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TSEL vs. BPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. BPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and BP p.l.c. ADRhedged ETF (BPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TSEL

1D
0.33%
1M
4.97%
YTD
3.97%
6M
1.87%
1Y
8.97%
3Y*
5Y*
10Y*

BPH

1D
0.38%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. BPH - Yearly Performance Comparison


Correlation

The correlation between TSEL and BPH is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 27, 2026

-0.21

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Return for Risk

TSEL vs. BPH — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1515
Overall Rank
TSEL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1616
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1414
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1414
Martin Ratio Rank

BPH
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.

TSEL vs. BPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and BP p.l.c. ADRhedged ETF (BPH). 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.


TSELBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.38

Martin ratioReturn relative to average drawdown

0.95

TSEL vs. BPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSELBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

9.79

-9.39

Drawdowns

TSEL vs. BPH - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than BPH's maximum drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for TSEL and BPH.


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Drawdown Indicators


TSELBPHDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-2.35%

-26.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

Current Drawdown

Current decline from peak

-4.76%

0.00%

-4.76%

Average Drawdown

Average peak-to-trough decline

-8.24%

-0.93%

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.45%

Volatility

TSEL vs. BPH - Volatility Comparison


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Volatility by Period


TSELBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.33%

23.51%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

23.51%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.74%

23.51%

+3.23%

TSEL vs. BPH - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than BPH's 0.19% expense ratio.


Dividends

TSEL vs. BPH - Dividend Comparison

Neither TSEL nor BPH has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TSEL and BPH have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BPH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BPH is cheaper with a 0.19% expense ratio, compared with 0.67% for TSEL.

TSEL and BPH have nearly identical dividend yields, around 0.00%.

TSEL is categorized as Large Cap Growth Equities, while BPH is Oil & Gas. They also come from different issuers: Touchstone and Precidian. Their fees differ too: 0.67% for TSEL and 0.19% for BPH.

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