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ONOF vs. MTUM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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ONOF vs. MTUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ONOF
Global X Adaptive U.S. Risk Management ETF
-3.68%8.90%19.45%11.57%-11.89%25.18%
MTUM
iShares MSCI USA Momentum Factor ETF
-4.04%22.15%32.89%9.15%-18.27%9.18%

Returns By Period

In the year-to-date period, ONOF achieves a -3.68% return, which is significantly higher than MTUM's -4.04% return.


ONOF

1D
0.17%
1M
-3.82%
YTD
-3.68%
6M
-1.38%
1Y
13.45%
3Y*
11.42%
5Y*
8.09%
10Y*

MTUM

1D
4.00%
1M
-5.04%
YTD
-4.04%
6M
-6.08%
1Y
19.69%
3Y*
21.05%
5Y*
9.22%
10Y*
13.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONOF vs. MTUM - Expense Ratio Comparison

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


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: 4747
Overall Rank
ONOF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ONOF Sortino Ratio Rank: 4545
Sortino Ratio Rank
ONOF Omega Ratio Rank: 5252
Omega Ratio Rank
ONOF Calmar Ratio Rank: 4545
Calmar Ratio Rank
ONOF Martin Ratio Rank: 5252
Martin Ratio Rank

MTUM
MTUM Risk / Return Rank: 5959
Overall Rank
MTUM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 5353
Sortino Ratio Rank
MTUM Omega Ratio Rank: 5555
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7070
Calmar Ratio Rank
MTUM Martin Ratio Rank: 6767
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.


ONOFMTUMDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.86

-0.08

Sortino ratio

Return per unit of downside risk

1.22

1.32

-0.10

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.15

1.67

-0.52

Martin ratio

Return relative to average drawdown

4.95

6.31

-1.36

ONOF vs. MTUM - Sharpe Ratio Comparison

The current ONOF Sharpe Ratio is 0.78, which is comparable to the MTUM Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ONOF and MTUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ONOFMTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.86

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.45

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.72

-0.12

Correlation

The correlation between ONOF and MTUM is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ONOF vs. MTUM - Dividend Comparison

ONOF's dividend yield for the trailing twelve months is around 1.43%, more than MTUM's 0.82% yield.


TTM20252024202320222021202020192018201720162015
ONOF
Global X Adaptive U.S. Risk Management ETF
1.43%1.38%0.93%1.37%1.92%0.69%0.00%0.00%0.00%0.00%0.00%0.00%
MTUM
iShares MSCI USA Momentum Factor ETF
0.82%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%

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

-12.17%

-12.26%

+0.09%

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

-5.44%

-8.01%

+2.57%

Average Drawdown

Average peak-to-trough decline

-6.31%

-6.28%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.24%

-0.41%

Volatility

ONOF vs. MTUM - Volatility Comparison

The current volatility for Global X Adaptive U.S. Risk Management ETF (ONOF) is 3.73%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 8.55%. 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

3.73%

8.55%

-4.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

14.58%

-5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

22.93%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

20.38%

-6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

20.82%

-6.37%