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RUNN vs. SIXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RUNN vs. SIXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Running Oak Efficient Growth ETF (RUNN) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL). The values are adjusted to include any dividend payments, if applicable.

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RUNN vs. SIXL - Yearly Performance Comparison


2026 (YTD)202520242023
RUNN
Running Oak Efficient Growth ETF
-3.39%2.30%17.16%12.05%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
4.48%-0.61%14.13%4.75%

Returns By Period

In the year-to-date period, RUNN achieves a -3.39% return, which is significantly lower than SIXL's 4.48% return.


RUNN

1D
2.05%
1M
-6.61%
YTD
-3.39%
6M
-5.49%
1Y
-0.13%
3Y*
5Y*
10Y*

SIXL

1D
0.42%
1M
-4.69%
YTD
4.48%
6M
2.87%
1Y
2.42%
3Y*
7.20%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RUNN vs. SIXL - Expense Ratio Comparison

RUNN has a 0.58% expense ratio, which is higher than SIXL's 0.47% expense ratio.


Return for Risk

RUNN vs. SIXL — Risk / Return Rank

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

RUNN
RUNN Risk / Return Rank: 1212
Overall Rank
RUNN Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RUNN Sortino Ratio Rank: 1111
Sortino Ratio Rank
RUNN Omega Ratio Rank: 1111
Omega Ratio Rank
RUNN Calmar Ratio Rank: 1313
Calmar Ratio Rank
RUNN Martin Ratio Rank: 1313
Martin Ratio Rank

SIXL
SIXL Risk / Return Rank: 1717
Overall Rank
SIXL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 1515
Sortino Ratio Rank
SIXL Omega Ratio Rank: 1515
Omega Ratio Rank
SIXL Calmar Ratio Rank: 1919
Calmar Ratio Rank
SIXL Martin Ratio Rank: 2020
Martin Ratio Rank
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.

RUNN vs. SIXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Running Oak Efficient Growth ETF (RUNN) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL). 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.


RUNNSIXLDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.20

-0.21

Sortino ratio

Return per unit of downside risk

0.11

0.36

-0.25

Omega ratio

Gain probability vs. loss probability

1.01

1.05

-0.03

Calmar ratio

Return relative to maximum drawdown

0.05

0.37

-0.31

Martin ratio

Return relative to average drawdown

0.15

1.19

-1.04

RUNN vs. SIXL - Sharpe Ratio Comparison

The current RUNN Sharpe Ratio is -0.01, which is lower than the SIXL Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of RUNN and SIXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RUNNSIXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.20

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.66

+0.05

Correlation

The correlation between RUNN and SIXL is 0.76, 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

RUNN vs. SIXL - Dividend Comparison

RUNN's dividend yield for the trailing twelve months is around 0.57%, less than SIXL's 2.37% yield.


TTM202520242023202220212020
RUNN
Running Oak Efficient Growth ETF
0.57%0.55%0.39%0.33%0.00%0.00%0.00%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
2.37%2.31%1.28%1.48%1.45%0.67%0.40%

Drawdowns

RUNN vs. SIXL - Drawdown Comparison

The maximum RUNN drawdown since its inception was -16.83%, roughly equal to the maximum SIXL drawdown of -16.08%. Use the drawdown chart below to compare losses from any high point for RUNN and SIXL.


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Drawdown Indicators


RUNNSIXLDifference

Max Drawdown

Largest peak-to-trough decline

-16.83%

-16.08%

-0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-8.63%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Current Drawdown

Current decline from peak

-8.26%

-5.07%

-3.19%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.60%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

2.66%

+1.13%

Volatility

RUNN vs. SIXL - Volatility Comparison

Running Oak Efficient Growth ETF (RUNN) has a higher volatility of 4.34% compared to ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) at 3.02%. This indicates that RUNN's price experiences larger fluctuations and is considered to be riskier than SIXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RUNNSIXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

3.02%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

6.76%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

12.15%

+4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

12.14%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

12.64%

+1.24%