MSMR vs. OCIO

In the year-to-date period, MSMR achieves a 0.70% return, which is significantly lower than OCIO's 1.42% return.

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MSMR has a 0.97% expense ratio, which is higher than OCIO's 0.61% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for McElhenny Sheffield Managed Risk ETF (MSMR) and ClearShares OCIO ETF (OCIO). 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.

The current MSMR Sharpe Ratio is 1.43, which is higher than the OCIO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MSMR and OCIO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSMR's dividend yield for the trailing twelve months is around 2.58%, more than OCIO's 1.52% yield.

The maximum MSMR drawdown since its inception was -14.86%, smaller than the maximum OCIO drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for MSMR and OCIO.

McElhenny Sheffield Managed Risk ETF (MSMR) has a higher volatility of 2.77% compared to ClearShares OCIO ETF (OCIO) at 1.92%. This indicates that MSMR's price experiences larger fluctuations and is considered to be riskier than OCIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.