Correlation
The correlation between SUPL and SUPP is 0.68, 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.
SUPL vs. SUPP
Compare and contrast key facts about ProShares Supply Chain Logistics ETF (SUPL) and TCW Transform Supply Chain ETF (SUPP).
SUPL and SUPP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUPL is a passively managed fund by ProShares that tracks the performance of the FactSet Supply Chain Logistics Index - Benchmark TR Net. It was launched on Apr 6, 2022. SUPP is an actively managed fund by TCW. It was launched on Feb 14, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUPL or SUPP.
Performance
SUPL vs. SUPP - Performance Comparison
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Key characteristics
SUPL:
-0.06
SUPP:
-0.00
SUPL:
0.04
SUPP:
0.08
SUPL:
1.01
SUPP:
1.01
SUPL:
-0.06
SUPP:
-0.05
SUPL:
-0.20
SUPP:
-0.15
SUPL:
6.89%
SUPP:
8.79%
SUPL:
19.77%
SUPP:
23.22%
SUPL:
-24.42%
SUPP:
-25.03%
SUPL:
-7.59%
SUPP:
-8.69%
Returns By Period
In the year-to-date period, SUPL achieves a 0.03% return, which is significantly lower than SUPP's 1.01% return.
SUPL
0.03%
8.45%
-7.12%
-1.08%
2.25%
N/A
N/A
SUPP
1.01%
6.92%
-7.05%
-0.06%
N/A
N/A
N/A
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SUPL vs. SUPP - Expense Ratio Comparison
SUPL has a 0.58% expense ratio, which is lower than SUPP's 0.75% expense ratio.
Risk-Adjusted Performance
SUPL vs. SUPP — Risk-Adjusted Performance Rank
SUPL
SUPP
SUPL vs. SUPP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Supply Chain Logistics ETF (SUPL) and TCW Transform Supply Chain ETF (SUPP). 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.
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Dividends
SUPL vs. SUPP - Dividend Comparison
SUPL's dividend yield for the trailing twelve months is around 4.86%, more than SUPP's 0.40% yield.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
SUPL ProShares Supply Chain Logistics ETF | 4.86% | 4.79% | 4.71% | 3.00% |
SUPP TCW Transform Supply Chain ETF | 0.40% | 0.49% | 0.45% | 0.00% |
Drawdowns
SUPL vs. SUPP - Drawdown Comparison
The maximum SUPL drawdown since its inception was -24.42%, roughly equal to the maximum SUPP drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for SUPL and SUPP.
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Volatility
SUPL vs. SUPP - Volatility Comparison
ProShares Supply Chain Logistics ETF (SUPL) has a higher volatility of 6.91% compared to TCW Transform Supply Chain ETF (SUPP) at 4.38%. This indicates that SUPL's price experiences larger fluctuations and is considered to be riskier than SUPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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