ROKT vs. SAMT

Last updated Aug 4, 2026

ROKT (SPDR S&P Kensho Final Frontiers ETF) and SAMT (Strategas Macro Thematic Opportunities ETF) are both exchange-traded funds - ROKT is a Industrials Equities fund tracking the S&P Kensho Final Frontiers Index, while SAMT is a Large Cap Blend Equities fund actively managed by Strategas. ROKT is passively managed, while SAMT is actively managed. Over the past 3 years, ROKT returned 38.88%/yr vs 25.24%/yr for SAMT. Their 0.78 correlation means they have sometimes moved together and sometimes differently. ROKT charges 0.45%/yr vs 0.66%/yr for SAMT.

Performance

ROKT vs. SAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Final Frontiers ETF (ROKT) and Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROKT achieves a 33.82% return, which is significantly higher than SAMT's 12.98% return.

ROKT

• 1D: 3.25%
• 1M: -4.15%
• 6M: 14.35%
• YTD: 33.82%
• 1Y: 70.00%
• 3Y*: 38.88%
• 5Y*: 23.45%
• 10Y*: —
• ALL TIME*: 19.72%

SAMT

• 1D: 0.31%
• 1M: -5.43%
• 6M: 8.40%
• YTD: 12.98%
• 1Y: 24.67%
• 3Y*: 25.24%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ROKT SPDR S&P Kensho Final Frontiers ETF	$4.57M	$3.69M	$5.95M
SAMT Strategas Macro Thematic Opportunities ETF	$4.77M	$5.40M	$7.64M

ROKT vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ROKT SPDR S&P Kensho Final Frontiers ETF	33.82%	50.56%	27.89%	14.41%	3.18%
SAMT Strategas Macro Thematic Opportunities ETF	12.98%	33.10%	28.15%	1.27%	-6.30%

Correlation

The correlation between ROKT and SAMT is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (All Time) Calculated using the full available price history since Jan 25, 2022	0.78

The correlation between ROKT and SAMT has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

ROKT vs. SAMT - Sectors Allocation Comparison

Sectors	ROKT	SAMT
Industrials	67.8%	21.8%
Technology	20.9%	20.4%
Energy	7.6%	2.0%
Communication Services	3.7%	6.0%
Basic Materials	-	4.2%
Consumer Cyclical	-	8.4%
Consumer Defensive	-	15.4%
Financial Services	-	4.8%
Healthcare	-	10.4%
Real Estate	-	2.4%
Utilities	-	4.2%

Return for Risk

ROKT vs. SAMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ROKT

ROKT Risk / Return Rank: 81
ROKT Sharpe Ratio Rank: 88
ROKT Sortino Ratio Rank: 83
ROKT Omega Ratio Rank: 80
ROKT Calmar Ratio Rank: 82
ROKT Martin Ratio Rank: 74

SAMT

SAMT Risk / Return Rank: 57
SAMT Sharpe Ratio Rank: 56
SAMT Sortino Ratio Rank: 54
SAMT Omega Ratio Rank: 54
SAMT Calmar Ratio Rank: 70
SAMT Martin Ratio Rank: 53

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	ROKT	SAMT	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.40	+0.77
Sortino ratio: Return per unit of downside risk	2.79	1.95	+0.84
Omega ratio: Gain probability vs. loss probability	1.34	1.25	+0.09
Calmar ratio: Return relative to maximum drawdown	3.08	2.53	+0.55
Martin ratio: Return relative to average drawdown	9.47	6.47	+2.99

ROKT vs. SAMT - Sharpe Ratio Comparison

The current ROKT Sharpe Ratio is 2.17, which is higher than the SAMT Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of ROKT and SAMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	ROKT	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-43.16%	-20.57%	-22.59%
Max Drawdown (1Y) Largest decline over 1 year	-22.83%	-9.79%	-13.04%
Max Drawdown (3Y) Largest decline over 3 years	-23.46%	-18.27%	-5.19%
Max Drawdown (5Y) Largest decline over 5 years	-23.46%	—	—
Current Drawdown Current decline from peak	-16.74%	-8.85%	-7.89%
Average Drawdown Average peak-to-trough decline	-6.95%	-7.63%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.42%	3.82%	+3.60%

Volatility

ROKT vs. SAMT - Volatility Comparison

SPDR S&P Kensho Final Frontiers ETF (ROKT) has a higher volatility of 9.40% compared to Strategas Macro Thematic Opportunities ETF (SAMT) at 3.20%. 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.

Volatility by Period

	ROKT	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.40%	3.20%	+6.20%
Volatility (6M) Calculated over the trailing 6-month period	26.61%	13.95%	+12.66%
Volatility (1Y) Calculated over the trailing 1-year period	32.49%	17.71%	+14.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.66%	17.10%	+6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.50%	17.10%	+8.40%

ROKT vs. SAMT - Expense Ratio Comparison

ROKT has a 0.45% expense ratio, which is lower than SAMT's 0.66% expense ratio.

Dividends

ROKT vs. SAMT - Dividend Comparison

ROKT's dividend yield for the trailing twelve months is around 0.27%, less than SAMT's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ROKT SPDR S&P Kensho Final Frontiers ETF	0.27%	0.41%	0.57%	0.62%	0.54%	1.79%	0.48%	0.74%	0.16%
SAMT Strategas Macro Thematic Opportunities ETF	0.62%	0.70%	1.40%	1.49%	0.73%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROKT and SAMT in my portfolio?

ROKT and SAMT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROKT or SAMT?

ROKT has higher volatility (9.40%) compared to SAMT (3.20%). In terms of maximum drawdown, ROKT dropped -43.16% vs SAMT's -20.57%.

Which ETF is better, ROKT or SAMT?

On 3-year performance, ROKT leads with 38.88% vs 25.24% for SAMT. On fees, ROKT is cheaper at 0.45% per year. On volatility, SAMT has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROKT or SAMT?

Over the 3-year period, ROKT has performed better with a 38.88% return vs 25.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROKT or SAMT?

ROKT is cheaper with a 0.45% expense ratio, compared with 0.66% for SAMT.

Which ETF pays a higher dividend yield, ROKT or SAMT?

SAMT has the higher dividend yield at 0.62%, compared with 0.27% for ROKT.

What is the main difference between ROKT and SAMT?

ROKT is categorized as Industrials Equities, while SAMT is Large Cap Blend Equities. They also come from different issuers: State Street and Strategas. Their fees differ too: 0.45% for ROKT and 0.66% for SAMT.

Which has better risk-adjusted returns?

ROKT currently has the higher Sharpe Ratio (2.17 vs 1.40), 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.