SHLD vs. SFM
SHLD (Global X Defense Tech ETF) is Aerospace & Defense fund tracking the Global X Defense Tech Index, while SFM (Sprouts Farmers Market, Inc.) is a stock. Over the past year, SHLD returned 10.40% vs -45.03% for SFM. At a 0.15 correlation, their price movements are largely independent.
Performance
SHLD vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, SHLD achieves a -1.50% return, which is significantly lower than SFM's 8.36% return.
SHLD
- 1D
- -2.04%
- 1M
- 0.05%
- YTD
- -1.50%
- 6M
- -1.03%
- 1Y
- 10.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFM
- 1D
- -2.03%
- 1M
- -2.20%
- YTD
- 8.36%
- 6M
- 8.54%
- 1Y
- -45.03%
- 3Y*
- 35.31%
- 5Y*
- 24.38%
- 10Y*
- 14.32%
SHLD vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SHLD Global X Defense Tech ETF | -1.50% | 74.16% | 35.03% | 12.89% |
SFM Sprouts Farmers Market, Inc. | 8.36% | -37.30% | 164.12% | 21.24% |
Correlation
The correlation between SHLD and SFM is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023 | 0.16 |
The correlation between SHLD and SFM shifts across timeframes, from -0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SHLD vs. SFM — Risk / Return Rank
SHLD
SFM
SHLD vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) and Sprouts Farmers Market, Inc. (SFM). 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.
| SHLD | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.81 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | -0.73 | +1.25 |
| Martin ratioReturn relative to average drawdown | 1.28 | -0.99 | +2.28 |
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Drawdowns
SHLD vs. SFM - Drawdown Comparison
The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum SFM drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for SHLD and SFM.
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Drawdown Indicators
| SHLD | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -72.88% | +52.78% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -62.17% | +42.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -63.48% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -63.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.48% | — |
Current DrawdownCurrent decline from peak | -18.20% | -51.91% | +33.71% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -40.28% | +36.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.12% | 45.41% | -37.29% |
Volatility
SHLD vs. SFM - Volatility Comparison
The current volatility for Global X Defense Tech ETF (SHLD) is 9.05%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 12.50%. This indicates that SHLD experiences smaller price fluctuations and is considered to be less risky than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHLD | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 12.50% | -3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 19.94% | 30.32% | -10.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.55% | 46.09% | -21.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.29% | 39.23% | -17.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.29% | 37.82% | -16.53% |
Dividends
SHLD vs. SFM - Dividend Comparison
SHLD's dividend yield for the trailing twelve months is around 0.56%, while SFM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
SHLD Global X Defense Tech ETF | 0.56% | 0.55% | 0.53% | 0.26% |
Frequently Asked Questions
SHLD and SFM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (12.50%) compared to SHLD (9.05%). In terms of maximum drawdown, SHLD dropped -20.10% vs SFM's -72.88%.
SHLD currently has the higher Sharpe Ratio (0.43 vs -0.98), 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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