NETL vs. AMOM

Last updated Apr 1, 2026

Compare and contrast key facts about NETLease Corporate Real Estate ETF (NETL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM).

NETL and AMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NETL is a passively managed fund by Exchange Traded Concepts that tracks the performance of the Fundamental Income Net Lease Real Estate Index. It was launched on Mar 22, 2019. AMOM is an actively managed fund by Exchange Traded Concepts. It was launched on May 21, 2019.

Performance

NETL vs. AMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NETLease Corporate Real Estate ETF (NETL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

NETL vs. AMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
NETL NETLease Corporate Real Estate ETF	5.36%	6.05%	-1.08%	2.69%	-16.16%	27.36%	-0.73%	10.01%
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	-3.01%	7.69%	35.79%	27.06%	-26.29%	13.08%	53.81%	9.33%

Returns By Period

In the year-to-date period, NETL achieves a 5.36% return, which is significantly higher than AMOM's -3.01% return.

NETL

• 1D: 0.63%
• 1M: -7.51%
• YTD: 5.36%
• 6M: 2.83%
• 1Y: 3.68%
• 3Y*: 4.52%
• 5Y*: 2.35%
• 10Y*: —

AMOM

• 1D: 4.10%
• 1M: -7.43%
• YTD: -3.01%
• 6M: -2.43%
• 1Y: 25.18%
• 3Y*: 18.56%
• 5Y*: 7.31%
• 10Y*: —

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

NETL vs. AMOM - Expense Ratio Comparison

NETL has a 0.60% expense ratio, which is lower than AMOM's 0.75% expense ratio.

AMOM

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF

NETL

NETLease Corporate Real Estate ETF

Return for Risk

NETL vs. AMOM — Risk / Return Rank

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

NETL

NETL Risk / Return Rank: 19
NETL Sharpe Ratio Rank: 19
NETL Sortino Ratio Rank: 17
NETL Omega Ratio Rank: 17
NETL Calmar Ratio Rank: 21
NETL Martin Ratio Rank: 22

AMOM

AMOM Risk / Return Rank: 64
AMOM Sharpe Ratio Rank: 59
AMOM Sortino Ratio Rank: 60
AMOM Omega Ratio Rank: 58
AMOM Calmar Ratio Rank: 76
AMOM Martin Ratio Rank: 67

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.

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.

	NETL	AMOM	Difference
Sharpe ratio Return per unit of total volatility	0.23	1.00	-0.77
Sortino ratio Return per unit of downside risk	0.43	1.49	-1.06
Omega ratio Gain probability vs. loss probability	1.05	1.21	-0.15
Calmar ratio Return relative to maximum drawdown	0.40	1.93	-1.53
Martin ratio Return relative to average drawdown	1.43	6.59	-5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NETL vs. AMOM - Sharpe Ratio Comparison

The current NETL Sharpe Ratio is 0.23, which is lower than the AMOM Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of NETL and AMOM, 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

	NETL	AMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	1.00	-0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.31	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.58	-0.41

Correlation

The correlation between NETL and AMOM is 0.35, 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

NETL vs. AMOM - Dividend Comparison

NETL's dividend yield for the trailing twelve months is around 4.98%, more than AMOM's 0.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
NETL NETLease Corporate Real Estate ETF	4.98%	5.12%	5.08%	4.57%	4.47%	4.03%	3.98%	2.52%
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	0.09%	0.09%	0.00%	0.47%	0.72%	0.74%	24.31%	5.51%

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.

Drawdown Indicators

	NETL	AMOM	Difference
Max Drawdown Largest peak-to-trough decline	-51.48%	-39.68%	-11.80%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-13.10%	+1.34%
Max Drawdown (5Y) Largest decline over 5 years	-30.74%	-39.68%	+8.94%
Current Drawdown Current decline from peak	-7.97%	-9.54%	+1.57%
Average Drawdown Average peak-to-trough decline	-11.89%	-11.05%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	3.84%	-0.44%

Volatility

NETL vs. AMOM - Volatility Comparison

The current volatility for NETLease Corporate Real Estate ETF (NETL) is 4.60%, while QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a volatility of 8.79%. 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.

Volatility by Period

	NETL	AMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	8.79%	-4.19%
Volatility (6M) Calculated over the trailing 6-month period	9.78%	17.55%	-7.77%
Volatility (1Y) Calculated over the trailing 1-year period	15.88%	25.18%	-9.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.05%	23.51%	-5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.16%	24.98%	+1.18%