SAMT vs. MOAT

Last updated Jun 23, 2026

SAMT (Strategas Macro Thematic Opportunities ETF) and MOAT (VanEck Morningstar Wide Moat ETF) are both Large Cap Blend Equities funds. SAMT is actively managed, while MOAT is passively managed. Over the past 3 years, SAMT returned 27.93%/yr vs 10.33%/yr for MOAT. A 0.62 correlation means they provide meaningful diversification when combined. SAMT charges 0.66%/yr vs 0.47%/yr for MOAT.

Performance

SAMT vs. MOAT - Performance Comparison

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

Returns By Period

In the year-to-date period, SAMT achieves a 19.97% return, which is significantly higher than MOAT's -2.48% return.

SAMT

• 1D: 0.39%
• 1M: 0.96%
• YTD: 19.97%
• 6M: 17.75%
• 1Y: 39.83%
• 3Y*: 27.93%
• 5Y*: —
• 10Y*: —

MOAT

• 1D: -1.11%
• 1M: -1.22%
• YTD: -2.48%
• 6M: -3.43%
• 1Y: 12.95%
• 3Y*: 10.33%
• 5Y*: 7.77%
• 10Y*: 13.63%

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

SAMT vs. MOAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SAMT Strategas Macro Thematic Opportunities ETF	19.97%	33.10%	28.15%	1.27%	-6.30%
MOAT VanEck Morningstar Wide Moat ETF	-2.48%	13.20%	10.73%	31.89%	-10.32%

Correlation

The correlation between SAMT and MOAT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jan 25, 2022	0.62

The correlation between SAMT and MOAT shifts across timeframes, from 0.45 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

SAMT vs. MOAT - Sectors Allocation Comparison

Sectors	SAMT	MOAT
Technology	25.0%	33.8%
Industrials	23.3%	13.8%
Consumer Defensive	12.1%	17.0%
Healthcare	7.5%	15.9%
Utilities	6.9%	-
Consumer Cyclical	5.8%	7.3%
Communication Services	5.7%	2.4%
Financial Services	5.4%	9.0%
Real Estate	2.8%	0.8%
Energy	2.8%	-
Basic Materials	2.7%	-

Return for Risk

SAMT vs. MOAT — Risk / Return Rank

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

SAMT

SAMT Risk / Return Rank: 74
SAMT Sharpe Ratio Rank: 74
SAMT Sortino Ratio Rank: 69
SAMT Omega Ratio Rank: 67
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 73

MOAT

MOAT Risk / Return Rank: 25
MOAT Sharpe Ratio Rank: 27
MOAT Sortino Ratio Rank: 26
MOAT Omega Ratio Rank: 24
MOAT Calmar Ratio Rank: 23
MOAT 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.

SAMT vs. MOAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) and VanEck Morningstar Wide Moat ETF (MOAT). 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.

	SAMT	MOAT	Difference
Sharpe ratio: Return per unit of total volatility	2.29	0.93	+1.36
Sortino ratio: Return per unit of downside risk	3.01	1.41	+1.60
Omega ratio: Gain probability vs. loss probability	1.39	1.16	+0.23
Calmar ratio: Return relative to maximum drawdown	4.91	1.05	+3.86
Martin ratio: Return relative to average drawdown	13.25	3.16	+10.09

SAMT vs. MOAT - Sharpe Ratio Comparison

The current SAMT Sharpe Ratio is 2.29, which is higher than the MOAT Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SAMT and MOAT, 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

SAMT vs. MOAT - Drawdown Comparison

The maximum SAMT drawdown since its inception was -20.57%, smaller than the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for SAMT and MOAT.

Drawdown Indicators

	SAMT	MOAT	Difference
Max Drawdown Largest peak-to-trough decline	-20.57%	-33.31%	+12.74%
Max Drawdown (1Y) Largest decline over 1 year	-8.15%	-12.43%	+4.28%
Max Drawdown (3Y) Largest decline over 3 years	-18.27%	-21.44%	+3.17%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.96%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.31%	—
Current Drawdown Current decline from peak	-0.92%	-6.20%	+5.28%
Average Drawdown Average peak-to-trough decline	-7.66%	-3.83%	-3.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	4.11%	-1.10%

Volatility

SAMT vs. MOAT - Volatility Comparison

Strategas Macro Thematic Opportunities ETF (SAMT) has a higher volatility of 6.82% compared to VanEck Morningstar Wide Moat ETF (MOAT) at 4.72%. This indicates that SAMT's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMT	MOAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	4.72%	+2.10%
Volatility (6M) Calculated over the trailing 6-month period	13.57%	10.24%	+3.33%
Volatility (1Y) Calculated over the trailing 1-year period	17.52%	14.02%	+3.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	18.24%	-1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	18.70%	-1.63%

SAMT vs. MOAT - Expense Ratio Comparison

SAMT has a 0.66% expense ratio, which is higher than MOAT's 0.47% expense ratio.

Dividends

SAMT vs. MOAT - Dividend Comparison

SAMT's dividend yield for the trailing twelve months is around 0.58%, less than MOAT's 1.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MOAT VanEck Morningstar Wide Moat ETF	1.39%	1.36%	1.37%	0.86%	1.25%	1.08%	1.46%	1.31%	1.79%	1.07%	1.17%	2.13%
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SAMT and MOAT in my portfolio?

SAMT and MOAT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMT or MOAT?

SAMT has higher volatility (6.82%) compared to MOAT (4.72%). In terms of maximum drawdown, SAMT dropped -20.57% vs MOAT's -33.31%.

Which ETF is better, SAMT or MOAT?

On 3-year performance, SAMT leads with 27.93% vs 10.33% for MOAT. On fees, MOAT is cheaper at 0.47% per year. On volatility, MOAT has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAMT or MOAT?

Over the 3-year period, SAMT has performed better with a 27.93% return vs 10.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAMT or MOAT?

MOAT is cheaper with a 0.47% expense ratio, compared with 0.66% for SAMT.

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

MOAT has the higher dividend yield at 1.39%, compared with 0.58% for SAMT.

What is the main difference between SAMT and MOAT?

They also come from different issuers: Strategas and VanEck. Their fees differ too: 0.66% for SAMT and 0.47% for MOAT.

Which has better risk-adjusted returns?

SAMT currently has the higher Sharpe Ratio (2.29 vs 0.93), 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.