TTAC vs. SGRT

Last updated Jun 4, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.

Performance

TTAC vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAC achieves a 17.63% return, which is significantly lower than SGRT's 51.46% return.

TTAC

• 1D: 0.02%
• 1M: 6.04%
• YTD: 17.63%
• 6M: 17.18%
• 1Y: 20.72%
• 3Y*: 19.01%
• 5Y*: 12.77%
• 10Y*: —

SGRT

• 1D: 0.03%
• 1M: 14.68%
• YTD: 51.46%
• 6M: 56.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TTAC vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
TTAC TrimTabs US Free Cash Flow Quality ETF	17.63%	4.12%
SGRT SMART Earnings Growth 30 ETF	51.46%	25.25%

Correlation

The correlation between TTAC and SGRT is 0.77, 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 Aug 21, 2025	0.77

Return for Risk

TTAC vs. SGRT — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 45
TTAC Sharpe Ratio Rank: 38
TTAC Sortino Ratio Rank: 36
TTAC Omega Ratio Rank: 36
TTAC Calmar Ratio Rank: 59
TTAC Martin Ratio Rank: 55

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.

TTAC vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and SMART Earnings Growth 30 ETF (SGRT). 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.

	TTAC	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	1.36	—	—
Sortino ratio: Return per unit of downside risk	1.91	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	2.90	—	—
Martin ratio: Return relative to average drawdown	9.41	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TTAC	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	3.81	-3.02

Drawdowns

TTAC vs. SGRT - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for TTAC and SGRT.

Drawdown Indicators

	TTAC	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-17.87%	-17.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.99%	-3.11%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	—	—

Volatility

Volatility by Period

	TTAC	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	33.41%	-18.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	33.41%	-16.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.71%	33.41%	-14.70%

TTAC vs. SGRT - Expense Ratio Comparison

Both TTAC and SGRT have an expense ratio of 0.59%.

Dividends

TTAC vs. SGRT - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and SGRT in my portfolio?

TTAC and SGRT have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TTAC or SGRT?

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TTAC or SGRT?

TTAC and SGRT have the same expense ratio: 0.59% per year.

Which ETF pays a higher dividend yield, TTAC or SGRT?

TTAC has the higher dividend yield at 0.53%, compared with 0.11% for SGRT.