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ONOF vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONOF vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Risk Management ETF (ONOF) and iShares MSCI USA Momentum Factor ETF (MTUM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONOF achieves a 6.71% return, which is significantly lower than MTUM's 30.52% return.


ONOF

1D
-0.47%
1M
1.73%
YTD
6.71%
6M
7.60%
1Y
21.65%
3Y*
12.41%
5Y*
9.14%
10Y*

MTUM

1D
-2.27%
1M
9.43%
YTD
30.52%
6M
31.89%
1Y
41.71%
3Y*
32.84%
5Y*
15.59%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONOF vs. MTUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ONOF
Global X Adaptive U.S. Risk Management ETF
6.71%8.90%19.45%11.57%-11.89%25.33%
MTUM
iShares MSCI USA Momentum Factor ETF
30.52%22.15%32.89%9.15%-18.27%9.56%

Correlation

The correlation between ONOF and MTUM is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2021

0.72

The correlation between ONOF and MTUM shifts across timeframes, from 0.71 (5 years) to 0.81 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ONOF vs. MTUM — Risk / Return Rank

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

ONOF
ONOF Risk / Return Rank: 6060
Overall Rank
ONOF Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ONOF Sortino Ratio Rank: 5555
Sortino Ratio Rank
ONOF Omega Ratio Rank: 5757
Omega Ratio Rank
ONOF Calmar Ratio Rank: 6767
Calmar Ratio Rank
ONOF Martin Ratio Rank: 6262
Martin Ratio Rank

MTUM
MTUM Risk / Return Rank: 6666
Overall Rank
MTUM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 5858
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6161
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7474
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7676
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.

ONOF vs. MTUM - 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 iShares MSCI USA Momentum Factor ETF (MTUM). 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.


ONOFMTUMDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

3.17

3.63

-0.46

Martin ratioReturn relative to average drawdown

10.59

13.96

-3.37

ONOF vs. MTUM - Sharpe Ratio Comparison

The current ONOF Sharpe Ratio is 1.86, which is comparable to the MTUM Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ONOF and MTUM, 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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Drawdowns

ONOF vs. MTUM - Drawdown Comparison

The maximum ONOF drawdown since its inception was -26.21%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for ONOF and MTUM.


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Drawdown Indicators


ONOFMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-26.21%

-34.08%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-11.54%

+4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-21.67%

-20.99%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-32.28%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

Current Drawdown

Current decline from peak

-1.25%

-2.27%

+1.02%

Average Drawdown

Average peak-to-trough decline

-6.12%

-6.20%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

3.00%

-0.95%

Volatility

ONOF vs. MTUM - Volatility Comparison

The current volatility for Global X Adaptive U.S. Risk Management ETF (ONOF) is 4.36%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 11.01%. This indicates that ONOF experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONOFMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

11.01%

-6.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

18.79%

-10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

21.18%

-9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

21.01%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

21.24%

-6.86%

ONOF vs. MTUM - Expense Ratio Comparison

ONOF has a 0.39% expense ratio, which is higher than MTUM's 0.15% expense ratio.


Dividends

ONOF vs. MTUM - Dividend Comparison

ONOF's dividend yield for the trailing twelve months is around 1.29%, more than MTUM's 0.57% yield.


PositionTTM20252024202320222021202020192018201720162015
MTUM
iShares MSCI USA Momentum Factor ETF
0.57%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%
ONOF
Global X Adaptive U.S. Risk Management ETF
1.29%1.38%0.93%1.37%1.92%0.69%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ONOF and MTUM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUM has higher volatility (11.01%) compared to ONOF (4.36%). In terms of maximum drawdown, ONOF dropped -26.21% vs MTUM's -34.08%.

On 5-year performance, MTUM leads with 15.59% vs 9.14% for ONOF. On fees, MTUM is cheaper at 0.15% per year. On volatility, ONOF has been the lower-risk option at 4.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MTUM has performed better with a 15.59% return vs 9.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MTUM is cheaper with a 0.15% expense ratio, compared with 0.39% for ONOF.

ONOF has the higher dividend yield at 1.29%, compared with 0.57% for MTUM.

ONOF is categorized as Tactical Allocation, while MTUM is Momentum. ONOF tracks Adaptive Wealth Strategies U.S. Risk Management Index, while MTUM tracks MSCI USA Momentum SR Variant Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.39% for ONOF and 0.15% for MTUM.

MTUM currently has the higher Sharpe Ratio (1.98 vs 1.86), 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.

Portfolio Optimizer

Find the right allocation for ONOF and MTUM

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