NETL vs. AMOM
NETL (NETLease Corporate Real Estate ETF) and AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) are both exchange-traded funds - NETL is a REIT fund tracking the Fundamental Income Net Lease Real Estate Index, while AMOM is a Momentum fund actively managed by Exchange Traded Concepts. NETL is passively managed, while AMOM is actively managed. Over the past 5 years, NETL returned 2.20%/yr vs 11.40%/yr for AMOM. At a 0.34 correlation, their price movements are largely independent. NETL charges 0.60%/yr vs 0.75%/yr for AMOM.
Performance
NETL vs. AMOM - Performance Comparison
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Returns By Period
In the year-to-date period, NETL achieves a 14.61% return, which is significantly lower than AMOM's 25.84% return.
NETL
- 1D
- 0.72%
- 1M
- 0.70%
- YTD
- 14.61%
- 6M
- 14.73%
- 1Y
- 12.86%
- 3Y*
- 9.82%
- 5Y*
- 2.20%
- 10Y*
- —
AMOM
- 1D
- -0.74%
- 1M
- 5.18%
- YTD
- 25.84%
- 6M
- 22.92%
- 1Y
- 37.52%
- 3Y*
- 26.23%
- 5Y*
- 11.40%
- 10Y*
- —
NETL vs. AMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NETL NETLease Corporate Real Estate ETF | 14.61% | 6.05% | -1.08% | 2.69% | -16.16% | 27.36% | -0.73% | 10.80% |
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF | 25.84% | 7.69% | 35.79% | 27.06% | -26.29% | 13.08% | 53.81% | 9.64% |
Correlation
The correlation between NETL and AMOM is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 21, 2019 | 0.34 |
The correlation between NETL and AMOM shifts across timeframes, from -0.03 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NETL vs. AMOM — Risk / Return Rank
NETL
AMOM
NETL vs. AMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NETLease Corporate Real Estate ETF (NETL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.
| NETL | AMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.28 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.88 | -1.47 |
| Martin ratioReturn relative to average drawdown | 4.43 | 9.92 | -5.49 |
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Drawdowns
NETL vs. AMOM - Drawdown Comparison
The maximum NETL drawdown since its inception was -51.48%, which is greater than AMOM's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for NETL and AMOM.
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Drawdown Indicators
| NETL | AMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.48% | -39.68% | -11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -13.10% | +3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -30.26% | +10.96% |
Max Drawdown (5Y)Largest decline over 5 years | -30.74% | -39.68% | +8.94% |
Current DrawdownCurrent decline from peak | -1.23% | -5.04% | +3.81% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -10.74% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.79% | -0.87% |
Volatility
NETL vs. AMOM - Volatility Comparison
The current volatility for NETLease Corporate Real Estate ETF (NETL) is 5.28%, while QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a volatility of 12.26%. This indicates that NETL experiences smaller price fluctuations and is considered to be less risky than AMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NETL | AMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 12.26% | -6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 19.60% | -9.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 24.28% | -10.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 24.26% | -6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.87% | 25.21% | +0.66% |
NETL vs. AMOM - Expense Ratio Comparison
NETL has a 0.60% expense ratio, which is lower than AMOM's 0.75% expense ratio.
Dividends
NETL vs. AMOM - Dividend Comparison
NETL's dividend yield for the trailing twelve months is around 4.65%, more than AMOM's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF | 0.07% | 0.09% | 0.00% | 0.47% | 0.72% | 0.74% | 24.31% | 5.51% |
NETL NETLease Corporate Real Estate ETF | 4.65% | 5.12% | 5.08% | 4.57% | 4.47% | 4.03% | 3.98% | 2.52% |
Frequently Asked Questions
NETL and AMOM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMOM has higher volatility (12.26%) compared to NETL (5.28%). In terms of maximum drawdown, NETL dropped -51.48% vs AMOM's -39.68%.
On 5-year performance, AMOM leads with 11.40% vs 2.20% for NETL. On fees, NETL is cheaper at 0.60% per year. On volatility, NETL has been the lower-risk option at 5.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AMOM has performed better with a 11.40% return vs 2.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NETL is cheaper with a 0.60% expense ratio, compared with 0.75% for AMOM.
NETL has the higher dividend yield at 4.65%, compared with 0.07% for AMOM.
NETL is categorized as REIT, while AMOM is Momentum. Their fees differ too: 0.60% for NETL and 0.75% for AMOM.
AMOM currently has the higher Sharpe Ratio (1.55 vs 0.92), 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.
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