TSIC vs. EQL
TSIC (Truth Social American Icons ETF) and EQL (ALPS Equal Sector Weight ETF) are both Large Cap Blend Equities funds - TSIC tracks the Truth Social - Yorkville American Icons Index while EQL tracks the NYSE Equal Sector Weight Index. Both are passively managed. A 0.59 correlation means they provide meaningful diversification when combined. TSIC charges 0.65%/yr vs 0.27%/yr for EQL.
Performance
TSIC vs. EQL - Performance Comparison
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Returns By Period
In the year-to-date period, TSIC achieves a -0.56% return, which is significantly lower than EQL's 9.62% return.
TSIC
- 1D
- -1.34%
- 1M
- -2.06%
- 6M
- -4.18%
- YTD
- -0.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EQL
- 1D
- -0.82%
- 1M
- 1.10%
- 6M
- 6.19%
- YTD
- 9.62%
- 1Y
- 14.18%
- 3Y*
- 14.25%
- 5Y*
- 10.45%
- 10Y*
- 12.21%
- ALL TIME*
- 13.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.09M | $2.10M | $2.45M | |
| $8.78K | $15.86K | $21.71K |
TSIC vs. EQL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSIC Truth Social American Icons ETF | -0.56% | -0.48% |
EQL ALPS Equal Sector Weight ETF | 9.62% | -0.67% |
Correlation
The correlation between TSIC and EQL 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 (All Time) Calculated using the full available price history since Dec 30, 2025 | 0.59 |
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Return for Risk
TSIC vs. EQL — Risk / Return Rank
TSIC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EQL
TSIC vs. EQL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Truth Social American Icons ETF (TSIC) and ALPS Equal Sector Weight ETF (EQL). 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.
| TSIC | EQL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.30 | — |
| Martin ratioReturn relative to average drawdown | — | 8.82 | — |
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Drawdowns
TSIC vs. EQL - Drawdown Comparison
The maximum TSIC drawdown since its inception was -9.79%, smaller than the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for TSIC and EQL.
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Drawdown Indicators
| TSIC | EQL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -35.65% | +25.86% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.19% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.24% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.65% | — |
Current DrawdownCurrent decline from peak | -9.79% | -1.25% | -8.54% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -3.24% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.61% | — |
Volatility
TSIC vs. EQL - Volatility Comparison
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Volatility by Period
| TSIC | EQL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.93% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.94% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.65% | 9.48% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 14.51% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 16.48% | -2.83% |
TSIC vs. EQL - Expense Ratio Comparison
TSIC has a 0.65% expense ratio, which is higher than EQL's 0.27% expense ratio.
Dividends
TSIC vs. EQL - Dividend Comparison
TSIC's dividend yield for the trailing twelve months is around 0.84%, less than EQL's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQL ALPS Equal Sector Weight ETF | 1.37% | 1.73% | 1.78% | 1.96% | 2.14% | 1.69% | 2.29% | 1.95% | 2.39% | 1.97% | 2.89% | 2.07% |
TSIC Truth Social American Icons ETF | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSIC and EQL 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.
On fees, EQL is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQL is cheaper with a 0.27% expense ratio, compared with 0.65% for TSIC.
EQL has the higher dividend yield at 1.37%, compared with 0.84% for TSIC.
TSIC tracks Truth Social - Yorkville American Icons Index, while EQL tracks NYSE Equal Sector Weight Index. They also come from different issuers: Truth Social Funds and SS&C. Their fees differ too: 0.65% for TSIC and 0.27% for EQL.
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