SECT vs. RLY
SECT (Main Sector Rotation ETF) and RLY (State Street Multi-Asset Real Return ETF) are both exchange-traded funds - SECT is a Large Cap Blend Equities fund actively managed by Main, while RLY is a Global Allocation fund tracking the Bloomberg U.S. Government Inflation-Linked Bond Index. SECT is actively managed, while RLY is passively managed. Over the past 5 years, SECT returned 12.52%/yr vs 10.55%/yr for RLY. Their 0.60 correlation means they have sometimes moved together and sometimes differently. SECT charges 0.78%/yr vs 0.50%/yr for RLY.
Performance
SECT vs. RLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SECT achieves a 13.46% return, which is significantly lower than RLY's 15.45% return.
SECT
- 1D
- 2.58%
- 1M
- 2.63%
- 6M
- 13.78%
- YTD
- 13.46%
- 1Y
- 24.46%
- 3Y*
- 19.32%
- 5Y*
- 12.52%
- 10Y*
- —
- ALL TIME*
- 13.78%
RLY
- 1D
- 0.14%
- 1M
- 3.78%
- 6M
- 6.08%
- YTD
- 15.45%
- 1Y
- 26.64%
- 3Y*
- 12.99%
- 5Y*
- 10.55%
- 10Y*
- 8.18%
- ALL TIME*
- 4.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.59M | $7.76M | $7.85M | |
| $7.41M | $6.97M | $6.84M |
SECT vs. RLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SECT Main Sector Rotation ETF | 13.46% | 17.80% | 18.61% | 21.10% | -12.80% | 28.88% | 15.65% | 28.06% | -9.66% | 9.39% |
RLY State Street Multi-Asset Real Return ETF | 15.45% | 20.26% | 2.53% | 2.56% | 7.86% | 22.85% | -0.59% | 15.63% | -11.72% | 7.08% |
Correlation
The correlation between SECT and RLY is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.60 |
Over the past year, the correlation between SECT and RLY has dropped to 0.31 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SECT vs. RLY — Risk / Return Rank
SECT
RLY
SECT vs. RLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) and State Street 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.
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.
| SECT | RLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.55 | -1.25 |
| Martin ratioReturn relative to average drawdown | 8.93 | 12.29 | -3.36 |
Loading charts...
Drawdowns
SECT vs. RLY - Drawdown Comparison
The maximum SECT drawdown since its inception was -38.09%, roughly equal to the maximum RLY drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for SECT and RLY.
Loading charts...
Drawdown Indicators
| SECT | RLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -37.75% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -7.54% | -3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.71% | -10.08% | -11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -18.94% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.17% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.01% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -9.40% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.17% | +0.58% |
Volatility
SECT vs. RLY - Volatility Comparison
Main Sector Rotation ETF (SECT) has a higher volatility of 5.32% compared to State Street Multi-Asset Real Return ETF (RLY) at 2.60%. 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.
Loading charts...
Volatility by Period
| SECT | RLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 2.60% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 7.94% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 10.59% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 13.44% | +4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 13.80% | +6.33% |
SECT vs. RLY - Expense Ratio Comparison
SECT has a 0.78% expense ratio, which is higher than RLY's 0.50% expense ratio.
Dividends
SECT vs. RLY - Dividend Comparison
SECT's dividend yield for the trailing twelve months is around 0.71%, less than RLY's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLY State Street Multi-Asset Real Return ETF | 3.06% | 3.24% | 3.31% | 3.71% | 5.66% | 12.15% | 2.16% | 3.45% | 2.76% | 1.85% | 2.07% | 1.80% |
SECT Main Sector Rotation ETF | 0.71% | 0.32% | 0.45% | 0.84% | 0.86% | 0.60% | 1.37% | 0.77% | 1.67% | 0.50% | 0.00% | 0.00% |
Frequently Asked Questions
SECT and RLY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SECT has higher volatility (5.32%) compared to RLY (2.60%). In terms of maximum drawdown, SECT dropped -38.09% vs RLY's -37.75%.
On 5-year performance, SECT leads with 12.52% vs 10.55% for RLY. On fees, RLY is cheaper at 0.50% per year. On volatility, RLY has been the lower-risk option at 2.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SECT has performed better with a 12.52% return vs 10.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RLY is cheaper with a 0.50% expense ratio, compared with 0.78% for SECT.
RLY has the higher dividend yield at 3.06%, compared with 0.71% for SECT.
SECT is categorized as Large Cap Blend Equities, while RLY is Global Allocation. They also come from different issuers: Main and State Street. Their fees differ too: 0.78% for SECT and 0.50% for RLY.
RLY currently has the higher Sharpe Ratio (2.53 vs 1.66), 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.
Find the right allocation for SECT and RLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer