TILT vs. SAMT
Compare and contrast key facts about FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and Strategas Macro Thematic Opportunities ETF (SAMT).
TILT and SAMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TILT is a passively managed fund by FlexShares that tracks the performance of the Morningstar US Market Factor Tilt Index. It was launched on Sep 16, 2011. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022.
Performance
TILT vs. SAMT - Performance Comparison
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TILT vs. SAMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TILT FlexShares Morningstar US Market Factor Tilt Index Fund | -2.73% | 16.59% | 19.88% | 24.70% | -10.08% |
SAMT Strategas Macro Thematic Opportunities ETF | 1.97% | 33.10% | 28.15% | 1.27% | -6.59% |
Returns By Period
In the year-to-date period, TILT achieves a -2.73% return, which is significantly lower than SAMT's 1.97% return.
TILT
- 1D
- 2.64%
- 1M
- -4.75%
- YTD
- -2.73%
- 6M
- 0.23%
- 1Y
- 18.78%
- 3Y*
- 17.01%
- 5Y*
- 9.89%
- 10Y*
- 12.78%
SAMT
- 1D
- 2.00%
- 1M
- -1.60%
- YTD
- 1.97%
- 6M
- 6.10%
- 1Y
- 35.45%
- 3Y*
- 22.13%
- 5Y*
- —
- 10Y*
- —
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TILT vs. SAMT - Expense Ratio Comparison
TILT has a 0.25% expense ratio, which is lower than SAMT's 0.66% expense ratio.
Return for Risk
TILT vs. SAMT — Risk / Return Rank
TILT
SAMT
TILT vs. SAMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and Strategas Macro Thematic Opportunities ETF (SAMT). 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.
| TILT | SAMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 2.01 | -1.01 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.65 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 4.10 | -2.62 |
Martin ratioReturn relative to average drawdown | 7.08 | 11.61 | -4.53 |
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
| TILT | SAMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.01 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.76 | +0.02 |
Correlation
The correlation between TILT and SAMT is 0.79, 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.
Dividends
TILT vs. SAMT - Dividend Comparison
TILT's dividend yield for the trailing twelve months is around 1.22%, more than SAMT's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILT FlexShares Morningstar US Market Factor Tilt Index Fund | 1.22% | 1.15% | 1.23% | 1.44% | 1.60% | 1.16% | 1.49% | 1.54% | 1.97% | 1.55% | 1.60% | 1.98% |
SAMT Strategas Macro Thematic Opportunities ETF | 0.69% | 0.70% | 1.40% | 1.49% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TILT vs. SAMT - Drawdown Comparison
The maximum TILT drawdown since its inception was -38.46%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for TILT and SAMT.
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Drawdown Indicators
| TILT | SAMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -20.57% | -17.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.06% | -8.76% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | — | — |
Current DrawdownCurrent decline from peak | -6.09% | -5.78% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -8.00% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.10% | -0.37% |
Volatility
TILT vs. SAMT - Volatility Comparison
FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and Strategas Macro Thematic Opportunities ETF (SAMT) have volatilities of 5.13% and 4.97%, 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.
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Volatility by Period
| TILT | SAMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 4.97% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 11.91% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.69% | 17.68% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 16.78% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 16.78% | +1.97% |