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SHLD vs. PTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Defense Tech ETF (SHLD) and PIMCO Corporate & Income Opportunity Fund (PTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHLD achieves a -1.50% return, which is significantly higher than PTY's -3.70% return.


SHLD

1D
-2.04%
1M
2.37%
YTD
-1.50%
6M
-1.03%
1Y
8.26%
3Y*
5Y*
10Y*

PTY

1D
0.26%
1M
-0.51%
YTD
-3.70%
6M
-3.85%
1Y
-4.11%
3Y*
7.73%
5Y*
-0.75%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
PTY
PIMCO Corporate & Income Opportunity Fund
-3.70%-0.51%19.87%-1.21%

Correlation

The correlation between SHLD and PTY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.22

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Return for Risk

SHLD vs. PTY — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 22
Sortino Ratio Rank
PTY Omega Ratio Rank: 11
Omega Ratio Rank
PTY Calmar Ratio Rank: 22
Calmar Ratio Rank
PTY Martin Ratio Rank: 22
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.

SHLD vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) and PIMCO Corporate & Income Opportunity Fund (PTY). 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.


SHLDPTYDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.09

0.92

+0.17

Calmar ratioReturn relative to maximum drawdown

0.52

-0.29

+0.81

Martin ratioReturn relative to average drawdown

1.28

-0.57

+1.86

SHLD vs. PTY - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is higher than the PTY Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of SHLD and PTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHLD vs. PTY - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for SHLD and PTY.


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Drawdown Indicators


SHLDPTYDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-60.86%

+40.76%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-15.44%

-4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

Current Drawdown

Current decline from peak

-18.20%

-12.60%

-5.60%

Average Drawdown

Average peak-to-trough decline

-3.34%

-8.61%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

7.89%

+0.23%

Volatility

SHLD vs. PTY - Volatility Comparison

Global X Defense Tech ETF (SHLD) has a higher volatility of 9.05% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.64%. This indicates that SHLD's price experiences larger fluctuations and is considered to be riskier than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHLDPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

2.64%

+6.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

7.49%

+12.45%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

10.80%

+13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

17.39%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

21.19%

+0.10%

SHLD vs. PTY - Expense Ratio Comparison

SHLD has a 0.50% expense ratio, which is lower than PTY's 1.19% expense ratio.


Dividends

SHLD vs. PTY - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, less than PTY's 12.15% yield.


PositionTTM20252024202320222021202020192018201720162015
PTY
PIMCO Corporate & Income Opportunity Fund
12.15%11.05%9.92%10.77%13.12%9.16%8.74%8.37%10.63%9.48%12.09%11.92%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SHLD and PTY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHLD has higher volatility (9.05%) compared to PTY (2.64%). In terms of maximum drawdown, SHLD dropped -20.10% vs PTY's -60.86%.

SHLD currently has the higher Sharpe Ratio (0.43 vs -0.42), 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.

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