	Difference
Sharpe ratio: Return per unit of total volatility	1.12	1.30	-0.18
Sortino ratio: Return per unit of downside risk	1.60	1.84	-0.24
Omega ratio: Gain probability vs. loss probability	1.20	1.24	-0.05
Calmar ratio: Return relative to maximum drawdown	1.39	1.65	-0.25
Martin ratio: Return relative to average drawdown	4.55	5.78	-1.24

MPLY vs. ROMO - Sharpe Ratio Comparison

The current MPLY Sharpe Ratio is 1.12, which is comparable to the ROMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of MPLY and ROMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MPLY vs. ROMO - Drawdown Comparison

The maximum MPLY drawdown since its inception was -13.46%, smaller than the maximum ROMO drawdown of -28.66%. Use the drawdown chart below to compare losses from any high point for MPLY and ROMO.

Drawdown Indicators

	MPLY	ROMO	Difference
Max Drawdown Largest peak-to-trough decline	-13.46%	-28.66%	+15.20%
Max Drawdown (1Y) Largest decline over 1 year	-13.46%	-11.16%	-2.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.26%	—
Current Drawdown Current decline from peak	-4.61%	-0.28%	-4.33%
Average Drawdown Average peak-to-trough decline	-2.50%	-8.15%	+5.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	3.17%	+0.94%

Volatility

MPLY vs. ROMO - Volatility Comparison

Monopoly ETF (MPLY) has a higher volatility of 5.51% compared to Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) at 3.84%. This indicates that MPLY's price experiences larger fluctuations and is considered to be riskier than ROMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MPLY	ROMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.51%	3.84%	+1.67%
Volatility (6M) Calculated over the trailing 6-month period	13.46%	11.96%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	16.82%	14.16%	+2.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	12.17%	+3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.02%	14.45%	+1.57%

MPLY vs. ROMO - Expense Ratio Comparison

MPLY has a 0.79% expense ratio, which is lower than ROMO's 0.82% expense ratio.

Dividends

MPLY vs. ROMO - Dividend Comparison

MPLY's dividend yield for the trailing twelve months is around 0.12%, less than ROMO's 8.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
MPLY Monopoly ETF	0.12%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	8.23%	8.87%	0.76%	2.42%	0.77%	0.56%	0.97%	0.58%

Frequently Asked Questions

Can I hold both MPLY and ROMO in my portfolio?

MPLY and ROMO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MPLY or ROMO?

MPLY has higher volatility (5.51%) compared to ROMO (3.84%). In terms of maximum drawdown, MPLY dropped -13.46% vs ROMO's -28.66%.

Which ETF is better, MPLY or ROMO?

On 1-year performance, MPLY leads with 18.65% vs 18.30% for ROMO. On fees, MPLY is cheaper at 0.79% per year. On volatility, ROMO has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MPLY or ROMO?

Over the 1-year period, MPLY has performed better with a 18.65% return vs 18.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MPLY or ROMO?

MPLY is cheaper with a 0.79% expense ratio, compared with 0.82% for ROMO.

Which ETF pays a higher dividend yield, MPLY or ROMO?

ROMO has the higher dividend yield at 8.23%, compared with 0.12% for MPLY.

What is the main difference between MPLY and ROMO?

MPLY is categorized as Large Cap Blend Equities, while ROMO is Momentum. Their fees differ too: 0.79% for MPLY and 0.82% for ROMO.

Which has better risk-adjusted returns?

ROMO currently has the higher Sharpe Ratio (1.30 vs 1.12), 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.