TMFG vs. DJIA

Last updated Jun 4, 2026

TMFG (Motley Fool Global Opportunities ETF) and DJIA (Global X Dow 30 Covered Call ETF) are both exchange-traded funds - TMFG is a Global Equities fund actively managed by Motley Fool, while DJIA is a Derivative Income fund tracking the DJIA Cboe BuyWrite v2 Index. TMFG is actively managed, while DJIA is passively managed. Over the past 3 years, TMFG returned 12.53%/yr vs 10.50%/yr for DJIA. A 0.60 correlation means they provide meaningful diversification when combined. TMFG charges 0.85%/yr vs 0.60%/yr for DJIA.

Performance

TMFG vs. DJIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and Global X Dow 30 Covered Call ETF (DJIA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFG achieves a 1.99% return, which is significantly lower than DJIA's 3.46% return.

TMFG

• 1D: -0.39%
• 1M: -0.08%
• YTD: 1.99%
• 6M: 2.14%
• 1Y: 3.83%
• 3Y*: 12.53%
• 5Y*: —
• 10Y*: —

DJIA

• 1D: 0.02%
• 1M: 3.32%
• YTD: 3.46%
• 6M: 3.90%
• 1Y: 14.53%
• 3Y*: 10.50%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFG vs. DJIA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TMFG Motley Fool Global Opportunities ETF	1.99%	6.75%	15.45%	28.36%	-16.64%
DJIA Global X Dow 30 Covered Call ETF	3.46%	9.11%	14.52%	9.15%	-2.80%

Correlation

The correlation between TMFG and DJIA is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.60

The correlation between TMFG and DJIA has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

TMFG vs. DJIA - Sectors Allocation Comparison

Sectors	TMFG	DJIA
Industrials	21.4%	18.4%
Financial Services	18.2%	27.2%
Communication Services	14.3%	1.9%
Technology	12.0%	17.1%
Consumer Cyclical	11.9%	11.6%
Real Estate	8.8%	-
Consumer Defensive	5.9%	4.4%
Healthcare	5.6%	13.1%
Basic Materials	1.8%	4.0%
Energy	-	2.4%
Utilities	-	-

Return for Risk

TMFG vs. DJIA — Risk / Return Rank

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

TMFG

TMFG Risk / Return Rank: 13
TMFG Sharpe Ratio Rank: 13
TMFG Sortino Ratio Rank: 12
TMFG Omega Ratio Rank: 12
TMFG Calmar Ratio Rank: 13
TMFG Martin Ratio Rank: 14

DJIA

DJIA Risk / Return Rank: 51
DJIA Sharpe Ratio Rank: 54
DJIA Sortino Ratio Rank: 54
DJIA Omega Ratio Rank: 64
DJIA Calmar Ratio Rank: 40
DJIA Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMFG vs. DJIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) and Global X Dow 30 Covered Call ETF (DJIA). 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.

	TMFG	DJIA	Difference
Sharpe ratio: Return per unit of total volatility	0.30	1.89	-1.59
Sortino ratio: Return per unit of downside risk	0.51	2.67	-2.16
Omega ratio: Gain probability vs. loss probability	1.06	1.39	-0.34
Calmar ratio: Return relative to maximum drawdown	0.33	1.99	-1.66
Martin ratio: Return relative to average drawdown	1.10	7.38	-6.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TMFG vs. DJIA - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.30, which is lower than the DJIA Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of TMFG and DJIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TMFG	DJIA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	1.89	-1.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.69	-0.49

Drawdowns

TMFG vs. DJIA - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for TMFG and DJIA.

Drawdown Indicators

	TMFG	DJIA	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-16.91%	-16.75%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-7.34%	-4.47%
Max Drawdown (3Y) Largest decline over 3 years	-16.60%	-12.09%	-4.51%
Current Drawdown Current decline from peak	-1.16%	-0.13%	-1.03%
Average Drawdown Average peak-to-trough decline	-10.49%	-3.59%	-6.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	1.97%	+1.51%

Volatility

TMFG vs. DJIA - Volatility Comparison

Motley Fool Global Opportunities ETF (TMFG) has a higher volatility of 2.64% compared to Global X Dow 30 Covered Call ETF (DJIA) at 1.66%. This indicates that TMFG's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFG	DJIA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.64%	1.66%	+0.98%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	6.24%	+3.83%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	7.74%	+5.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.60%	11.19%	+7.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.60%	11.19%	+7.41%

TMFG vs. DJIA - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than DJIA's 0.60% expense ratio.

Dividends

TMFG vs. DJIA - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.26%, less than DJIA's 10.82% yield.

Position	TTM	2025	2024	2023	2022
DJIA Global X Dow 30 Covered Call ETF	10.82%	10.60%	11.44%	7.16%	9.18%
TMFG Motley Fool Global Opportunities ETF	0.26%	0.27%	13.94%	5.42%	0.70%

Frequently Asked Questions

Can I hold both TMFG and DJIA in my portfolio?

TMFG and DJIA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFG or DJIA?

TMFG has higher volatility (2.64%) compared to DJIA (1.66%). In terms of maximum drawdown, TMFG dropped -33.66% vs DJIA's -16.91%.

Which ETF is better, TMFG or DJIA?

On 3-year performance, TMFG leads with 12.53% vs 10.50% for DJIA. On fees, DJIA is cheaper at 0.60% per year. On volatility, DJIA has been the lower-risk option at 1.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFG or DJIA?

Over the 3-year period, TMFG has performed better with a 12.53% return vs 10.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFG or DJIA?

DJIA is cheaper with a 0.60% expense ratio, compared with 0.85% for TMFG.

Which ETF pays a higher dividend yield, TMFG or DJIA?

DJIA has the higher dividend yield at 10.82%, compared with 0.26% for TMFG.

What is the main difference between TMFG and DJIA?

TMFG is categorized as Global Equities, while DJIA is Derivative Income. They also come from different issuers: Motley Fool and Global X. Their fees differ too: 0.85% for TMFG and 0.60% for DJIA.

Which has better risk-adjusted returns?

DJIA currently has the higher Sharpe Ratio (1.89 vs 0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.