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OGIG vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OGIG vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OGIG achieves a -9.21% return, which is significantly lower than SGRT's 51.46% return.


OGIG

1D
-3.46%
1M
6.90%
YTD
-9.21%
6M
-10.93%
1Y
-6.52%
3Y*
15.13%
5Y*
-2.07%
10Y*

SGRT

1D
0.03%
1M
14.68%
YTD
51.46%
6M
56.17%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OGIG vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
OGIG
O’Shares Global Internet Giants ETF
-9.21%-0.68%
SGRT
SMART Earnings Growth 30 ETF
51.46%25.25%

Correlation

The correlation between OGIG and SGRT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 21, 2025

0.40

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Return for Risk

OGIG vs. SGRT — Risk / Return Rank

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

OGIG
OGIG Risk / Return Rank: 66
Overall Rank
OGIG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OGIG Sortino Ratio Rank: 66
Sortino Ratio Rank
OGIG Omega Ratio Rank: 66
Omega Ratio Rank
OGIG Calmar Ratio Rank: 77
Calmar Ratio Rank
OGIG Martin Ratio Rank: 77
Martin Ratio Rank

SGRT
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.

OGIG vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) and SMART Earnings Growth 30 ETF (SGRT). 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.


OGIGSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.97

Calmar ratioReturn relative to maximum drawdown

-0.20

Martin ratioReturn relative to average drawdown

-0.41

OGIG vs. SGRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OGIGSGRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

3.81

-3.54

Drawdowns

OGIG vs. SGRT - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for OGIG and SGRT.


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Drawdown Indicators


OGIGSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-17.87%

-48.18%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

Max Drawdown (5Y)

Largest decline over 5 years

-62.79%

Current Drawdown

Current decline from peak

-24.99%

0.00%

-24.99%

Average Drawdown

Average peak-to-trough decline

-25.67%

-3.11%

-22.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.84%

Volatility

OGIG vs. SGRT - Volatility Comparison


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Volatility by Period


OGIGSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

Volatility (6M)

Calculated over the trailing 6-month period

18.28%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

33.41%

-11.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.58%

33.41%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.03%

33.41%

-2.38%

OGIG vs. SGRT - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than SGRT's 0.59% expense ratio.


Dividends

OGIG vs. SGRT - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.08%, less than SGRT's 0.11% yield.


Frequently Asked Questions


OGIG and SGRT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OGIG is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OGIG is cheaper with a 0.48% expense ratio, compared with 0.59% for SGRT.

SGRT has the higher dividend yield at 0.11%, compared with 0.08% for OGIG.

Their fees differ too: 0.48% for OGIG and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for OGIG and SGRT

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