THRO vs. LOTI
THRO (iShares U.S. Thematic Rotation Active ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.09 correlation, their price movements are largely independent. THRO charges 0.60%/yr vs 1.01%/yr for LOTI.
Performance
THRO vs. LOTI - Performance Comparison
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Returns By Period
In the year-to-date period, THRO achieves a 10.10% return, which is significantly higher than LOTI's 3.35% return.
THRO
- 1D
- -1.58%
- 1M
- -0.59%
- YTD
- 10.10%
- 6M
- 8.78%
- 1Y
- 23.17%
- 3Y*
- 22.54%
- 5Y*
- —
- 10Y*
- —
LOTI
- 1D
- 0.62%
- 1M
- -0.25%
- YTD
- 3.35%
- 6M
- 3.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THRO vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
THRO iShares U.S. Thematic Rotation Active ETF | 10.10% | 2.20% |
LOTI Liberty One Tactical Income ETF | 3.35% | 1.06% |
Correlation
The correlation between THRO and LOTI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.09 |
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Return for Risk
THRO vs. LOTI — Risk / Return Rank
THRO
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
THRO vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Thematic Rotation Active ETF (THRO) and Liberty One Tactical Income ETF (LOTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| THRO | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | — | — |
| Martin ratioReturn relative to average drawdown | 9.26 | — | — |
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Drawdowns
THRO vs. LOTI - Drawdown Comparison
The maximum THRO drawdown since its inception was -26.54%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for THRO and LOTI.
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Drawdown Indicators
| THRO | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.54% | -4.42% | -22.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.07% | — | — |
Current DrawdownCurrent decline from peak | -2.91% | -1.85% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -1.36% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | — | — |
Volatility
THRO vs. LOTI - Volatility Comparison
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Volatility by Period
| THRO | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 5.75% | +8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 5.75% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 5.75% | +13.03% |
THRO vs. LOTI - Expense Ratio Comparison
THRO has a 0.60% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
THRO vs. LOTI - Dividend Comparison
THRO's dividend yield for the trailing twelve months is around 0.26%, less than LOTI's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
LOTI Liberty One Tactical Income ETF | 1.61% | 0.45% | 0.00% | 0.00% | 0.00% |
THRO iShares U.S. Thematic Rotation Active ETF | 0.26% | 0.15% | 0.73% | 0.55% | 0.90% |
Frequently Asked Questions
THRO and LOTI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, THRO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
THRO is cheaper with a 0.60% expense ratio, compared with 1.01% for LOTI.
LOTI has the higher dividend yield at 1.61%, compared with 0.26% for THRO.
They also come from different issuers: iShares and Liberty One. Their fees differ too: 0.60% for THRO and 1.01% for LOTI.
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