ONOF vs. LOTI
ONOF (Global X Adaptive U.S. Risk Management ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. ONOF is passively managed, while LOTI is actively managed. At a 0.16 correlation, their price movements are largely independent. ONOF charges 0.39%/yr vs 1.01%/yr for LOTI.
Performance
ONOF vs. LOTI - Performance Comparison
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Returns By Period
In the year-to-date period, ONOF achieves a 7.32% return, which is significantly higher than LOTI's 2.63% return.
ONOF
- 1D
- -0.68%
- 1M
- 5.26%
- YTD
- 7.32%
- 6M
- 7.29%
- 1Y
- 23.60%
- 3Y*
- 13.72%
- 5Y*
- 9.34%
- 10Y*
- —
LOTI
- 1D
- -0.12%
- 1M
- -0.50%
- YTD
- 2.63%
- 6M
- 1.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ONOF vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ONOF Global X Adaptive U.S. Risk Management ETF | 7.32% | 2.39% |
LOTI Liberty One Tactical Income ETF | 2.63% | 0.44% |
Correlation
The correlation between ONOF and LOTI is 0.16, 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 Oct 1, 2025 | 0.16 |
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Return for Risk
ONOF vs. LOTI — Risk / Return Rank
ONOF
LOTI
ONOF vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Risk Management ETF (ONOF) and Liberty One Tactical Income ETF (LOTI). 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.
| ONOF | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | — | — |
| Martin ratioReturn relative to average drawdown | 11.88 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ONOF | LOTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.82 | -0.08 |
Drawdowns
ONOF vs. LOTI - Drawdown Comparison
The maximum ONOF drawdown since its inception was -26.21%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for ONOF and LOTI.
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Drawdown Indicators
| ONOF | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.21% | -4.42% | -21.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | — | — |
Current DrawdownCurrent decline from peak | -0.68% | -2.53% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -1.34% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | — | — |
Volatility
ONOF vs. LOTI - Volatility Comparison
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Volatility by Period
| ONOF | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 5.67% | +5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 5.67% | +8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 5.67% | +8.66% |
ONOF vs. LOTI - Expense Ratio Comparison
ONOF has a 0.39% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
ONOF vs. LOTI - Dividend Comparison
ONOF's dividend yield for the trailing twelve months is around 1.29%, less than LOTI's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
LOTI Liberty One Tactical Income ETF | 1.34% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
ONOF Global X Adaptive U.S. Risk Management ETF | 1.29% | 1.38% | 0.93% | 1.37% | 1.92% | 0.69% |
Frequently Asked Questions
ONOF and LOTI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ONOF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ONOF is cheaper with a 0.39% expense ratio, compared with 1.01% for LOTI.
LOTI has the higher dividend yield at 1.34%, compared with 1.29% for ONOF.
They also come from different issuers: Global X and Liberty One. Their fees differ too: 0.39% for ONOF and 1.01% for LOTI.
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