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SPAQ vs. STIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPAQ vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics SPAC Active ETF (SPAQ) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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SPAQ vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023
SPAQ
Horizon Kinetics SPAC Active ETF
0.06%7.35%4.33%5.52%
STIP
iShares 0-5 Year TIPS Bond ETF
1.02%6.03%4.77%3.92%

Returns By Period

In the year-to-date period, SPAQ achieves a 0.06% return, which is significantly lower than STIP's 1.02% return.


SPAQ

1D
0.62%
1M
-0.24%
YTD
0.06%
6M
1.51%
1Y
4.82%
3Y*
5.22%
5Y*
10Y*

STIP

1D
0.05%
1M
0.11%
YTD
1.02%
6M
1.38%
1Y
3.99%
3Y*
4.69%
5Y*
3.49%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPAQ vs. STIP - Expense Ratio Comparison

SPAQ has a 0.85% expense ratio, which is higher than STIP's 0.06% expense ratio.


Return for Risk

SPAQ vs. STIP — Risk / Return Rank

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

SPAQ
SPAQ Risk / Return Rank: 3434
Overall Rank
SPAQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPAQ Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPAQ Omega Ratio Rank: 3131
Omega Ratio Rank
SPAQ Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPAQ Martin Ratio Rank: 3939
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9595
Overall Rank
STIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9696
Omega Ratio Rank
STIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
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.

SPAQ vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics SPAC Active ETF (SPAQ) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.


SPAQSTIPDifference

Sharpe ratio

Return per unit of total volatility

0.56

2.19

-1.63

Sortino ratio

Return per unit of downside risk

0.84

3.34

-2.50

Omega ratio

Gain probability vs. loss probability

1.13

1.47

-0.34

Calmar ratio

Return relative to maximum drawdown

0.98

4.30

-3.32

Martin ratio

Return relative to average drawdown

3.66

14.63

-10.97

SPAQ vs. STIP - Sharpe Ratio Comparison

The current SPAQ Sharpe Ratio is 0.56, which is lower than the STIP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of SPAQ and STIP, 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


SPAQSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

2.19

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.05

-0.27

Correlation

The correlation between SPAQ and STIP is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPAQ vs. STIP - Dividend Comparison

SPAQ's dividend yield for the trailing twelve months is around 16.68%, more than STIP's 3.93% yield.


TTM2025202420232022202120202019201820172016
SPAQ
Horizon Kinetics SPAC Active ETF
16.68%16.69%3.00%2.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STIP
iShares 0-5 Year TIPS Bond ETF
3.93%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Drawdowns

SPAQ vs. STIP - Drawdown Comparison

The maximum SPAQ drawdown since its inception was -5.30%, roughly equal to the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for SPAQ and STIP.


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Drawdown Indicators


SPAQSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-5.30%

-5.50%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

-0.95%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-1.97%

-0.24%

-1.73%

Average Drawdown

Average peak-to-trough decline

-0.53%

-1.00%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

0.28%

+1.13%

Volatility

SPAQ vs. STIP - Volatility Comparison

Horizon Kinetics SPAC Active ETF (SPAQ) has a higher volatility of 1.75% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that SPAQ's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPAQSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

0.59%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.25%

0.97%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.60%

1.83%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

2.76%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.04%

2.45%

+4.59%