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SECT vs. RLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SECT and RLY is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SECT vs. RLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Sector Rotation ETF (SECT) and SPDR SSgA Multi-Asset Real Return ETF (RLY). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
124.82%
55.61%
SECT
RLY

Key characteristics

Sharpe Ratio

SECT:

0.43

RLY:

0.29

Sortino Ratio

SECT:

0.75

RLY:

0.48

Omega Ratio

SECT:

1.11

RLY:

1.06

Calmar Ratio

SECT:

0.44

RLY:

0.37

Martin Ratio

SECT:

1.65

RLY:

1.20

Ulcer Index

SECT:

5.80%

RLY:

3.13%

Daily Std Dev

SECT:

22.33%

RLY:

12.98%

Max Drawdown

SECT:

-38.09%

RLY:

-37.74%

Current Drawdown

SECT:

-9.52%

RLY:

-2.34%

Returns By Period

In the year-to-date period, SECT achieves a -4.84% return, which is significantly lower than RLY's 3.77% return.


SECT

YTD

-4.84%

1M

1.20%

6M

-2.31%

1Y

8.18%

5Y*

16.22%

10Y*

N/A

RLY

YTD

3.77%

1M

-2.20%

6M

1.12%

1Y

3.32%

5Y*

12.92%

10Y*

4.23%

*Annualized

Compare stocks, funds, or ETFs

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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.


Expense ratio chart for SECT: current value is 0.78%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SECT: 0.78%
Expense ratio chart for RLY: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RLY: 0.50%

Risk-Adjusted Performance

SECT vs. RLY — Risk-Adjusted Performance Rank

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

SECT
The Risk-Adjusted Performance Rank of SECT is 4949
Overall Rank
The Sharpe Ratio Rank of SECT is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SECT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SECT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SECT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SECT is 5050
Martin Ratio Rank

RLY
The Risk-Adjusted Performance Rank of RLY is 4040
Overall Rank
The Sharpe Ratio Rank of RLY is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of RLY is 3535
Sortino Ratio Rank
The Omega Ratio Rank of RLY is 3434
Omega Ratio Rank
The Calmar Ratio Rank of RLY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of RLY is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SECT, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.00
SECT: 0.43
RLY: 0.29
The chart of Sortino ratio for SECT, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
SECT: 0.75
RLY: 0.48
The chart of Omega ratio for SECT, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
SECT: 1.11
RLY: 1.06
The chart of Calmar ratio for SECT, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.00
SECT: 0.44
RLY: 0.37
The chart of Martin ratio for SECT, currently valued at 1.65, compared to the broader market0.0020.0040.0060.00
SECT: 1.65
RLY: 1.20

The current SECT Sharpe Ratio is 0.43, which is higher than the RLY Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SECT and RLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.43
0.29
SECT
RLY

Dividends

SECT vs. RLY - Dividend Comparison

SECT's dividend yield for the trailing twelve months is around 0.38%, less than RLY's 3.08% yield.


TTM20242023202220212020201920182017201620152014
SECT
Main Sector Rotation ETF
0.38%0.45%0.84%0.86%0.60%1.37%0.77%1.68%0.50%0.00%0.00%0.00%
RLY
SPDR SSgA Multi-Asset Real Return ETF
3.08%3.31%3.70%5.66%12.15%2.16%3.46%2.76%1.85%2.07%1.80%1.89%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.52%
-2.34%
SECT
RLY

Volatility

SECT vs. RLY - Volatility Comparison

Main Sector Rotation ETF (SECT) has a higher volatility of 15.37% compared to SPDR SSgA Multi-Asset Real Return ETF (RLY) at 9.14%. 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.37%
9.14%
SECT
RLY