Correlation
The correlation between UPAR and ALLW is 0.53, 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.
UPAR vs. ALLW
Compare and contrast key facts about UPAR Ultra Risk Parity ETF (UPAR) and SPDR Bridgewater All Weather ETF (ALLW).
UPAR and ALLW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UPAR is a passively managed fund by RPAR that tracks the performance of the NONE. It was launched on Jan 3, 2022. ALLW is an actively managed fund by SPDR. It was launched on Mar 5, 2025.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UPAR or ALLW.
Performance
UPAR vs. ALLW - Performance Comparison
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Key characteristics
UPAR:
16.79%
ALLW:
19.22%
UPAR:
-38.99%
ALLW:
-8.78%
UPAR:
-23.74%
ALLW:
-0.43%
Returns By Period
UPAR
5.98%
0.07%
-0.91%
5.30%
-2.67%
N/A
N/A
ALLW
N/A
0.28%
N/A
N/A
N/A
N/A
N/A
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UPAR vs. ALLW - Expense Ratio Comparison
UPAR has a 0.65% expense ratio, which is lower than ALLW's 0.85% expense ratio.
Risk-Adjusted Performance
UPAR vs. ALLW — Risk-Adjusted Performance Rank
UPAR
ALLW
UPAR vs. ALLW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UPAR Ultra Risk Parity ETF (UPAR) and SPDR Bridgewater All Weather ETF (ALLW). 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.
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Dividends
UPAR vs. ALLW - Dividend Comparison
UPAR's dividend yield for the trailing twelve months is around 3.46%, while ALLW has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
UPAR UPAR Ultra Risk Parity ETF | 3.46% | 3.32% | 3.05% | 4.74% |
ALLW SPDR Bridgewater All Weather ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UPAR vs. ALLW - Drawdown Comparison
The maximum UPAR drawdown since its inception was -38.99%, which is greater than ALLW's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for UPAR and ALLW.
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Volatility
UPAR vs. ALLW - Volatility Comparison
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