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NVIR vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVIR vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics Energy Remediation ETF (NVIR) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVIR achieves a 21.37% return, which is significantly higher than FTSD's 0.92% return.


NVIR

1D
1.44%
1M
-1.99%
YTD
21.37%
6M
21.15%
1Y
36.03%
3Y*
19.23%
5Y*
10Y*

FTSD

1D
0.03%
1M
0.19%
YTD
0.92%
6M
1.52%
1Y
4.40%
3Y*
5.02%
5Y*
2.49%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVIR vs. FTSD - Yearly Performance Comparison


2026 (YTD)202520242023
NVIR
Horizon Kinetics Energy Remediation ETF
21.37%9.84%17.53%6.90%
FTSD
Franklin Short Duration U.S. Government ETF
0.92%5.66%5.20%4.46%

Correlation

The correlation between NVIR and FTSD is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2023

-0.10

The correlation between NVIR and FTSD shifts across timeframes, from -0.23 (1 year) to -0.07 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

NVIR vs. FTSD — Risk / Return Rank

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

NVIR
NVIR Risk / Return Rank: 7272
Overall Rank
NVIR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NVIR Sortino Ratio Rank: 6262
Sortino Ratio Rank
NVIR Omega Ratio Rank: 6262
Omega Ratio Rank
NVIR Calmar Ratio Rank: 8989
Calmar Ratio Rank
NVIR Martin Ratio Rank: 7878
Martin Ratio Rank

FTSD
FTSD Risk / Return Rank: 9595
Overall Rank
FTSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9595
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
Martin Ratio Rank
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.

NVIR vs. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Energy Remediation ETF (NVIR) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


NVIRFTSDDifference

Sharpe ratio

Return per unit of total volatility

2.26

3.39

-1.13

Sortino ratio

Return per unit of downside risk

2.98

5.44

-2.46

Omega ratio

Gain probability vs. loss probability

1.38

1.71

-0.33

Calmar ratio

Return relative to maximum drawdown

5.33

9.96

-4.63

Martin ratio

Return relative to average drawdown

15.46

39.98

-24.52

NVIR vs. FTSD - Sharpe Ratio Comparison

The current NVIR Sharpe Ratio is 2.26, which is lower than the FTSD Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of NVIR and FTSD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NVIRFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

3.39

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.05

-0.16

Drawdowns

NVIR vs. FTSD - Drawdown Comparison

The maximum NVIR drawdown since its inception was -22.47%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for NVIR and FTSD.


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Drawdown Indicators


NVIRFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-22.47%

-5.32%

-17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-0.45%

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.47%

-0.93%

-21.54%

Max Drawdown (5Y)

Largest decline over 5 years

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-3.72%

0.00%

-3.72%

Average Drawdown

Average peak-to-trough decline

-4.58%

-0.60%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

0.11%

+2.31%

Volatility

NVIR vs. FTSD - Volatility Comparison

Horizon Kinetics Energy Remediation ETF (NVIR) has a higher volatility of 5.74% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.50%. This indicates that NVIR's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVIRFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

0.50%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

1.02%

+11.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

1.31%

+14.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

1.85%

+17.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

1.79%

+17.46%

NVIR vs. FTSD - Expense Ratio Comparison

NVIR has a 0.85% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

NVIR vs. FTSD - Dividend Comparison

NVIR's dividend yield for the trailing twelve months is around 0.75%, less than FTSD's 4.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
NVIR
Horizon Kinetics Energy Remediation ETF
0.75%0.92%1.50%1.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVIR and FTSD have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVIR has higher volatility (5.74%) compared to FTSD (0.50%). In terms of maximum drawdown, NVIR dropped -22.47% vs FTSD's -5.32%.

On 3-year performance, NVIR leads with 19.23% vs 5.02% for FTSD. On fees, FTSD is cheaper at 0.25% per year. On volatility, FTSD has been the lower-risk option at 0.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NVIR has performed better with a 19.23% return vs 5.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTSD is cheaper with a 0.25% expense ratio, compared with 0.85% for NVIR.

FTSD has the higher dividend yield at 4.50%, compared with 0.75% for NVIR.

NVIR is categorized as Energy Equities, while FTSD is Mortgage Backed Securities. They also come from different issuers: Horizon and Franklin Templeton. Their fees differ too: 0.85% for NVIR and 0.25% for FTSD.

FTSD currently has the higher Sharpe Ratio (3.39 vs 2.26), 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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