ROKT vs. SAMT
Compare and contrast key facts about SPDR S&P Kensho Final Frontiers ETF (ROKT) and Strategas Macro Thematic Opportunities ETF (SAMT).
ROKT and SAMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROKT is a passively managed fund by State Street that tracks the performance of the S&P Kensho Final Frontiers Index. It was launched on Oct 22, 2018. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022.
Performance
ROKT vs. SAMT - Performance Comparison
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ROKT vs. SAMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ROKT SPDR S&P Kensho Final Frontiers ETF | 16.96% | 50.56% | 27.89% | 14.41% | 4.94% |
SAMT Strategas Macro Thematic Opportunities ETF | 1.97% | 33.10% | 28.15% | 1.27% | -6.59% |
Returns By Period
In the year-to-date period, ROKT achieves a 16.96% return, which is significantly higher than SAMT's 1.97% return.
ROKT
- 1D
- 4.44%
- 1M
- -4.02%
- YTD
- 16.96%
- 6M
- 30.61%
- 1Y
- 87.29%
- 3Y*
- 35.37%
- 5Y*
- 20.32%
- 10Y*
- —
SAMT
- 1D
- 2.00%
- 1M
- -1.60%
- YTD
- 1.97%
- 6M
- 6.10%
- 1Y
- 35.45%
- 3Y*
- 22.13%
- 5Y*
- —
- 10Y*
- —
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ROKT vs. SAMT - Expense Ratio Comparison
ROKT has a 0.45% expense ratio, which is lower than SAMT's 0.66% expense ratio.
Return for Risk
ROKT vs. SAMT — Risk / Return Rank
ROKT
SAMT
ROKT vs. SAMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) and Strategas Macro Thematic Opportunities ETF (SAMT). 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.
| ROKT | SAMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.00 | 2.01 | +0.99 |
Sortino ratioReturn per unit of downside risk | 3.66 | 2.65 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.36 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 6.48 | 4.10 | +2.38 |
Martin ratioReturn relative to average drawdown | 24.82 | 11.61 | +13.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROKT | SAMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 2.01 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.76 | -0.01 |
Correlation
The correlation between ROKT and SAMT is 0.79, 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
ROKT vs. SAMT - Dividend Comparison
ROKT's dividend yield for the trailing twelve months is around 0.34%, less than SAMT's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROKT SPDR S&P Kensho Final Frontiers ETF | 0.34% | 0.41% | 0.57% | 0.62% | 0.54% | 1.79% | 0.48% | 0.74% | 0.16% |
SAMT Strategas Macro Thematic Opportunities ETF | 0.69% | 0.70% | 1.40% | 1.49% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ROKT vs. SAMT - Drawdown Comparison
The maximum ROKT drawdown since its inception was -43.16%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for ROKT and SAMT.
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Drawdown Indicators
| ROKT | SAMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.16% | -20.57% | -22.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -8.76% | -4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | — | — |
Current DrawdownCurrent decline from peak | -7.46% | -5.78% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -8.00% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 3.10% | +0.39% |
Volatility
ROKT vs. SAMT - Volatility Comparison
SPDR S&P Kensho Final Frontiers ETF (ROKT) has a higher volatility of 10.58% compared to Strategas Macro Thematic Opportunities ETF (SAMT) at 4.97%. This indicates that ROKT's price experiences larger fluctuations and is considered to be riskier than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROKT | SAMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 4.97% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 22.67% | 11.91% | +10.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.22% | 17.68% | +11.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 16.78% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.78% | 16.78% | +8.00% |