SENT vs. KMLM

Last updated Apr 2, 2026

Compare and contrast key facts about AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) and KFA Mount Lucas Index Strategy ETF (KMLM).

SENT and KMLM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SENT is a passively managed fund by AdvisorShares that tracks the performance of the Actively Managed. It was launched on Feb 2, 2021. KMLM is an actively managed fund by CICC. It was launched on Dec 2, 2020.

Performance

SENT vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) and KFA Mount Lucas Index Strategy ETF (KMLM). The values are adjusted to include any dividend payments, if applicable.

SENT vs. KMLM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SENT AdvisorShares Alpha DNA Equity Sentiment ETF	0.00%	0.00%	0.00%	-6.03%	-18.25%	8.96%
KMLM KFA Mount Lucas Index Strategy ETF	9.21%	-2.98%	-1.69%	-5.66%	30.61%	6.43%

Returns By Period

SENT

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.00%
• 1Y: 0.00%
• 3Y*: -2.90%
• 5Y*: -4.28%
• 10Y*: —

KMLM

• 1D: 1.25%
• 1M: 4.87%
• YTD: 9.21%
• 6M: 11.72%
• 1Y: 9.50%
• 3Y*: 0.87%
• 5Y*: 5.74%
• 10Y*: —

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

SENT vs. KMLM - Expense Ratio Comparison

SENT has a 1.01% expense ratio, which is higher than KMLM's 0.90% expense ratio.

SENT

AdvisorShares Alpha DNA Equity Sentiment ETF

KMLM

KFA Mount Lucas Index Strategy ETF

Return for Risk

SENT vs. KMLM — Risk / Return Rank

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

KMLM

KMLM Risk / Return Rank: 44
KMLM Sharpe Ratio Rank: 50
KMLM Sortino Ratio Rank: 48
KMLM Omega Ratio Rank: 40
KMLM Calmar Ratio Rank: 46
KMLM Martin Ratio Rank: 38

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.

SENT vs. KMLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SENT	KMLM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.96	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.39	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	-0.25	0.49	-0.75

Correlation

The correlation between SENT and KMLM is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SENT vs. KMLM - Dividend Comparison

SENT has not paid dividends to shareholders, while KMLM's dividend yield for the trailing twelve months is around 4.60%.

	TTM	2025	2024	2023	2022	2021
SENT AdvisorShares Alpha DNA Equity Sentiment ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KMLM KFA Mount Lucas Index Strategy ETF	4.60%	5.02%	0.82%	0.00%	13.22%	6.94%

Drawdowns

SENT vs. KMLM - Drawdown Comparison

The maximum SENT drawdown since its inception was -30.34%, which is greater than KMLM's maximum drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for SENT and KMLM.

Drawdown Indicators

	SENT	KMLM	Difference
Max Drawdown Largest peak-to-trough decline	-30.34%	-27.47%	-2.87%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-6.07%	+6.07%
Max Drawdown (5Y) Largest decline over 5 years	-30.34%	-27.47%	-2.87%
Current Drawdown Current decline from peak	-27.23%	-14.84%	-12.39%
Average Drawdown Average peak-to-trough decline	-20.69%	-12.73%	-7.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	2.27%	-2.27%

Volatility

SENT vs. KMLM - Volatility Comparison

The current volatility for AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) is 0.00%, while KFA Mount Lucas Index Strategy ETF (KMLM) has a volatility of 4.03%. This indicates that SENT experiences smaller price fluctuations and is considered to be less risky than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SENT	KMLM	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	4.03%	-4.03%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	7.34%	-7.34%
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	9.92%	-9.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.98%	14.58%	-1.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.54%	14.67%	-1.13%