ROKT vs. SEA

Last updated Jun 4, 2026

ROKT (SPDR S&P Kensho Final Frontiers ETF) and SEA (U.S. Global Sea to Sky Cargo ETF) are both Industrials Equities funds - ROKT tracks the S&P Kensho Final Frontiers Index while SEA tracks the U.S. Global Sea to Sky Cargo Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, ROKT returned 44.75%/yr vs 18.52%/yr for SEA. At a 0.48 correlation, their price movements are largely independent. ROKT charges 0.45%/yr vs 0.60%/yr for SEA.

Performance

ROKT vs. SEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Final Frontiers ETF (ROKT) and U.S. Global Sea to Sky Cargo ETF (SEA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROKT achieves a 46.55% return, which is significantly higher than SEA's 20.79% return.

ROKT

• 1D: -3.71%
• 1M: 12.62%
• YTD: 46.55%
• 6M: 60.20%
• 1Y: 111.37%
• 3Y*: 44.75%
• 5Y*: 24.68%
• 10Y*: —

SEA

• 1D: -0.80%
• 1M: 0.23%
• YTD: 20.79%
• 6M: 21.12%
• 1Y: 30.09%
• 3Y*: 18.52%
• 5Y*: —
• 10Y*: —

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

ROKT vs. SEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ROKT SPDR S&P Kensho Final Frontiers ETF	46.55%	50.56%	27.89%	14.41%	2.37%
SEA U.S. Global Sea to Sky Cargo ETF	20.79%	16.78%	2.52%	19.33%	-17.28%

Correlation

The correlation between ROKT and SEA is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 21, 2022	0.48

The correlation between ROKT and SEA shifts across timeframes, from 0.37 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

ROKT vs. SEA - Sectors Allocation Comparison

Sectors	ROKT	SEA
Industrials	67.6%	82.7%
Technology	20.2%	-1.6%
Energy	6.4%	17.3%
Communication Services	5.9%	0.0%
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

ROKT vs. SEA — Risk / Return Rank

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

ROKT

ROKT Risk / Return Rank: 93
ROKT Sharpe Ratio Rank: 95
ROKT Sortino Ratio Rank: 92
ROKT Omega Ratio Rank: 89
ROKT Calmar Ratio Rank: 96
ROKT Martin Ratio Rank: 96

SEA

SEA Risk / Return Rank: 56
SEA Sharpe Ratio Rank: 54
SEA Sortino Ratio Rank: 54
SEA Omega Ratio Rank: 51
SEA Calmar Ratio Rank: 57
SEA Martin Ratio Rank: 64

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.

ROKT vs. SEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) and U.S. Global Sea to Sky Cargo ETF (SEA). 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	SEA	Difference
Sharpe ratio: Return per unit of total volatility	3.88	1.86	+2.02
Sortino ratio: Return per unit of downside risk	4.47	2.62	+1.85
Omega ratio: Gain probability vs. loss probability	1.57	1.32	+0.25
Calmar ratio: Return relative to maximum drawdown	9.82	2.83	+6.99
Martin ratio: Return relative to average drawdown	35.81	11.52	+24.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROKT vs. SEA - Sharpe Ratio Comparison

The current ROKT Sharpe Ratio is 3.88, which is higher than the SEA Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ROKT and SEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROKT	SEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.88	1.86	+2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.39	+0.47

Drawdowns

ROKT vs. SEA - Drawdown Comparison

The maximum ROKT drawdown since its inception was -43.16%, which is greater than SEA's maximum drawdown of -39.53%. Use the drawdown chart below to compare losses from any high point for ROKT and SEA.

Drawdown Indicators

	ROKT	SEA	Difference
Max Drawdown Largest peak-to-trough decline	-43.16%	-39.53%	-3.63%
Max Drawdown (1Y) Largest decline over 1 year	-11.40%	-10.67%	-0.73%
Max Drawdown (3Y) Largest decline over 3 years	-23.46%	-32.42%	+8.96%
Max Drawdown (5Y) Largest decline over 5 years	-23.46%	—	—
Current Drawdown Current decline from peak	-8.82%	-3.07%	-5.75%
Average Drawdown Average peak-to-trough decline	-6.75%	-14.31%	+7.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	2.62%	+0.50%

Volatility

ROKT vs. SEA - Volatility Comparison

SPDR S&P Kensho Final Frontiers ETF (ROKT) has a higher volatility of 13.10% compared to U.S. Global Sea to Sky Cargo ETF (SEA) at 5.17%. This indicates that ROKT's price experiences larger fluctuations and is considered to be riskier than SEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROKT	SEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.10%	5.17%	+7.93%
Volatility (6M) Calculated over the trailing 6-month period	24.98%	12.01%	+12.97%
Volatility (1Y) Calculated over the trailing 1-year period	28.89%	16.28%	+12.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.78%	21.67%	+1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.14%	21.67%	+3.47%

ROKT vs. SEA - Expense Ratio Comparison

ROKT has a 0.45% expense ratio, which is lower than SEA's 0.60% expense ratio.

Dividends

ROKT vs. SEA - Dividend Comparison

ROKT's dividend yield for the trailing twelve months is around 0.27%, less than SEA's 5.59% 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%
SEA U.S. Global Sea to Sky Cargo ETF	5.59%	6.76%	18.47%	9.85%	18.73%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROKT and SEA in my portfolio?

ROKT and SEA have a correlation of 0.37, 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 SEA?

ROKT has higher volatility (13.10%) compared to SEA (5.17%). In terms of maximum drawdown, ROKT dropped -43.16% vs SEA's -39.53%.

Which ETF is better, ROKT or SEA?

On 3-year performance, ROKT leads with 44.75% vs 18.52% for SEA. On fees, ROKT is cheaper at 0.45% per year. On volatility, SEA has been the lower-risk option at 5.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROKT or SEA?

Over the 3-year period, ROKT has performed better with a 44.75% return vs 18.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROKT or SEA?

ROKT is cheaper with a 0.45% expense ratio, compared with 0.60% for SEA.

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

SEA has the higher dividend yield at 5.59%, compared with 0.27% for ROKT.

What is the main difference between ROKT and SEA?

ROKT tracks S&P Kensho Final Frontiers Index, while SEA tracks U.S. Global Sea to Sky Cargo Index - Benchmark TR Gross. They also come from different issuers: State Street and US Global. Their fees differ too: 0.45% for ROKT and 0.60% for SEA.

Which has better risk-adjusted returns?

ROKT currently has the higher Sharpe Ratio (3.88 vs 1.86), 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.