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SPAQ vs. PBPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPAQ vs. PBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics SPAC Active ETF (SPAQ) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPAQ achieves a 2.81% return, which is significantly higher than PBPH's -1.13% return.


SPAQ

1D
0.00%
1M
1.51%
YTD
2.81%
6M
1.64%
1Y
4.98%
3Y*
5.87%
5Y*
10Y*

PBPH

1D
0.58%
1M
0.07%
YTD
-1.13%
6M
-0.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPAQ vs. PBPH - Yearly Performance Comparison


Correlation

The correlation between SPAQ and PBPH is 0.00, 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 (All Time)
Calculated using the full available price history since Nov 26, 2025

0.00

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Return for Risk

SPAQ vs. PBPH — Risk / Return Rank

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

SPAQ
SPAQ Risk / Return Rank: 2020
Overall Rank
SPAQ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SPAQ Sortino Ratio Rank: 1717
Sortino Ratio Rank
SPAQ Omega Ratio Rank: 2020
Omega Ratio Rank
SPAQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
SPAQ Martin Ratio Rank: 2525
Martin Ratio Rank

PBPH
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.

SPAQ vs. PBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics SPAC Active ETF (SPAQ) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.


SPAQPBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.94

Martin ratioReturn relative to average drawdown

3.39

SPAQ vs. PBPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPAQPBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

-0.04

+0.91

Drawdowns

SPAQ vs. PBPH - Drawdown Comparison

The maximum SPAQ drawdown since its inception was -5.30%, smaller than the maximum PBPH drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for SPAQ and PBPH.


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Drawdown Indicators


SPAQPBPHDifference

Max Drawdown

Largest peak-to-trough decline

-5.30%

-11.10%

+5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-5.30%

Current Drawdown

Current decline from peak

-0.01%

-8.69%

+8.68%

Average Drawdown

Average peak-to-trough decline

-0.54%

-4.23%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

Volatility

SPAQ vs. PBPH - Volatility Comparison


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Volatility by Period


SPAQPBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

16.78%

-7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

16.78%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.00%

16.78%

-9.78%

SPAQ vs. PBPH - Expense Ratio Comparison

SPAQ has a 0.85% expense ratio, which is higher than PBPH's 0.13% expense ratio.


Dividends

SPAQ vs. PBPH - Dividend Comparison

SPAQ's dividend yield for the trailing twelve months is around 16.23%, more than PBPH's 0.09% yield.


PositionTTM202520242023
PBPH
Portfolio Building Block World Pharma and Biotech Index ETF
0.09%0.09%0.00%0.00%
SPAQ
Horizon Kinetics SPAC Active ETF
16.23%16.69%3.00%2.60%

Frequently Asked Questions


SPAQ and PBPH have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBPH is cheaper with a 0.13% expense ratio, compared with 0.85% for SPAQ.

SPAQ has the higher dividend yield at 16.23%, compared with 0.09% for PBPH.

They also come from different issuers: Horizon and Portfolio Building Block. Their fees differ too: 0.85% for SPAQ and 0.13% for PBPH.

Portfolio Optimizer

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