SETM vs. TRFK

Last updated Jun 13, 2026

SETM (Sprott Energy Transition Materials ETF) and TRFK (Pacer Data and Digital Revolution ETF) are both exchange-traded funds - SETM is a Energy Equities fund tracking the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross, while TRFK is a Technology Equities fund tracking the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, SETM returned 25.91%/yr vs 48.69%/yr for TRFK. At a 0.45 correlation, their price movements are largely independent. SETM charges 0.65%/yr vs 0.60%/yr for TRFK.

Performance

SETM vs. TRFK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Energy Transition Materials ETF (SETM) and Pacer Data and Digital Revolution ETF (TRFK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SETM achieves a 18.27% return, which is significantly lower than TRFK's 57.84% return.

SETM

• 1D: 3.04%
• 1M: -11.62%
• YTD: 18.27%
• 6M: 23.37%
• 1Y: 111.07%
• 3Y*: 25.91%
• 5Y*: —
• 10Y*: —

TRFK

• 1D: 1.49%
• 1M: 11.87%
• YTD: 57.84%
• 6M: 56.78%
• 1Y: 84.43%
• 3Y*: 48.69%
• 5Y*: —
• 10Y*: —

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

SETM vs. TRFK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SETM Sprott Energy Transition Materials ETF	18.27%	95.27%	-13.24%	-13.11%
TRFK Pacer Data and Digital Revolution ETF	57.84%	26.81%	38.30%	47.80%

Correlation

The correlation between SETM and TRFK is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.45

SETM vs. TRFK - Sectors Allocation Comparison

Sectors	SETM	TRFK
Basic Materials	73.2%	-
Energy	25.8%	-
Industrials	0.9%	8.3%
Technology	0.1%	91.8%
Consumer Defensive	0.1%	-
Communication Services	-	-
Consumer Cyclical	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

SETM vs. TRFK — Risk / Return Rank

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

SETM

SETM Risk / Return Rank: 77
SETM Sharpe Ratio Rank: 85
SETM Sortino Ratio Rank: 67
SETM Omega Ratio Rank: 70
SETM Calmar Ratio Rank: 87
SETM Martin Ratio Rank: 77

TRFK

TRFK Risk / Return Rank: 82
TRFK Sharpe Ratio Rank: 92
TRFK Sortino Ratio Rank: 85
TRFK Omega Ratio Rank: 83
TRFK Calmar Ratio Rank: 87
TRFK Martin Ratio Rank: 65

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.

SETM vs. TRFK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Energy Transition Materials ETF (SETM) and Pacer Data and Digital Revolution ETF (TRFK). 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.

	SETM	TRFK	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.79	-0.40
Sortino ratio: Return per unit of downside risk	2.66	3.30	-0.64
Omega ratio: Gain probability vs. loss probability	1.36	1.43	-0.07
Calmar ratio: Return relative to maximum drawdown	4.32	4.34	-0.02
Martin ratio: Return relative to average drawdown	12.69	10.22	+2.48

SETM vs. TRFK - Sharpe Ratio Comparison

The current SETM Sharpe Ratio is 2.40, which is comparable to the TRFK Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of SETM and TRFK, 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

SETM vs. TRFK - Drawdown Comparison

The maximum SETM drawdown since its inception was -42.81%, which is greater than TRFK's maximum drawdown of -29.06%. Use the drawdown chart below to compare losses from any high point for SETM and TRFK.

Drawdown Indicators

	SETM	TRFK	Difference
Max Drawdown Largest peak-to-trough decline	-42.81%	-29.06%	-13.75%
Max Drawdown (1Y) Largest decline over 1 year	-25.85%	-19.56%	-6.29%
Max Drawdown (3Y) Largest decline over 3 years	-42.81%	-29.06%	-13.75%
Current Drawdown Current decline from peak	-13.82%	-7.18%	-6.64%
Average Drawdown Average peak-to-trough decline	-15.04%	-6.06%	-8.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.78%	8.29%	+0.49%

Volatility

SETM vs. TRFK - Volatility Comparison

Sprott Energy Transition Materials ETF (SETM) has a higher volatility of 18.24% compared to Pacer Data and Digital Revolution ETF (TRFK) at 16.11%. This indicates that SETM's price experiences larger fluctuations and is considered to be riskier than TRFK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SETM	TRFK	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.24%	16.11%	+2.13%
Volatility (6M) Calculated over the trailing 6-month period	37.36%	25.34%	+12.02%
Volatility (1Y) Calculated over the trailing 1-year period	46.57%	30.41%	+16.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.22%	29.48%	+7.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.22%	29.48%	+7.74%

SETM vs. TRFK - Expense Ratio Comparison

SETM has a 0.65% expense ratio, which is higher than TRFK's 0.60% expense ratio.

Dividends

SETM vs. TRFK - Dividend Comparison

SETM's dividend yield for the trailing twelve months is around 1.32%, more than TRFK's 0.01% yield.

Position	TTM	2025	2024	2023	2022
SETM Sprott Energy Transition Materials ETF	1.32%	1.56%	2.07%	2.47%	0.00%
TRFK Pacer Data and Digital Revolution ETF	0.01%	0.01%	0.40%	0.20%	0.56%

Frequently Asked Questions

Can I hold both SETM and TRFK in my portfolio?

SETM and TRFK have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SETM or TRFK?

SETM has higher volatility (18.24%) compared to TRFK (16.11%). In terms of maximum drawdown, SETM dropped -42.81% vs TRFK's -29.06%.

Which ETF is better, SETM or TRFK?

On 3-year performance, TRFK leads with 48.69% vs 25.91% for SETM. On fees, TRFK is cheaper at 0.60% per year. On volatility, TRFK has been the lower-risk option at 16.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SETM or TRFK?

Over the 3-year period, TRFK has performed better with a 48.69% return vs 25.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SETM or TRFK?

TRFK is cheaper with a 0.60% expense ratio, compared with 0.65% for SETM.

Which ETF pays a higher dividend yield, SETM or TRFK?

SETM has the higher dividend yield at 1.32%, compared with 0.01% for TRFK.

What is the main difference between SETM and TRFK?

SETM is categorized as Energy Equities, while TRFK is Technology Equities. SETM tracks Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross, while TRFK tracks Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. They also come from different issuers: Sprott and Pacer. Their fees differ too: 0.65% for SETM and 0.60% for TRFK.

Which has better risk-adjusted returns?

TRFK currently has the higher Sharpe Ratio (2.79 vs 2.40), 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.