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 0.12 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 12.78% return, which is significantly higher than LOTI's 2.63% return.
THRO
- 1D
- -0.55%
- 1M
- 6.78%
- YTD
- 12.78%
- 6M
- 12.56%
- 1Y
- 26.45%
- 3Y*
- 24.41%
- 5Y*
- —
- 10Y*
- —
LOTI
- 1D
- -0.12%
- 1M
- -0.50%
- YTD
- 2.63%
- 6M
- 1.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THRO vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
THRO iShares U.S. Thematic Rotation Active ETF | 12.78% | 1.88% |
LOTI Liberty One Tactical Income ETF | 2.63% | 0.44% |
Correlation
The correlation between THRO and LOTI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.12 |
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Return for Risk
THRO vs. LOTI — Risk / Return Rank
THRO
LOTI
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.
| THRO | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | — | — |
| Martin ratioReturn relative to average drawdown | 10.84 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THRO | LOTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.82 | -0.07 |
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 | -0.55% | -2.53% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -1.34% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | — | — |
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 | 3.47% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 5.67% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 5.67% | +13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 5.67% | +13.05% |
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 0.16%, less than LOTI's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
LOTI Liberty One Tactical Income ETF | 1.34% | 0.45% | 0.00% | 0.00% | 0.00% |
THRO iShares U.S. Thematic Rotation Active ETF | 0.16% | 0.15% | 0.73% | 0.55% | 0.90% |
Frequently Asked Questions
THRO and LOTI have a correlation of 0.12, 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 1.34%, compared with 0.16% 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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