TTAC vs. USMV
Compare and contrast key facts about TrimTabs US Free Cash Flow Quality ETF (TTAC) and iShares Edge MSCI Min Vol USA ETF (USMV).
TTAC and USMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTAC is an actively managed fund by TrimTabs. It was launched on Sep 28, 2016. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAC or USMV.
Key characteristics
| TTAC | USMV | |
|---|---|---|
| YTD Return | 21.96% | 20.86% |
| 1Y Return | 32.20% | 28.25% |
| 3Y Return (Ann) | 9.50% | 7.87% |
| 5Y Return (Ann) | 15.47% | 9.77% |
| Sharpe Ratio | 2.58 | 3.38 |
| Sortino Ratio | 3.54 | 4.78 |
| Omega Ratio | 1.45 | 1.64 |
| Calmar Ratio | 4.34 | 4.72 |
| Martin Ratio | 16.05 | 22.01 |
| Ulcer Index | 2.00% | 1.28% |
| Daily Std Dev | 12.45% | 8.38% |
| Max Drawdown | -34.95% | -33.10% |
| Current Drawdown | -0.64% | -0.35% |
Correlation
The correlation between TTAC and USMV is 0.80, 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.
Performance
TTAC vs. USMV - Performance Comparison
In the year-to-date period, TTAC achieves a 21.96% return, which is significantly higher than USMV's 20.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TTAC vs. USMV - Expense Ratio Comparison
TTAC has a 0.59% expense ratio, which is higher than USMV's 0.15% expense ratio.
Risk-Adjusted Performance
TTAC vs. USMV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and iShares Edge MSCI Min Vol USA ETF (USMV). 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.
Dividends
TTAC vs. USMV - Dividend Comparison
TTAC's dividend yield for the trailing twelve months is around 0.72%, less than USMV's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTAC TrimTabs US Free Cash Flow Quality ETF | 0.72% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% | 0.19% | 0.00% | 0.00% | 0.00% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Drawdowns
TTAC vs. USMV - Drawdown Comparison
The maximum TTAC drawdown since its inception was -34.95%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for TTAC and USMV. For additional features, visit the drawdowns tool.
Volatility
TTAC vs. USMV - Volatility Comparison
TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 3.50% compared to iShares Edge MSCI Min Vol USA ETF (USMV) at 2.77%. This indicates that TTAC's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.