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OVF vs. OVS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OVF vs. OVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Foreign Equity ETF (OVF) and Overlay Shares Small Cap Equity ETF (OVS). The values are adjusted to include any dividend payments, if applicable.

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OVF vs. OVS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OVF
Overlay Shares Foreign Equity ETF
3.04%33.03%6.40%15.25%-17.64%9.56%2.65%5.81%
OVS
Overlay Shares Small Cap Equity ETF
4.70%6.15%11.07%17.20%-19.99%30.15%12.16%11.51%

Returns By Period

In the year-to-date period, OVF achieves a 3.04% return, which is significantly lower than OVS's 4.70% return.


OVF

1D
3.86%
1M
-7.90%
YTD
3.04%
6M
8.18%
1Y
30.14%
3Y*
16.53%
5Y*
8.35%
10Y*

OVS

1D
3.03%
1M
-3.86%
YTD
4.70%
6M
6.98%
1Y
23.91%
3Y*
12.01%
5Y*
4.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OVF vs. OVS - Expense Ratio Comparison

OVF has a 0.95% expense ratio, which is higher than OVS's 0.83% expense ratio.


Return for Risk

OVF vs. OVS — Risk / Return Rank

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

OVF
OVF Risk / Return Rank: 8282
Overall Rank
OVF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
OVF Sortino Ratio Rank: 8383
Sortino Ratio Rank
OVF Omega Ratio Rank: 8181
Omega Ratio Rank
OVF Calmar Ratio Rank: 8383
Calmar Ratio Rank
OVF Martin Ratio Rank: 8484
Martin Ratio Rank

OVS
OVS Risk / Return Rank: 5656
Overall Rank
OVS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OVS Sortino Ratio Rank: 5656
Sortino Ratio Rank
OVS Omega Ratio Rank: 5151
Omega Ratio Rank
OVS Calmar Ratio Rank: 6060
Calmar Ratio Rank
OVS Martin Ratio Rank: 6363
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.

OVF vs. OVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Foreign Equity ETF (OVF) and Overlay Shares Small Cap Equity ETF (OVS). 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.


OVFOVSDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.96

+0.61

Sortino ratio

Return per unit of downside risk

2.19

1.48

+0.71

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.12

Calmar ratio

Return relative to maximum drawdown

2.43

1.56

+0.88

Martin ratio

Return relative to average drawdown

9.53

6.45

+3.08

OVF vs. OVS - Sharpe Ratio Comparison

The current OVF Sharpe Ratio is 1.57, which is higher than the OVS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of OVF and OVS, 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


OVFOVSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.96

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.19

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.37

+0.10

Correlation

The correlation between OVF and OVS is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OVF vs. OVS - Dividend Comparison

OVF's dividend yield for the trailing twelve months is around 9.04%, more than OVS's 6.32% yield.


TTM2025202420232022202120202019
OVF
Overlay Shares Foreign Equity ETF
9.04%6.32%5.13%5.17%4.50%4.88%2.55%2.12%
OVS
Overlay Shares Small Cap Equity ETF
6.32%3.69%4.08%3.19%3.43%4.05%1.74%0.54%

Drawdowns

OVF vs. OVS - Drawdown Comparison

The maximum OVF drawdown since its inception was -30.07%, smaller than the maximum OVS drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for OVF and OVS.


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Drawdown Indicators


OVFOVSDifference

Max Drawdown

Largest peak-to-trough decline

-30.07%

-45.09%

+15.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-15.95%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-30.07%

-30.49%

+0.42%

Current Drawdown

Current decline from peak

-8.23%

-5.40%

-2.83%

Average Drawdown

Average peak-to-trough decline

-7.59%

-11.63%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.85%

-0.74%

Volatility

OVF vs. OVS - Volatility Comparison

Overlay Shares Foreign Equity ETF (OVF) has a higher volatility of 9.09% compared to Overlay Shares Small Cap Equity ETF (OVS) at 6.99%. This indicates that OVF's price experiences larger fluctuations and is considered to be riskier than OVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OVFOVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

6.99%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

14.80%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

24.98%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

23.35%

-7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

27.72%

-10.68%