SAMM vs. SAMT

Last updated Jun 4, 2026

SAMM (Strategas Macro Momentum ETF) and SAMT (Strategas Macro Thematic Opportunities ETF) are both exchange-traded funds - SAMM is a Momentum fund actively managed by Strategas, while SAMT is a Large Cap Blend Equities fund actively managed by Strategas. Both are actively managed. Over the past year, SAMM returned 29.29% vs 42.07% for SAMT. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.66% expense ratio.

Performance

SAMM vs. SAMT - Performance Comparison

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

Returns By Period

In the year-to-date period, SAMM achieves a 11.69% return, which is significantly lower than SAMT's 20.25% return.

SAMM

• 1D: -1.23%
• 1M: 7.55%
• YTD: 11.69%
• 6M: 12.00%
• 1Y: 29.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SAMT

• 1D: -0.66%
• 1M: 6.66%
• YTD: 20.25%
• 6M: 23.92%
• 1Y: 42.07%
• 3Y*: 28.84%
• 5Y*: —
• 10Y*: —

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

SAMM vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SAMM Strategas Macro Momentum ETF	11.69%	12.01%	10.47%
SAMT Strategas Macro Thematic Opportunities ETF	20.25%	33.10%	16.67%

Correlation

The correlation between SAMM and SAMT is 0.78, 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	0.78
Correlation (All Time) Calculated using the full available price history since Apr 5, 2024	0.80

The correlation between SAMM and SAMT has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

SAMM vs. SAMT - Sectors Allocation Comparison

Sectors	SAMM	SAMT
Industrials	27.1%	22.0%
Basic Materials	15.0%	2.7%
Healthcare	14.2%	4.3%
Technology	14.0%	27.8%
Energy	10.4%	2.9%
Consumer Cyclical	7.3%	5.6%
Financial Services	5.2%	5.6%
Utilities	4.0%	6.6%
Communication Services	3.8%	7.8%
Consumer Defensive	2.8%	12.0%
Real Estate	-	2.9%

Return for Risk

SAMM vs. SAMT — Risk / Return Rank

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

SAMM

SAMM Risk / Return Rank: 58
SAMM Sharpe Ratio Rank: 51
SAMM Sortino Ratio Rank: 50
SAMM Omega Ratio Rank: 49
SAMM Calmar Ratio Rank: 71
SAMM Martin Ratio Rank: 68

SAMT

SAMT Risk / Return Rank: 77
SAMT Sharpe Ratio Rank: 77
SAMT Sortino Ratio Rank: 74
SAMT Omega Ratio Rank: 70
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 75

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. SAMT - Risk-Adjusted Trends Comparison

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

	SAMM	SAMT	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.53	-0.81
Sortino ratio: Return per unit of downside risk	2.38	3.35	-0.97
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.12
Calmar ratio: Return relative to maximum drawdown	3.49	5.19	-1.69
Martin ratio: Return relative to average drawdown	12.39	14.30	-1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAMM vs. SAMT - Sharpe Ratio Comparison

The current SAMM Sharpe Ratio is 1.72, which is lower than the SAMT Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SAMM and SAMT, 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

	SAMM	SAMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.53	-0.81
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.98	-0.11

Drawdowns

SAMM vs. SAMT - Drawdown Comparison

The maximum SAMM drawdown since its inception was -24.09%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for SAMM and SAMT.

Drawdown Indicators

	SAMM	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-24.09%	-20.57%	-3.52%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-8.15%	-0.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.27%	—
Current Drawdown Current decline from peak	-1.23%	-0.66%	-0.57%
Average Drawdown Average peak-to-trough decline	-4.36%	-7.72%	+3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	2.95%	-0.58%

Volatility

SAMM vs. SAMT - Volatility Comparison

Strategas Macro Momentum ETF (SAMM) and Strategas Macro Thematic Opportunities ETF (SAMT) have volatilities of 6.74% and 6.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMM	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.74%	6.82%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	12.74%	12.56%	+0.18%
Volatility (1Y) Calculated over the trailing 1-year period	17.09%	16.68%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.83%	16.94%	+1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	16.94%	+1.89%

SAMM vs. SAMT - Expense Ratio Comparison

Both SAMM and SAMT have an expense ratio of 0.66%.

Dividends

SAMM vs. SAMT - Dividend Comparison

SAMM's dividend yield for the trailing twelve months is around 0.92%, more than SAMT's 0.58% yield.

Position	TTM	2025	2024	2023	2022
SAMM Strategas Macro Momentum ETF	0.92%	1.03%	0.70%	0.00%	0.00%
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%

Frequently Asked Questions

Can I hold both SAMM and SAMT in my portfolio?

SAMM and SAMT have a correlation of 0.78, 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 SAMT?

SAMT has higher volatility (6.82%) compared to SAMM (6.74%). In terms of maximum drawdown, SAMM dropped -24.09% vs SAMT's -20.57%.

Which ETF is better, SAMM or SAMT?

On 1-year performance, SAMT leads with 42.07% vs 29.29% for SAMM. Both ETFs have the same 0.66% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAMM or SAMT?

Over the 1-year period, SAMT has performed better with a 42.07% return vs 29.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAMM or SAMT?

SAMM and SAMT have the same expense ratio: 0.66% per year.

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

SAMM has the higher dividend yield at 0.92%, compared with 0.58% for SAMT.

What is the main difference between SAMM and SAMT?

SAMM is categorized as Momentum, while SAMT is Large Cap Blend Equities.

Which has better risk-adjusted returns?

SAMT currently has the higher Sharpe Ratio (2.53 vs 1.72), 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.