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SKRE vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKRE vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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SKRE vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
-5.59%-31.29%-44.51%
FTAG
First Trust Indxx Global Agriculture ETF
12.56%14.82%-5.40%

Returns By Period

In the year-to-date period, SKRE achieves a -5.59% return, which is significantly lower than FTAG's 12.56% return.


SKRE

1D
-4.82%
1M
3.12%
YTD
-5.59%
6M
-14.43%
1Y
-40.34%
3Y*
5Y*
10Y*

FTAG

1D
1.73%
1M
-2.03%
YTD
12.56%
6M
14.76%
1Y
24.13%
3Y*
3.13%
5Y*
1.67%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SKRE vs. FTAG - Expense Ratio Comparison

SKRE has a 0.75% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Return for Risk

SKRE vs. FTAG — Risk / Return Rank

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

SKRE
SKRE Risk / Return Rank: 33
Overall Rank
SKRE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SKRE Sortino Ratio Rank: 22
Sortino Ratio Rank
SKRE Omega Ratio Rank: 22
Omega Ratio Rank
SKRE Calmar Ratio Rank: 22
Calmar Ratio Rank
SKRE Martin Ratio Rank: 55
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7575
Overall Rank
FTAG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTAG Omega Ratio Rank: 7373
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6666
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.

SKRE vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


SKREFTAGDifference

Sharpe ratio

Return per unit of total volatility

-0.71

1.39

-2.09

Sortino ratio

Return per unit of downside risk

-0.91

2.02

-2.93

Omega ratio

Gain probability vs. loss probability

0.89

1.27

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.65

2.15

-2.80

Martin ratio

Return relative to average drawdown

-0.92

6.59

-7.50

SKRE vs. FTAG - Sharpe Ratio Comparison

The current SKRE Sharpe Ratio is -0.71, which is lower than the FTAG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of SKRE and FTAG, 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


SKREFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

1.39

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

-0.33

-0.32

Correlation

The correlation between SKRE and FTAG is -0.45. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SKRE vs. FTAG - Dividend Comparison

SKRE's dividend yield for the trailing twelve months is around 0.27%, less than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
0.27%0.26%3.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

SKRE vs. FTAG - Drawdown Comparison

The maximum SKRE drawdown since its inception was -75.30%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for SKRE and FTAG.


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Drawdown Indicators


SKREFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-75.30%

-90.89%

+15.59%

Max Drawdown (1Y)

Largest decline over 1 year

-63.10%

-11.26%

-51.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-69.37%

-78.23%

+8.86%

Average Drawdown

Average peak-to-trough decline

-45.25%

-71.17%

+25.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.95%

3.67%

+41.28%

Volatility

SKRE vs. FTAG - Volatility Comparison

Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) has a higher volatility of 10.68% compared to First Trust Indxx Global Agriculture ETF (FTAG) at 5.76%. This indicates that SKRE's price experiences larger fluctuations and is considered to be riskier than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKREFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

5.76%

+4.92%

Volatility (6M)

Calculated over the trailing 6-month period

35.66%

10.75%

+24.91%

Volatility (1Y)

Calculated over the trailing 1-year period

57.34%

17.49%

+39.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.79%

17.38%

+39.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.79%

19.93%

+36.86%