SAMM vs. SAGP

Last updated Jun 24, 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 23.18% vs 10.33% for SAGP. A 0.70 correlation means they provide meaningful diversification when combined. 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 8.31% return, which is significantly higher than SAGP's 1.16% return.

SAMM

• 1D: -2.83%
• 1M: 1.54%
• YTD: 8.31%
• 6M: 6.90%
• 1Y: 23.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SAGP

• 1D: -0.07%
• 1M: -2.65%
• YTD: 1.16%
• 6M: 0.31%
• 1Y: 10.33%
• 3Y*: 13.97%
• 5Y*: —
• 10Y*: —

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

SAMM vs. SAGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SAMM Strategas Macro Momentum ETF	8.31%	12.01%	8.32%
SAGP Strategas Global Policy Opportunities ETF	1.16%	23.02%	6.82%

Correlation

The correlation between SAMM and SAGP is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (All Time) Calculated using the full available price history since Apr 4, 2024	0.70

The correlation between SAMM and SAGP has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

SAMM vs. SAGP - Sectors Allocation Comparison

Sectors	SAMM	SAGP
Industrials	22.3%	25.3%
Technology	19.7%	13.7%
Basic Materials	14.3%	5.1%
Healthcare	9.9%	35.0%
Consumer Cyclical	9.7%	4.5%
Financial Services	8.9%	3.5%
Energy	8.7%	2.0%
Utilities	3.3%	-
Communication Services	3.2%	6.1%
Consumer Defensive	2.8%	4.6%
Real Estate	-	0.3%

Return for Risk

SAMM vs. SAGP — Risk / Return Rank

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

SAMM

SAMM Risk / Return Rank: 46
SAMM Sharpe Ratio Rank: 38
SAMM Sortino Ratio Rank: 36
SAMM Omega Ratio Rank: 36
SAMM Calmar Ratio Rank: 62
SAMM Martin Ratio Rank: 56

SAGP

SAGP Risk / Return Rank: 24
SAGP Sharpe Ratio Rank: 24
SAGP Sortino Ratio Rank: 23
SAGP Omega Ratio Rank: 21
SAGP Calmar Ratio Rank: 25
SAGP Martin Ratio Rank: 25

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.

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	1.25	0.79	+0.45
Sortino ratio: Return per unit of downside risk	1.75	1.22	+0.53
Omega ratio: Gain probability vs. loss probability	1.22	1.14	+0.08
Calmar ratio: Return relative to maximum drawdown	2.76	1.16	+1.60
Martin ratio: Return relative to average drawdown	9.00	3.09	+5.91

SAMM vs. SAGP - Sharpe Ratio Comparison

The current SAMM Sharpe Ratio is 1.25, which is higher than the SAGP Sharpe Ratio of 0.79. 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	-8.43%	-8.90%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.52%	—
Current Drawdown Current decline from peak	-4.23%	-6.96%	+2.73%
Average Drawdown Average peak-to-trough decline	-4.37%	-5.03%	+0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	3.35%	-0.77%

Volatility

SAMM vs. SAGP - Volatility Comparison

Strategas Macro Momentum ETF (SAMM) has a higher volatility of 8.81% compared to Strategas Global Policy Opportunities ETF (SAGP) at 2.98%. 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	8.81%	2.98%	+5.83%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	9.92%	+4.91%
Volatility (1Y) Calculated over the trailing 1-year period	18.68%	13.10%	+5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.38%	15.49%	+3.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.38%	15.49%	+3.89%

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 0.95%, less than SAGP's 3.41% yield.

Position	TTM	2025	2024	2023	2022
SAGP Strategas Global Policy Opportunities ETF	3.41%	3.45%	2.23%	0.94%	0.51%
SAMM Strategas Macro Momentum ETF	0.95%	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 0.62, 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 (8.81%) compared to SAGP (2.98%). 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, SAMM leads with 23.18% vs 10.33% for SAGP. On fees, SAGP is cheaper at 0.65% per year. On volatility, SAGP has been the lower-risk option at 2.98%. 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, SAMM has performed better with a 23.18% return vs 10.33%. 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 3.41%, compared with 0.95% 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?

SAMM currently has the higher Sharpe Ratio (1.25 vs 0.79), 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.