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SFYF vs. SPRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFYF vs. SPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and SP Funds S&P Global REIT Sharia ETF (SPRE). The values are adjusted to include any dividend payments, if applicable.

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SFYF vs. SPRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SFYF
SoFi Social 50 ETF
-8.70%30.00%44.62%56.80%-47.73%35.83%-0.57%
SPRE
SP Funds S&P Global REIT Sharia ETF
1.06%3.07%2.11%9.40%-29.48%44.78%0.73%

Returns By Period

In the year-to-date period, SFYF achieves a -8.70% return, which is significantly lower than SPRE's 1.06% return.


SFYF

1D
3.87%
1M
-4.74%
YTD
-8.70%
6M
-6.83%
1Y
33.22%
3Y*
30.03%
5Y*
11.94%
10Y*

SPRE

1D
1.71%
1M
-6.57%
YTD
1.06%
6M
2.61%
1Y
4.56%
3Y*
3.70%
5Y*
2.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFYF vs. SPRE - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is lower than SPRE's 0.69% expense ratio.


Return for Risk

SFYF vs. SPRE — Risk / Return Rank

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

SFYF
SFYF Risk / Return Rank: 7676
Overall Rank
SFYF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SFYF Sortino Ratio Rank: 7878
Sortino Ratio Rank
SFYF Omega Ratio Rank: 7474
Omega Ratio Rank
SFYF Calmar Ratio Rank: 8080
Calmar Ratio Rank
SFYF Martin Ratio Rank: 7272
Martin Ratio Rank

SPRE
SPRE Risk / Return Rank: 2121
Overall Rank
SPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2020
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2323
Martin Ratio Rank
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.

SFYF vs. SPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and SP Funds S&P Global REIT Sharia ETF (SPRE). 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.


SFYFSPREDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.28

+1.01

Sortino ratio

Return per unit of downside risk

1.93

0.48

+1.46

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratio

Return relative to maximum drawdown

2.15

0.35

+1.81

Martin ratio

Return relative to average drawdown

7.12

1.40

+5.73

SFYF vs. SPRE - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.28, which is higher than the SPRE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SFYF and SPRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFYFSPREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.28

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.13

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.19

+0.31

Correlation

The correlation between SFYF and SPRE is 0.43, 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.


Dividends

SFYF vs. SPRE - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.36%, less than SPRE's 4.10% yield.


TTM2025202420232022202120202019
SFYF
SoFi Social 50 ETF
0.36%0.33%0.31%1.71%1.19%0.26%0.40%0.73%
SPRE
SP Funds S&P Global REIT Sharia ETF
4.10%4.10%4.13%4.16%4.17%2.83%0.00%0.00%

Drawdowns

SFYF vs. SPRE - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than SPRE's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for SFYF and SPRE.


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Drawdown Indicators


SFYFSPREDifference

Max Drawdown

Largest peak-to-trough decline

-56.09%

-38.34%

-17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-14.01%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-56.09%

-38.34%

-17.75%

Current Drawdown

Current decline from peak

-11.89%

-17.95%

+6.06%

Average Drawdown

Average peak-to-trough decline

-16.94%

-18.12%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

3.49%

+1.10%

Volatility

SFYF vs. SPRE - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 7.62% compared to SP Funds S&P Global REIT Sharia ETF (SPRE) at 4.68%. This indicates that SFYF's price experiences larger fluctuations and is considered to be riskier than SPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFYFSPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

4.68%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

9.08%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

16.63%

+9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

18.69%

+11.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.92%

18.53%

+12.39%