SAMM vs. SAGP

Last updated Aug 2, 2026

SAMM (Strategas Macro Momentum ETF) and SAGP (Strategas Global Policy Opportunities ETF) are both exchange-traded funds - SAMM is a Momentum fund actively managed by Strategas, while SAGP is a Global Equities fund actively managed by Strategas. Both are actively managed. Over the past year, SAMM returned 16.55% vs 16.76% for SAGP. Their 0.65 correlation means they have sometimes moved together and sometimes differently. SAMM charges 0.66%/yr vs 0.65%/yr for SAGP.

Performance

SAMM vs. SAGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Momentum ETF (SAMM) and Strategas Global Policy Opportunities ETF (SAGP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SAMM achieves a 1.51% return, which is significantly lower than SAGP's 7.89% return.

SAMM

• 1D: 0.42%
• 1M: -2.98%
• 6M: -0.50%
• YTD: 1.51%
• 1Y: 16.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.39%

SAGP

• 1D: -0.89%
• 1M: 1.03%
• 6M: 2.80%
• YTD: 7.89%
• 1Y: 16.76%
• 3Y*: 15.13%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.87%

*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)
SAGP Strategas Global Policy Opportunities ETF	$90.74K	$96.37K	$122.55K
SAMM Strategas Macro Momentum ETF	$110.94K	$102.75K	$133.09K

SAMM vs. SAGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SAMM Strategas Macro Momentum ETF	1.51%	12.01%	8.32%
SAGP Strategas Global Policy Opportunities ETF	7.89%	23.02%	6.82%

Correlation

The correlation between SAMM and SAGP is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.52
Correlation (All Time) Calculated using the full available price history since Apr 4, 2024	0.65

The correlation between SAMM and SAGP shifts across timeframes, from 0.52 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

SAMM vs. SAGP - Sectors Allocation Comparison

Sectors	SAMM	SAGP
Technology	20.7%	12.2%
Industrials	15.4%	18.8%
Financial Services	14.6%	3.5%
Energy	14.2%	3.2%
Healthcare	12.4%	20.4%
Consumer Cyclical	6.9%	4.1%
Utilities	6.7%	-
Real Estate	5.8%	0.2%
Basic Materials	3.6%	5.9%
Consumer Defensive	2.8%	2.7%
Communication Services	2.3%	3.8%

Return for Risk

SAMM vs. SAGP — Risk / Return Rank

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

SAMM

SAMM Risk / Return Rank: 32
SAMM Sharpe Ratio Rank: 30
SAMM Sortino Ratio Rank: 30
SAMM Omega Ratio Rank: 29
SAMM Calmar Ratio Rank: 33
SAMM Martin Ratio Rank: 38

SAGP

SAGP Risk / Return Rank: 46
SAGP Sharpe Ratio Rank: 48
SAGP Sortino Ratio Rank: 48
SAGP Omega Ratio Rank: 43
SAGP Calmar Ratio Rank: 48
SAGP Martin Ratio Rank: 41

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.

SAMM vs. SAGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Momentum ETF (SAMM) and Strategas Global Policy Opportunities ETF (SAGP). 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.

	SAMM	SAGP	Difference
Sharpe ratio: Return per unit of total volatility	0.74	1.19	-0.44
Sortino ratio: Return per unit of downside risk	1.13	1.76	-0.63
Omega ratio: Gain probability vs. loss probability	1.14	1.21	-0.07
Calmar ratio: Return relative to maximum drawdown	1.13	1.74	-0.61
Martin ratio: Return relative to average drawdown	4.01	4.52	-0.51

SAMM vs. SAGP - Sharpe Ratio Comparison

The current SAMM Sharpe Ratio is 0.74, which is lower than the SAGP Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SAMM and SAGP, 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

SAMM vs. SAGP - Drawdown Comparison

The maximum SAMM drawdown since its inception was -24.09%, which is greater than SAGP's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for SAMM and SAGP.

Drawdown Indicators

	SAMM	SAGP	Difference
Max Drawdown Largest peak-to-trough decline	-24.09%	-22.90%	-1.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-8.90%	-4.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.47%	—
Current Drawdown Current decline from peak	-10.24%	-1.08%	-9.16%
Average Drawdown Average peak-to-trough decline	-4.53%	-4.97%	+0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	3.41%	+0.23%

Volatility

SAMM vs. SAGP - Volatility Comparison

Strategas Macro Momentum ETF (SAMM) has a higher volatility of 6.29% compared to Strategas Global Policy Opportunities ETF (SAGP) at 3.22%. This indicates that SAMM's price experiences larger fluctuations and is considered to be riskier than SAGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMM	SAGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	3.22%	+3.07%
Volatility (6M) Calculated over the trailing 6-month period	15.88%	9.64%	+6.24%
Volatility (1Y) Calculated over the trailing 1-year period	19.74%	13.05%	+6.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.52%	15.40%	+4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.52%	15.40%	+4.12%

SAMM vs. SAGP - Expense Ratio Comparison

SAMM has a 0.66% expense ratio, which is higher than SAGP's 0.65% expense ratio.

Dividends

SAMM vs. SAGP - Dividend Comparison

SAMM's dividend yield for the trailing twelve months is around 1.02%, less than SAGP's 3.20% yield.

Position	TTM	2025	2024	2023	2022
SAGP Strategas Global Policy Opportunities ETF	3.20%	3.45%	2.23%	0.94%	0.51%
SAMM Strategas Macro Momentum ETF	1.02%	1.03%	0.70%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SAMM and SAGP in my portfolio?

SAMM and SAGP have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMM or SAGP?

SAMM has higher volatility (6.29%) compared to SAGP (3.22%). In terms of maximum drawdown, SAMM dropped -24.09% vs SAGP's -22.90%.

Which ETF is better, SAMM or SAGP?

On 1-year performance, SAGP leads with 16.76% vs 16.55% for SAMM. On fees, SAGP is cheaper at 0.65% per year. On volatility, SAGP has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAMM or SAGP?

Over the 1-year period, SAGP has performed better with a 16.76% return vs 16.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAMM or SAGP?

SAGP is cheaper with a 0.65% expense ratio, compared with 0.66% for SAMM.

Which ETF pays a higher dividend yield, SAMM or SAGP?

SAGP has the higher dividend yield at 3.20%, compared with 1.02% for SAMM.

What is the main difference between SAMM and SAGP?

SAMM is categorized as Momentum, while SAGP is Global Equities. Their fees differ too: 0.66% for SAMM and 0.65% for SAGP.

Which has better risk-adjusted returns?

SAGP currently has the higher Sharpe Ratio (1.19 vs 0.74), 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.