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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%JulyAugustSeptemberOctoberNovemberDecember
7.57%
11.54%
SXQG
BTHM

Key characteristics

Sharpe Ratio

SXQG:

1.46

BTHM:

2.44

Sortino Ratio

SXQG:

2.03

BTHM:

3.25

Omega Ratio

SXQG:

1.26

BTHM:

1.44

Calmar Ratio

SXQG:

2.31

BTHM:

3.85

Martin Ratio

SXQG:

7.73

BTHM:

15.91

Ulcer Index

SXQG:

2.75%

BTHM:

2.24%

Daily Std Dev

SXQG:

14.55%

BTHM:

14.64%

Max Drawdown

SXQG:

-33.97%

BTHM:

-26.54%

Current Drawdown

SXQG:

-3.73%

BTHM:

-2.04%

Returns By Period

In the year-to-date period, SXQG achieves a 20.72% return, which is significantly lower than BTHM's 35.63% return.


SXQG

YTD

20.72%

1M

-1.31%

6M

8.48%

1Y

20.84%

5Y*

N/A

10Y*

N/A

BTHM

YTD

35.63%

1M

0.84%

6M

11.54%

1Y

35.69%

5Y*

N/A

10Y*

N/A

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 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 1.44, compared to the broader market0.002.004.001.442.44
The chart of Sortino ratio for SXQG, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.003.25
The chart of Omega ratio for SXQG, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.44
The chart of Calmar ratio for SXQG, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.273.85
The chart of Martin ratio for SXQG, currently valued at 7.55, compared to the broader market0.0020.0040.0060.0080.00100.007.5515.91
SXQG
BTHM

The current SXQG Sharpe Ratio is 1.46, which is lower than the BTHM Sharpe Ratio of 2.44. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.44
2.44
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%.


TTM202320222021
SXQG
ETC 6 Meridian Quality Growth ETF
0.00%0.02%0.09%0.00%
BTHM
Blackrock Future U.S. Themes ETF
0.70%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.73%
-2.04%
SXQG
BTHM

Volatility

SXQG vs. BTHM - Volatility Comparison

ETC 6 Meridian Quality Growth ETF (SXQG) and Blackrock Future U.S. Themes ETF (BTHM) have volatilities of 4.19% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
4.24%
SXQG
BTHM
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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.

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