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RBLD vs. JETS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RBLD vs. JETS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD) and U.S. Global Jets ETF (JETS). The values are adjusted to include any dividend payments, if applicable.

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RBLD vs. JETS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RBLD
First Trust Alerian U.S. NextGen Infrastructure ETF
8.87%13.99%17.94%19.36%-9.87%12.98%0.51%12.81%-21.72%22.95%
JETS
U.S. Global Jets ETF
-9.98%11.64%33.21%11.42%-19.01%-5.13%-28.93%14.38%-14.30%18.66%

Returns By Period

In the year-to-date period, RBLD achieves a 8.87% return, which is significantly higher than JETS's -9.98% return. Over the past 10 years, RBLD has outperformed JETS with an annualized return of 7.81%, while JETS has yielded a comparatively lower 0.59% annualized return.


RBLD

1D
2.08%
1M
-4.71%
YTD
8.87%
6M
8.11%
1Y
24.93%
3Y*
19.13%
5Y*
9.29%
10Y*
7.81%

JETS

1D
2.60%
1M
-8.77%
YTD
-9.98%
6M
3.86%
1Y
24.64%
3Y*
11.00%
5Y*
-1.06%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RBLD vs. JETS - Expense Ratio Comparison

RBLD has a 0.65% expense ratio, which is higher than JETS's 0.60% expense ratio.


Return for Risk

RBLD vs. JETS — Risk / Return Rank

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

RBLD
RBLD Risk / Return Rank: 7777
Overall Rank
RBLD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RBLD Sortino Ratio Rank: 7676
Sortino Ratio Rank
RBLD Omega Ratio Rank: 7474
Omega Ratio Rank
RBLD Calmar Ratio Rank: 7777
Calmar Ratio Rank
RBLD Martin Ratio Rank: 8484
Martin Ratio Rank

JETS
JETS Risk / Return Rank: 3636
Overall Rank
JETS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JETS Sortino Ratio Rank: 4242
Sortino Ratio Rank
JETS Omega Ratio Rank: 3535
Omega Ratio Rank
JETS Calmar Ratio Rank: 3535
Calmar Ratio Rank
JETS Martin Ratio Rank: 3333
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.

RBLD vs. JETS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD) and U.S. Global Jets ETF (JETS). 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.


RBLDJETSDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.66

+0.76

Sortino ratio

Return per unit of downside risk

1.96

1.22

+0.74

Omega ratio

Gain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratio

Return relative to maximum drawdown

2.10

0.94

+1.16

Martin ratio

Return relative to average drawdown

9.70

3.01

+6.69

RBLD vs. JETS - Sharpe Ratio Comparison

The current RBLD Sharpe Ratio is 1.41, which is higher than the JETS Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of RBLD and JETS, 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


RBLDJETSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.66

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

-0.03

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.02

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.03

+0.33

Correlation

The correlation between RBLD and JETS is 0.56, 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

RBLD vs. JETS - Dividend Comparison

RBLD's dividend yield for the trailing twelve months is around 1.12%, more than JETS's 0.92% yield.


TTM20252024202320222021202020192018201720162015
RBLD
First Trust Alerian U.S. NextGen Infrastructure ETF
1.12%1.19%1.31%1.16%2.10%1.45%2.88%1.84%1.74%1.49%2.01%1.17%
JETS
U.S. Global Jets ETF
0.92%0.83%0.00%0.00%0.00%0.67%0.04%1.24%0.09%1.57%0.58%0.17%

Drawdowns

RBLD vs. JETS - Drawdown Comparison

The maximum RBLD drawdown since its inception was -50.07%, smaller than the maximum JETS drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for RBLD and JETS.


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Drawdown Indicators


RBLDJETSDifference

Max Drawdown

Largest peak-to-trough decline

-50.07%

-64.92%

+14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-24.13%

+11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

-46.70%

+21.35%

Max Drawdown (10Y)

Largest decline over 10 years

-50.07%

-64.92%

+14.85%

Current Drawdown

Current decline from peak

-5.26%

-25.00%

+19.74%

Average Drawdown

Average peak-to-trough decline

-10.94%

-25.25%

+14.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

7.52%

-4.87%

Volatility

RBLD vs. JETS - Volatility Comparison

The current volatility for First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD) is 5.59%, while U.S. Global Jets ETF (JETS) has a volatility of 11.45%. This indicates that RBLD experiences smaller price fluctuations and is considered to be less risky than JETS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBLDJETSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

11.45%

-5.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

22.28%

-11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

37.80%

-20.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

31.82%

-15.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

33.88%

-15.14%