Correlation
The correlation between SUPP and SUPL 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.
SUPP vs. SUPL
Compare and contrast key facts about TCW Transform Supply Chain ETF (SUPP) and ProShares Supply Chain Logistics ETF (SUPL).
SUPP and SUPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUPP is an actively managed fund by TCW. It was launched on Feb 14, 2023. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUPP or SUPL.
Performance
SUPP vs. SUPL - Performance Comparison
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Key characteristics
SUPP:
-0.00
SUPL:
-0.06
SUPP:
0.08
SUPL:
0.04
SUPP:
1.01
SUPL:
1.01
SUPP:
-0.05
SUPL:
-0.06
SUPP:
-0.15
SUPL:
-0.20
SUPP:
8.79%
SUPL:
6.89%
SUPP:
23.22%
SUPL:
19.77%
SUPP:
-25.03%
SUPL:
-24.42%
SUPP:
-8.69%
SUPL:
-7.59%
Returns By Period
In the year-to-date period, SUPP achieves a 1.01% return, which is significantly higher than SUPL's 0.03% return.
SUPP
1.01%
5.90%
-7.05%
-0.68%
N/A
N/A
N/A
SUPL
0.03%
8.85%
-7.12%
-1.39%
2.25%
N/A
N/A
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SUPP vs. SUPL - Expense Ratio Comparison
SUPP has a 0.75% expense ratio, which is higher than SUPL's 0.58% expense ratio.
Risk-Adjusted Performance
SUPP vs. SUPL — Risk-Adjusted Performance Rank
SUPP
SUPL
SUPP vs. SUPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Transform Supply Chain ETF (SUPP) and ProShares Supply Chain Logistics ETF (SUPL). 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
SUPP vs. SUPL - Dividend Comparison
SUPP's dividend yield for the trailing twelve months is around 0.40%, less than SUPL's 4.86% yield.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
SUPP TCW Transform Supply Chain ETF | 0.40% | 0.49% | 0.45% | 0.00% |
SUPL ProShares Supply Chain Logistics ETF | 4.86% | 4.78% | 4.71% | 3.00% |
Drawdowns
SUPP vs. SUPL - Drawdown Comparison
The maximum SUPP drawdown since its inception was -25.03%, roughly equal to the maximum SUPL drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for SUPP and SUPL.
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Volatility
SUPP vs. SUPL - Volatility Comparison
The current volatility for TCW Transform Supply Chain ETF (SUPP) is 4.38%, while ProShares Supply Chain Logistics ETF (SUPL) has a volatility of 6.91%. This indicates that SUPP experiences smaller price fluctuations and is considered to be less risky than SUPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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