RLY vs. SECT
RLY (SPDR SSgA Multi-Asset Real Return ETF) and SECT (Main Sector Rotation ETF) are both exchange-traded funds - RLY is a Hedge Fund fund actively managed by State Street, while SECT is a Large Cap Blend Equities fund actively managed by Main Management. Both are actively managed. Over the past 5 years, RLY returned 9.94%/yr vs 13.00%/yr for SECT. A 0.61 correlation means they provide meaningful diversification when combined. RLY charges 0.50%/yr vs 0.78%/yr for SECT.
Performance
RLY vs. SECT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with RLY having a 12.19% return and SECT slightly higher at 12.42%.
RLY
- 1D
- -0.34%
- 1M
- -4.13%
- YTD
- 12.19%
- 6M
- 12.16%
- 1Y
- 23.45%
- 3Y*
- 13.59%
- 5Y*
- 9.94%
- 10Y*
- 8.18%
SECT
- 1D
- 0.47%
- 1M
- 3.69%
- YTD
- 12.42%
- 6M
- 11.71%
- 1Y
- 31.18%
- 3Y*
- 20.42%
- 5Y*
- 13.00%
- 10Y*
- —
RLY vs. SECT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RLY SPDR SSgA Multi-Asset Real Return ETF | 12.19% | 20.26% | 2.53% | 2.56% | 7.86% | 22.85% | -0.59% | 15.63% | -11.72% | 7.08% |
SECT Main Sector Rotation ETF | 12.42% | 17.80% | 18.61% | 21.10% | -12.80% | 28.88% | 15.65% | 28.06% | -9.66% | 9.39% |
Correlation
The correlation between RLY and SECT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.61 |
Over the past year, the correlation between RLY and SECT has dropped to 0.31 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
RLY vs. SECT — Risk / Return Rank
RLY
SECT
RLY vs. SECT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Multi-Asset Real Return ETF (RLY) and Main Sector Rotation ETF (SECT). 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.
| RLY | SECT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 2.92 | +1.17 |
| Martin ratioReturn relative to average drawdown | 17.17 | 11.85 | +5.32 |
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Drawdowns
RLY vs. SECT - Drawdown Comparison
The maximum RLY drawdown since its inception was -37.75%, roughly equal to the maximum SECT drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for RLY and SECT.
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Drawdown Indicators
| RLY | SECT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.75% | -38.09% | +0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -5.75% | -10.71% | +4.96% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | -21.71% | +11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.94% | -21.71% | +2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.17% | — | — |
Current DrawdownCurrent decline from peak | -5.75% | -0.03% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -9.44% | -4.64% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.64% | -1.27% |
Volatility
RLY vs. SECT - Volatility Comparison
The current volatility for SPDR SSgA Multi-Asset Real Return ETF (RLY) is 3.13%, while Main Sector Rotation ETF (SECT) has a volatility of 5.90%. This indicates that RLY experiences smaller price fluctuations and is considered to be less risky than SECT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RLY | SECT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 5.90% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 10.89% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 13.87% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 17.94% | -4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 20.16% | -6.33% |
RLY vs. SECT - Expense Ratio Comparison
RLY has a 0.50% expense ratio, which is lower than SECT's 0.78% expense ratio.
Dividends
RLY vs. SECT - Dividend Comparison
RLY's dividend yield for the trailing twelve months is around 2.99%, more than SECT's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLY SPDR SSgA Multi-Asset Real Return ETF | 2.99% | 3.24% | 3.31% | 3.71% | 5.66% | 12.15% | 2.16% | 3.45% | 2.76% | 1.85% | 2.07% | 1.80% |
SECT Main Sector Rotation ETF | 0.60% | 0.32% | 0.45% | 0.84% | 0.86% | 0.60% | 1.37% | 0.77% | 1.67% | 0.50% | 0.00% | 0.00% |
Frequently Asked Questions
RLY and SECT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SECT has higher volatility (5.90%) compared to RLY (3.13%). In terms of maximum drawdown, RLY dropped -37.75% vs SECT's -38.09%.
On 5-year performance, SECT leads with 13.00% vs 9.94% for RLY. On fees, RLY is cheaper at 0.50% per year. On volatility, RLY has been the lower-risk option at 3.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SECT has performed better with a 13.00% return vs 9.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RLY is cheaper with a 0.50% expense ratio, compared with 0.78% for SECT.
RLY has the higher dividend yield at 2.99%, compared with 0.60% for SECT.
RLY is categorized as Hedge Fund, while SECT is Large Cap Blend Equities. They also come from different issuers: State Street and Main Management. Their fees differ too: 0.50% for RLY and 0.78% for SECT.
SECT currently has the higher Sharpe Ratio (2.26 vs 2.25), 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.
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