SIOO vs. KMLM
SIOO (VistaShares Target 15 S&P 100 Distribution ETF) and KMLM (KFA Mount Lucas Index Strategy ETF) are both exchange-traded funds - SIOO is a Derivative Income fund tracking the S&P 100, while KMLM is a Systematic Trend fund tracking the KFA MLM Index. Both are passively managed. Their -0.16 correlation means they have often moved in opposite directions in the past. SIOO charges 0.59%/yr vs 0.90%/yr for KMLM.
Performance
SIOO vs. KMLM - Performance Comparison
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Returns By Period
In the year-to-date period, SIOO achieves a 7.66% return, which is significantly lower than KMLM's 12.95% return.
SIOO
- 1D
- 0.80%
- 1M
- 1.60%
- 6M
- 7.37%
- YTD
- 7.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
KMLM
- 1D
- 0.24%
- 1M
- 6.85%
- 6M
- 12.90%
- YTD
- 12.95%
- 1Y
- 18.19%
- 3Y*
- 0.08%
- 5Y*
- 5.77%
- 10Y*
- —
- ALL TIME*
- 7.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.29M | $9.53M | $7.83M | |
| $193.09K | $183.35K | $242.33K |
SIOO vs. KMLM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 7.66% | 1.16% |
KMLM KFA Mount Lucas Index Strategy ETF | 12.95% | 1.84% |
Correlation
The correlation between SIOO and KMLM is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | -0.16 |
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Return for Risk
SIOO vs. KMLM — Risk / Return Rank
SIOO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
KMLM
SIOO vs. KMLM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) 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.
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.
| SIOO | KMLM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.86 | — |
| Martin ratioReturn relative to average drawdown | — | 6.03 | — |
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Drawdowns
SIOO vs. KMLM - Drawdown Comparison
The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum KMLM drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for SIOO and KMLM.
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Drawdown Indicators
| SIOO | KMLM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.86% | -27.47% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.61% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.47% | — |
Current DrawdownCurrent decline from peak | 0.00% | -11.93% | +11.93% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -12.79% | +11.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.95% | — |
Volatility
SIOO vs. KMLM - Volatility Comparison
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Volatility by Period
| SIOO | KMLM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.31% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 11.49% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.63% | 14.53% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.63% | 14.66% | -4.03% |
SIOO vs. KMLM - Expense Ratio Comparison
SIOO has a 0.59% expense ratio, which is lower than KMLM's 0.90% expense ratio.
Dividends
SIOO vs. KMLM - Dividend Comparison
SIOO's dividend yield for the trailing twelve months is around 10.03%, more than KMLM's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
KMLM KFA Mount Lucas Index Strategy ETF | 4.45% | 5.02% | 0.82% | 0.00% | 13.22% | 6.94% |
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 10.03% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIOO and KMLM have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SIOO is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SIOO is cheaper with a 0.59% expense ratio, compared with 0.90% for KMLM.
SIOO has the higher dividend yield at 10.03%, compared with 4.45% for KMLM.
SIOO is categorized as Derivative Income, while KMLM is Systematic Trend. SIOO tracks S&P 100, while KMLM tracks KFA MLM Index. They also come from different issuers: VistaShares and KraneShares. Their fees differ too: 0.59% for SIOO and 0.90% for KMLM.
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