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TTAI vs. IPOS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTAI vs. IPOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and Renaissance International IPO ETF (IPOS). The values are adjusted to include any dividend payments, if applicable.

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TTAI vs. IPOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
-4.90%13.27%0.39%18.22%-24.37%16.87%18.30%24.52%-17.73%7.27%
IPOS
Renaissance International IPO ETF
9.58%39.93%-12.34%-16.49%-33.46%-30.62%50.71%30.93%-22.33%16.88%

Returns By Period

In the year-to-date period, TTAI achieves a -4.90% return, which is significantly lower than IPOS's 9.58% return.


TTAI

1D
-0.99%
1M
-4.03%
YTD
-4.90%
6M
-2.94%
1Y
7.69%
3Y*
5.77%
5Y*
1.51%
10Y*

IPOS

1D
-1.72%
1M
-2.60%
YTD
9.58%
6M
3.49%
1Y
45.16%
3Y*
4.56%
5Y*
-11.74%
10Y*
0.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTAI vs. IPOS - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is lower than IPOS's 0.80% expense ratio.


Return for Risk

TTAI vs. IPOS — Risk / Return Rank

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

TTAI
TTAI Risk / Return Rank: 2222
Overall Rank
TTAI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TTAI Sortino Ratio Rank: 2121
Sortino Ratio Rank
TTAI Omega Ratio Rank: 2222
Omega Ratio Rank
TTAI Calmar Ratio Rank: 2121
Calmar Ratio Rank
TTAI Martin Ratio Rank: 2424
Martin Ratio Rank

IPOS
IPOS Risk / Return Rank: 7575
Overall Rank
IPOS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 7474
Sortino Ratio Rank
IPOS Omega Ratio Rank: 7676
Omega Ratio Rank
IPOS Calmar Ratio Rank: 8181
Calmar Ratio Rank
IPOS Martin Ratio Rank: 6767
Martin Ratio Rank
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.

TTAI vs. IPOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and Renaissance International IPO ETF (IPOS). 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.


TTAIIPOSDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.55

-1.16

Sortino ratio

Return per unit of downside risk

0.66

1.98

-1.32

Omega ratio

Gain probability vs. loss probability

1.09

1.30

-0.21

Calmar ratio

Return relative to maximum drawdown

0.56

2.69

-2.13

Martin ratio

Return relative to average drawdown

2.17

8.09

-5.91

TTAI vs. IPOS - Sharpe Ratio Comparison

The current TTAI Sharpe Ratio is 0.39, which is lower than the IPOS Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TTAI and IPOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TTAIIPOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.55

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.44

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.00

+0.24

Correlation

The correlation between TTAI and IPOS is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TTAI vs. IPOS - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 2.68%, more than IPOS's 0.87% yield.


TTM20252024202320222021202020192018201720162015
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
2.68%2.30%2.13%2.39%9.36%2.01%0.64%1.90%0.92%0.26%0.00%0.00%
IPOS
Renaissance International IPO ETF
0.87%1.04%0.93%0.33%0.00%0.00%0.25%0.89%1.12%0.87%1.73%1.08%

Drawdowns

TTAI vs. IPOS - Drawdown Comparison

The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum IPOS drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for TTAI and IPOS.


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Drawdown Indicators


TTAIIPOSDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-73.09%

+38.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-17.17%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-34.13%

-70.33%

+36.20%

Max Drawdown (10Y)

Largest decline over 10 years

-73.09%

Current Drawdown

Current decline from peak

-9.12%

-53.44%

+44.32%

Average Drawdown

Average peak-to-trough decline

-9.33%

-31.78%

+22.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

5.71%

-2.03%

Volatility

TTAI vs. IPOS - Volatility Comparison

The current volatility for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) is 7.86%, while Renaissance International IPO ETF (IPOS) has a volatility of 14.37%. This indicates that TTAI experiences smaller price fluctuations and is considered to be less risky than IPOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTAIIPOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

14.37%

-6.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

24.21%

-11.91%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

29.31%

-9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

26.52%

-9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

23.71%

-4.89%