MSMR vs. YALL

Last updated Apr 1, 2026

Compare and contrast key facts about McElhenny Sheffield Managed Risk ETF (MSMR) and God Bless America ETF (YALL).

MSMR and YALL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSMR is an actively managed fund by McElhenny Sheffield. It was launched on Nov 16, 2021. YALL is an actively managed fund by Tidal ETFs. It was launched on Oct 10, 2022.

Performance

MSMR vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McElhenny Sheffield Managed Risk ETF (MSMR) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

MSMR vs. YALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MSMR McElhenny Sheffield Managed Risk ETF	-0.21%	17.06%	21.58%	18.77%	0.96%
YALL God Bless America ETF	-3.19%	14.36%	29.99%	40.74%	8.62%

Returns By Period

In the year-to-date period, MSMR achieves a -0.21% return, which is significantly higher than YALL's -3.19% return.

MSMR

• 1D: 2.41%
• 1M: -4.00%
• YTD: -0.21%
• 6M: 3.10%
• 1Y: 18.50%
• 3Y*: 18.08%
• 5Y*: —
• 10Y*: —

YALL

• 1D: 2.10%
• 1M: -5.47%
• YTD: -3.19%
• 6M: -6.50%
• 1Y: 15.15%
• 3Y*: 21.74%
• 5Y*: —
• 10Y*: —

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

MSMR vs. YALL - Expense Ratio Comparison

MSMR has a 0.97% expense ratio, which is higher than YALL's 0.65% expense ratio.

MSMR

McElhenny Sheffield Managed Risk ETF

YALL

God Bless America ETF

Return for Risk

MSMR vs. YALL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSMR

MSMR Risk / Return Rank: 82
MSMR Sharpe Ratio Rank: 80
MSMR Sortino Ratio Rank: 81
MSMR Omega Ratio Rank: 75
MSMR Calmar Ratio Rank: 87
MSMR Martin Ratio Rank: 86

YALL

YALL Risk / Return Rank: 48
YALL Sharpe Ratio Rank: 44
YALL Sortino Ratio Rank: 48
YALL Omega Ratio Rank: 45
YALL Calmar Ratio Rank: 52
YALL Martin Ratio Rank: 52

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.

MSMR vs. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McElhenny Sheffield Managed Risk ETF (MSMR) and God Bless America ETF (YALL). 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.

	MSMR	YALL	Difference
Sharpe ratio Return per unit of total volatility	1.51	0.77	+0.74
Sortino ratio Return per unit of downside risk	2.09	1.25	+0.84
Omega ratio Gain probability vs. loss probability	1.28	1.17	+0.11
Calmar ratio Return relative to maximum drawdown	2.74	1.27	+1.47
Martin ratio Return relative to average drawdown	10.18	4.85	+5.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSMR vs. YALL - Sharpe Ratio Comparison

The current MSMR Sharpe Ratio is 1.51, which is higher than the YALL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of MSMR and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSMR	YALL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	0.77	+0.74
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	1.45	-0.55

Correlation

The correlation between MSMR and YALL is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MSMR vs. YALL - Dividend Comparison

MSMR's dividend yield for the trailing twelve months is around 1.96%, more than YALL's 0.51% yield.

	TTM	2025	2024	2023	2022	2021
MSMR McElhenny Sheffield Managed Risk ETF	1.96%	1.51%	2.26%	0.81%	0.65%	0.07%
YALL God Bless America ETF	0.51%	0.49%	0.50%	3.51%	0.19%	0.00%

Drawdowns

MSMR vs. YALL - Drawdown Comparison

The maximum MSMR drawdown since its inception was -14.86%, smaller than the maximum YALL drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for MSMR and YALL.

Drawdown Indicators

	MSMR	YALL	Difference
Max Drawdown Largest peak-to-trough decline	-14.86%	-19.72%	+4.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.05%	-12.24%	+5.19%
Current Drawdown Current decline from peak	-4.33%	-7.52%	+3.19%
Average Drawdown Average peak-to-trough decline	-5.28%	-2.90%	-2.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	3.21%	-1.31%

Volatility

MSMR vs. YALL - Volatility Comparison

McElhenny Sheffield Managed Risk ETF (MSMR) and God Bless America ETF (YALL) have volatilities of 5.04% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSMR	YALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	4.98%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	10.29%	10.78%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	12.28%	19.66%	-7.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.32%	17.71%	-7.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.32%	17.71%	-7.39%