ROMO vs. MPLY

Last updated Aug 2, 2026

ROMO (Strategy Shares Newfound/ReSolve Robust Momentum ETF) and MPLY (Monopoly ETF) are both exchange-traded funds - ROMO is a Momentum fund tracking the Newfound/ReSolve Robust Equity Momentum Index, while MPLY is a Large Cap Blend Equities fund actively managed by Strategy Shares. ROMO is passively managed, while MPLY is actively managed. Over the past year, ROMO returned 17.25% vs 16.24% for MPLY. Their 0.78 correlation means they have sometimes moved together and sometimes differently. ROMO charges 0.82%/yr vs 0.79%/yr for MPLY.

Performance

ROMO vs. MPLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and Monopoly ETF (MPLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROMO achieves a 6.82% return, which is significantly higher than MPLY's 3.22% return.

ROMO

• 1D: 0.28%
• 1M: 0.49%
• 6M: 3.56%
• YTD: 6.82%
• 1Y: 17.25%
• 3Y*: 12.91%
• 5Y*: 6.47%
• 10Y*: —
• ALL TIME*: 6.73%

MPLY

• 1D: 1.27%
• 1M: -1.33%
• 6M: 3.26%
• YTD: 3.22%
• 1Y: 16.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.93%

*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)
MPLY Monopoly ETF	$262.99K	$198.10K	$172.51K
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	$20.73K	$35.75K	$74.68K

ROMO vs. MPLY - Yearly Performance Comparison

	2026 (YTD)	2025
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	6.82%	11.85%
MPLY Monopoly ETF	3.22%	20.65%

Correlation

The correlation between ROMO and MPLY is 0.81, 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.	0.81
Correlation (All Time) Calculated using the full available price history since May 16, 2025	0.78

The correlation between ROMO and MPLY has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

Return for Risk

ROMO vs. MPLY — Risk / Return Rank

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

ROMO

ROMO Risk / Return Rank: 46
ROMO Sharpe Ratio Rank: 48
ROMO Sortino Ratio Rank: 46
ROMO Omega Ratio Rank: 48
ROMO Calmar Ratio Rank: 42
ROMO Martin Ratio Rank: 46

MPLY

MPLY Risk / Return Rank: 33
MPLY Sharpe Ratio Rank: 34
MPLY Sortino Ratio Rank: 32
MPLY Omega Ratio Rank: 31
MPLY Calmar Ratio Rank: 32
MPLY Martin Ratio Rank: 35

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.

ROMO vs. MPLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and Monopoly ETF (MPLY). 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.

	ROMO	MPLY	Difference
Sharpe ratio: Return per unit of total volatility	1.18	0.84	+0.35
Sortino ratio: Return per unit of downside risk	1.69	1.24	+0.46
Omega ratio: Gain probability vs. loss probability	1.22	1.15	+0.07
Calmar ratio: Return relative to maximum drawdown	1.50	1.04	+0.45
Martin ratio: Return relative to average drawdown	5.25	3.41	+1.84

ROMO vs. MPLY - Sharpe Ratio Comparison

The current ROMO Sharpe Ratio is 1.18, which is higher than the MPLY Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of ROMO and MPLY, 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

ROMO vs. MPLY - Drawdown Comparison

The maximum ROMO drawdown since its inception was -28.66%, which is greater than MPLY's maximum drawdown of -13.46%. Use the drawdown chart below to compare losses from any high point for ROMO and MPLY.

Drawdown Indicators

	ROMO	MPLY	Difference
Max Drawdown Largest peak-to-trough decline	-28.66%	-13.46%	-15.20%
Max Drawdown (1Y) Largest decline over 1 year	-11.16%	-13.46%	+2.30%
Max Drawdown (3Y) Largest decline over 3 years	-14.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.26%	—	—
Current Drawdown Current decline from peak	-1.16%	-6.55%	+5.39%
Average Drawdown Average peak-to-trough decline	-8.16%	-2.50%	-5.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	4.10%	-0.93%

Volatility

ROMO vs. MPLY - Volatility Comparison

The current volatility for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) is 3.76%, while Monopoly ETF (MPLY) has a volatility of 5.09%. This indicates that ROMO experiences smaller price fluctuations and is considered to be less risky than MPLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROMO	MPLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	5.09%	-1.33%
Volatility (6M) Calculated over the trailing 6-month period	12.00%	13.33%	-1.33%
Volatility (1Y) Calculated over the trailing 1-year period	14.15%	16.79%	-2.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.17%	15.94%	-3.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	15.94%	-1.49%

ROMO vs. MPLY - Expense Ratio Comparison

ROMO has a 0.82% expense ratio, which is higher than MPLY's 0.79% expense ratio.

Dividends

ROMO vs. MPLY - Dividend Comparison

ROMO's dividend yield for the trailing twelve months is around 8.31%, more than MPLY's 0.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
MPLY Monopoly ETF	0.12%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	8.31%	8.87%	0.76%	2.42%	0.77%	0.56%	0.97%	0.58%

Frequently Asked Questions

Can I hold both ROMO and MPLY in my portfolio?

ROMO and MPLY have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROMO or MPLY?

MPLY has higher volatility (5.09%) compared to ROMO (3.76%). In terms of maximum drawdown, ROMO dropped -28.66% vs MPLY's -13.46%.

Which ETF is better, ROMO or MPLY?

On 1-year performance, ROMO leads with 17.25% vs 16.24% for MPLY. On fees, MPLY is cheaper at 0.79% per year. On volatility, ROMO has been the lower-risk option at 3.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROMO or MPLY?

Over the 1-year period, ROMO has performed better with a 17.25% return vs 16.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROMO or MPLY?

MPLY is cheaper with a 0.79% expense ratio, compared with 0.82% for ROMO.

Which ETF pays a higher dividend yield, ROMO or MPLY?

ROMO has the higher dividend yield at 8.31%, compared with 0.12% for MPLY.

What is the main difference between ROMO and MPLY?

ROMO is categorized as Momentum, while MPLY is Large Cap Blend Equities. Their fees differ too: 0.82% for ROMO and 0.79% for MPLY.

Which has better risk-adjusted returns?

ROMO currently has the higher Sharpe Ratio (1.18 vs 0.84), 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.