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SIXL vs. AMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIXL vs. AMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIXL achieves a 3.41% return, which is significantly lower than AMOM's 27.93% return.


SIXL

1D
-0.16%
1M
-2.82%
YTD
3.41%
6M
2.41%
1Y
3.64%
3Y*
7.60%
5Y*
3.45%
10Y*

AMOM

1D
1.02%
1M
12.16%
YTD
27.93%
6M
28.91%
1Y
43.17%
3Y*
28.22%
5Y*
12.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIXL vs. AMOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
3.41%-0.61%14.13%2.38%-7.49%20.00%18.42%
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
27.93%7.69%35.79%27.06%-26.29%13.08%44.26%

Correlation

The correlation between SIXL and AMOM is 0.07, 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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since May 12, 2020

0.49

Over the past year, the correlation between SIXL and AMOM has dropped to 0.07 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

SIXL vs. AMOM - Sectors Allocation Comparison


Sectors
SIXL
AMOM

Utilities

17.3%
3.8%

Consumer Defensive

17.0%
5.0%

Financial Services

15.2%
6.2%

Healthcare

14.5%
7.7%

Real Estate

13.6%
1.9%

Consumer Cyclical

6.8%
5.8%

Industrials

6.4%
14.5%

Communication Services

2.6%
14.3%

Technology

2.4%
41.9%

Basic Materials

2.2%
2.7%

Energy

2.1%
1.2%

Utilities

SIXL
17.3%
AMOM
3.8%

Consumer Defensive

SIXL
17.0%
AMOM
5.0%

Financial Services

SIXL
15.2%
AMOM
6.2%

Healthcare

SIXL
14.5%
AMOM
7.7%

Real Estate

SIXL
13.6%
AMOM
1.9%

Consumer Cyclical

SIXL
6.8%
AMOM
5.8%

Industrials

SIXL
6.4%
AMOM
14.5%

Communication Services

SIXL
2.6%
AMOM
14.3%

Technology

SIXL
2.4%
AMOM
41.9%

Basic Materials

SIXL
2.2%
AMOM
2.7%

Energy

SIXL
2.1%
AMOM
1.2%

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Return for Risk

SIXL vs. AMOM — Risk / Return Rank

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

SIXL
SIXL Risk / Return Rank: 1515
Overall Rank
SIXL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 1414
Sortino Ratio Rank
SIXL Omega Ratio Rank: 1414
Omega Ratio Rank
SIXL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SIXL Martin Ratio Rank: 1717
Martin Ratio Rank

AMOM
AMOM Risk / Return Rank: 6060
Overall Rank
AMOM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AMOM Sortino Ratio Rank: 5454
Sortino Ratio Rank
AMOM Omega Ratio Rank: 5656
Omega Ratio Rank
AMOM Calmar Ratio Rank: 6666
Calmar Ratio Rank
AMOM Martin Ratio Rank: 6565
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.

SIXL vs. AMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.


SIXLAMOMDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.07

1.35

-0.28

Calmar ratioReturn relative to maximum drawdown

0.56

3.31

-2.75

Martin ratioReturn relative to average drawdown

1.58

11.88

-10.31

SIXL vs. AMOM - Sharpe Ratio Comparison

The current SIXL Sharpe Ratio is 0.38, which is lower than the AMOM Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SIXL and AMOM, 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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Sharpe Ratios by Period


SIXLAMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

2.01

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.53

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.75

-0.12

Drawdowns

SIXL vs. AMOM - Drawdown Comparison

The maximum SIXL drawdown since its inception was -16.08%, smaller than the maximum AMOM drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for SIXL and AMOM.


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Drawdown Indicators


SIXLAMOMDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-39.68%

+23.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-13.10%

+6.58%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

-30.26%

+18.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-39.68%

+23.60%

Current Drawdown

Current decline from peak

-6.04%

0.00%

-6.04%

Average Drawdown

Average peak-to-trough decline

-4.57%

-10.81%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.64%

-1.33%

Volatility

SIXL vs. AMOM - Volatility Comparison

The current volatility for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) is 2.36%, while QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a volatility of 7.11%. This indicates that SIXL experiences smaller price fluctuations and is considered to be less risky than AMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIXLAMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

7.11%

-4.75%

Volatility (6M)

Calculated over the trailing 6-month period

6.61%

16.71%

-10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

21.58%

-12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

23.74%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

24.95%

-12.40%

SIXL vs. AMOM - Expense Ratio Comparison

SIXL has a 0.47% expense ratio, which is lower than AMOM's 0.75% expense ratio.


Dividends

SIXL vs. AMOM - Dividend Comparison

SIXL's dividend yield for the trailing twelve months is around 2.31%, more than AMOM's 0.07% yield.


PositionTTM2025202420232022202120202019
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
0.07%0.09%0.00%0.47%0.72%0.74%24.31%5.51%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
2.31%2.31%1.28%1.48%1.45%0.67%0.40%0.00%

Frequently Asked Questions


SIXL and AMOM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMOM has higher volatility (7.11%) compared to SIXL (2.36%). In terms of maximum drawdown, SIXL dropped -16.08% vs AMOM's -39.68%.

On 5-year performance, AMOM leads with 12.53% vs 3.45% for SIXL. On fees, SIXL is cheaper at 0.47% per year. On volatility, SIXL has been the lower-risk option at 2.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AMOM has performed better with a 12.53% return vs 3.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIXL is cheaper with a 0.47% expense ratio, compared with 0.75% for AMOM.

SIXL has the higher dividend yield at 2.31%, compared with 0.07% for AMOM.

SIXL is categorized as Mid Cap Blend Equities, while AMOM is Momentum. Their fees differ too: 0.47% for SIXL and 0.75% for AMOM.

AMOM currently has the higher Sharpe Ratio (2.01 vs 0.38), 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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