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 0.07 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 6.82% return, which is significantly higher than LOTI's 5.26% return.
ONOF
- 1D
- -0.54%
- 1M
- 0.11%
- 6M
- 5.37%
- YTD
- 6.82%
- 1Y
- 17.11%
- 3Y*
- 11.45%
- 5Y*
- 8.57%
- 10Y*
- —
LOTI
- 1D
- 0.74%
- 1M
- 1.02%
- 6M
- 4.76%
- YTD
- 5.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ONOF vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ONOF Global X Adaptive U.S. Risk Management ETF | 6.82% | 2.89% |
LOTI Liberty One Tactical Income ETF | 5.26% | 1.06% |
Correlation
The correlation between ONOF and LOTI is 0.07, 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 (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.07 |
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Return for Risk
ONOF vs. LOTI — Risk / Return Rank
ONOF
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| ONOF | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | — | — |
| Martin ratioReturn relative to average drawdown | 8.08 | — | — |
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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 | -1.14% | -0.67% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -1.31% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | — | — |
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 | 3.45% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 5.94% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 5.94% | +8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.34% | 5.94% | +8.40% |
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 1.23%, less than LOTI's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
LOTI Liberty One Tactical Income ETF | 1.58% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
ONOF Global X Adaptive U.S. Risk Management ETF | 1.23% | 1.38% | 0.93% | 1.37% | 1.92% | 0.69% |
Frequently Asked Questions
ONOF and LOTI have a correlation of 0.07, 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 1.58%, compared with 1.23% 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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