PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SXQG vs. BTHM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXQG and BTHM is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

SXQG vs. BTHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) and Blackrock Future U.S. Themes ETF (BTHM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.29%
10.15%
SXQG
BTHM

Key characteristics

Sharpe Ratio

SXQG:

1.25

BTHM:

1.77

Sortino Ratio

SXQG:

1.76

BTHM:

2.40

Omega Ratio

SXQG:

1.22

BTHM:

1.32

Calmar Ratio

SXQG:

1.97

BTHM:

2.88

Martin Ratio

SXQG:

6.11

BTHM:

10.96

Ulcer Index

SXQG:

2.97%

BTHM:

2.44%

Daily Std Dev

SXQG:

14.55%

BTHM:

15.11%

Max Drawdown

SXQG:

-33.97%

BTHM:

-26.54%

Current Drawdown

SXQG:

-1.69%

BTHM:

-0.74%

Returns By Period

In the year-to-date period, SXQG achieves a 3.80% return, which is significantly lower than BTHM's 4.73% return.


SXQG

YTD

3.80%

1M

0.45%

6M

9.11%

1Y

19.15%

5Y*

N/A

10Y*

N/A

BTHM

YTD

4.73%

1M

0.53%

6M

11.56%

1Y

29.00%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SXQG vs. BTHM - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than BTHM's 0.60% expense ratio.


SXQG
ETC 6 Meridian Quality Growth ETF
Expense ratio chart for SXQG: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for BTHM: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

SXQG vs. BTHM — Risk-Adjusted Performance Rank

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

SXQG
The Risk-Adjusted Performance Rank of SXQG is 5454
Overall Rank
The Sharpe Ratio Rank of SXQG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SXQG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SXQG is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SXQG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SXQG is 5757
Martin Ratio Rank

BTHM
The Risk-Adjusted Performance Rank of BTHM is 7575
Overall Rank
The Sharpe Ratio Rank of BTHM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BTHM is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BTHM is 7171
Omega Ratio Rank
The Calmar Ratio Rank of BTHM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BTHM is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXQG vs. BTHM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) and Blackrock Future U.S. Themes ETF (BTHM). 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.


Sharpe ratio
The chart of Sharpe ratio for SXQG, currently valued at 1.25, compared to the broader market0.002.004.001.251.82
The chart of Sortino ratio for SXQG, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.0012.001.762.46
The chart of Omega ratio for SXQG, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.33
The chart of Calmar ratio for SXQG, currently valued at 1.97, compared to the broader market0.005.0010.0015.001.972.96
The chart of Martin ratio for SXQG, currently valued at 6.11, compared to the broader market0.0020.0040.0060.0080.00100.006.1111.28
SXQG
BTHM

The current SXQG Sharpe Ratio is 1.25, which is comparable to the BTHM Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SXQG and BTHM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.25
1.82
SXQG
BTHM

Dividends

SXQG vs. BTHM - Dividend Comparison

SXQG has not paid dividends to shareholders, while BTHM's dividend yield for the trailing twelve months is around 0.70%.


TTM2024202320222021
SXQG
ETC 6 Meridian Quality Growth ETF
0.00%0.00%0.02%0.09%0.00%
BTHM
Blackrock Future U.S. Themes ETF
0.70%0.73%0.55%0.90%0.00%

Drawdowns

SXQG vs. BTHM - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, which is greater than BTHM's maximum drawdown of -26.54%. Use the drawdown chart below to compare losses from any high point for SXQG and BTHM. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.69%
-0.74%
SXQG
BTHM

Volatility

SXQG vs. BTHM - Volatility Comparison

The current volatility for ETC 6 Meridian Quality Growth ETF (SXQG) is 3.42%, while Blackrock Future U.S. Themes ETF (BTHM) has a volatility of 4.57%. This indicates that SXQG experiences smaller price fluctuations and is considered to be less risky than BTHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.42%
4.57%
SXQG
BTHM
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab