SECT vs. RLY
Compare and contrast key facts about Main Sector Rotation ETF (SECT) and SPDR SSgA Multi-Asset Real Return ETF (RLY).
SECT and RLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SECT is an actively managed fund by Main Management. It was launched on Sep 5, 2017. RLY is an actively managed fund by State Street. It was launched on Apr 25, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SECT or RLY.
Performance
SECT vs. RLY - Performance Comparison
Returns By Period
In the year-to-date period, SECT achieves a 20.71% return, which is significantly higher than RLY's 7.34% return.
SECT
20.71%
4.54%
10.73%
27.11%
14.28%
N/A
RLY
7.34%
0.38%
2.27%
10.24%
8.43%
3.94%
Key characteristics
| SECT | RLY | |
|---|---|---|
| Sharpe Ratio | 1.84 | 1.01 |
| Sortino Ratio | 2.48 | 1.41 |
| Omega Ratio | 1.33 | 1.18 |
| Calmar Ratio | 3.30 | 0.89 |
| Martin Ratio | 12.92 | 3.97 |
| Ulcer Index | 2.10% | 2.58% |
| Daily Std Dev | 14.71% | 10.17% |
| Max Drawdown | -38.09% | -37.74% |
| Current Drawdown | -1.51% | -1.48% |
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SECT vs. RLY - Expense Ratio Comparison
SECT has a 0.78% expense ratio, which is higher than RLY's 0.50% expense ratio.
Correlation
The correlation between SECT and RLY is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SECT vs. RLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) and SPDR SSgA Multi-Asset Real Return ETF (RLY). 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.
Dividends
SECT vs. RLY - Dividend Comparison
SECT's dividend yield for the trailing twelve months is around 0.35%, less than RLY's 3.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SECT Main Sector Rotation ETF | 0.35% | 0.84% | 0.86% | 0.60% | 1.37% | 0.77% | 1.68% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
RLY SPDR SSgA Multi-Asset Real Return ETF | 3.49% | 3.70% | 5.66% | 12.15% | 2.16% | 3.46% | 2.76% | 1.85% | 2.07% | 1.80% | 1.89% | 2.15% |
Drawdowns
SECT vs. RLY - Drawdown Comparison
The maximum SECT drawdown since its inception was -38.09%, roughly equal to the maximum RLY drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for SECT and RLY. For additional features, visit the drawdowns tool.
Volatility
SECT vs. RLY - Volatility Comparison
Main Sector Rotation ETF (SECT) has a higher volatility of 5.17% compared to SPDR SSgA Multi-Asset Real Return ETF (RLY) at 2.71%. This indicates that SECT's price experiences larger fluctuations and is considered to be riskier than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.