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SIXL vs. EQRR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIXL vs. EQRR - 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 ProShares Equities for Rising Rates ETF (EQRR). The values are adjusted to include any dividend payments, if applicable.

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SIXL vs. EQRR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
4.48%-0.61%14.13%2.38%-7.49%20.00%18.42%
EQRR
ProShares Equities for Rising Rates ETF
7.59%15.49%7.69%9.19%2.20%36.11%40.01%

Returns By Period

In the year-to-date period, SIXL achieves a 4.48% return, which is significantly lower than EQRR's 7.59% return.


SIXL

1D
0.42%
1M
-5.07%
YTD
4.48%
6M
3.18%
1Y
2.29%
3Y*
7.20%
5Y*
4.17%
10Y*

EQRR

1D
-0.72%
1M
0.35%
YTD
7.59%
6M
10.49%
1Y
18.38%
3Y*
14.32%
5Y*
10.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIXL vs. EQRR - Expense Ratio Comparison

SIXL has a 0.47% expense ratio, which is higher than EQRR's 0.35% expense ratio.


Return for Risk

SIXL vs. EQRR — Risk / Return Rank

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

SIXL
SIXL Risk / Return Rank: 1717
Overall Rank
SIXL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 1515
Sortino Ratio Rank
SIXL Omega Ratio Rank: 1515
Omega Ratio Rank
SIXL Calmar Ratio Rank: 1919
Calmar Ratio Rank
SIXL Martin Ratio Rank: 2020
Martin Ratio Rank

EQRR
EQRR Risk / Return Rank: 5353
Overall Rank
EQRR Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EQRR Sortino Ratio Rank: 5151
Sortino Ratio Rank
EQRR Omega Ratio Rank: 5757
Omega Ratio Rank
EQRR Calmar Ratio Rank: 4646
Calmar Ratio Rank
EQRR Martin Ratio Rank: 5858
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. EQRR - 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 ProShares Equities for Rising Rates ETF (EQRR). 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.


SIXLEQRRDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.02

-0.82

Sortino ratio

Return per unit of downside risk

0.36

1.42

-1.07

Omega ratio

Gain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratio

Return relative to maximum drawdown

0.37

1.30

-0.93

Martin ratio

Return relative to average drawdown

1.19

6.15

-4.96

SIXL vs. EQRR - Sharpe Ratio Comparison

The current SIXL Sharpe Ratio is 0.20, which is lower than the EQRR Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SIXL and EQRR, 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


SIXLEQRRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.02

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.50

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.35

+0.31

Correlation

The correlation between SIXL and EQRR is 0.58, 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

SIXL vs. EQRR - Dividend Comparison

SIXL's dividend yield for the trailing twelve months is around 2.37%, more than EQRR's 1.43% yield.


TTM202520242023202220212020201920182017
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
2.37%2.31%1.28%1.48%1.45%0.67%0.40%0.00%0.00%0.00%
EQRR
ProShares Equities for Rising Rates ETF
1.43%1.70%2.17%2.77%2.34%1.71%2.17%2.05%2.47%0.69%

Drawdowns

SIXL vs. EQRR - Drawdown Comparison

The maximum SIXL drawdown since its inception was -16.08%, smaller than the maximum EQRR drawdown of -57.93%. Use the drawdown chart below to compare losses from any high point for SIXL and EQRR.


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Drawdown Indicators


SIXLEQRRDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-57.93%

+41.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-14.30%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-21.75%

+5.67%

Current Drawdown

Current decline from peak

-5.07%

-1.03%

-4.04%

Average Drawdown

Average peak-to-trough decline

-4.60%

-10.27%

+5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.03%

-0.37%

Volatility

SIXL vs. EQRR - Volatility Comparison

The current volatility for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) is 3.02%, while ProShares Equities for Rising Rates ETF (EQRR) has a volatility of 3.97%. This indicates that SIXL experiences smaller price fluctuations and is considered to be less risky than EQRR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIXLEQRRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

3.97%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

10.70%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

18.15%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

21.49%

-9.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.64%

25.03%

-12.39%