PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
USCF vs. FLOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USCF and FLOW 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.

USCF vs. FLOW

Last updated Jun 1, 2025

Compare and contrast key facts about Themes US Cash Flow Champions ETF (USCF) and SPX FLOW, Inc. (FLOW).

USCF is a passively managed fund by Themes that tracks the performance of the Solactive US Cash Flow Champions Index - Benchmark TR Gross. It was launched on Dec 12, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USCF or FLOW.

Performance

USCF vs. FLOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US Cash Flow Champions ETF (USCF) and SPX FLOW, Inc. (FLOW). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

USCF:

0.79

FLOW:

0.16

Sortino Ratio

USCF:

1.14

FLOW:

0.40

Omega Ratio

USCF:

1.18

FLOW:

1.06

Calmar Ratio

USCF:

0.86

FLOW:

0.17

Martin Ratio

USCF:

3.31

FLOW:

0.59

Ulcer Index

USCF:

4.31%

FLOW:

6.42%

Daily Std Dev

USCF:

18.83%

FLOW:

21.53%

Max Drawdown

USCF:

-16.67%

FLOW:

-21.64%

Current Drawdown

USCF:

-3.23%

FLOW:

-8.43%

Returns By Period

In the year-to-date period, USCF achieves a 4.09% return, which is significantly higher than FLOW's -1.52% return.

USCF

YTD

4.09%

1M

5.29%

6M

-1.49%

1Y

12.81%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FLOW

YTD

-1.52%

1M

5.22%

6M

-7.80%

1Y

2.37%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Themes US Cash Flow Champions ETF

SPX FLOW, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

USCF vs. FLOW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USCF
The Risk-Adjusted Performance Rank of USCF is 7070
Overall Rank
The Sharpe Ratio Rank of USCF is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of USCF is 6565
Sortino Ratio Rank
The Omega Ratio Rank of USCF is 7171
Omega Ratio Rank
The Calmar Ratio Rank of USCF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of USCF is 7272
Martin Ratio Rank
FLOW
The Risk-Adjusted Performance Rank of FLOW is 5454
Overall Rank
The Sharpe Ratio Rank of FLOW is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FLOW is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FLOW is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FLOW is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FLOW is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USCF vs. FLOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US Cash Flow Champions ETF (USCF) and SPX FLOW, Inc. (FLOW). 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.

The current USCF Sharpe Ratio is 0.79, which is higher than the FLOW Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of USCF and FLOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

USCF vs. FLOW - Dividend Comparison

USCF's dividend yield for the trailing twelve months is around 1.14%, less than FLOW's 2.18% yield.

TTM20242023
USCF
Themes US Cash Flow Champions ETF		1.14%1.19%0.00%
FLOW
SPX FLOW, Inc.		2.18%2.10%0.95%

Drawdowns

USCF vs. FLOW - Drawdown Comparison

The maximum USCF drawdown since its inception was -16.67%, smaller than the maximum FLOW drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for USCF and FLOW.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

USCF vs. FLOW - Volatility Comparison

The current volatility for Themes US Cash Flow Champions ETF (USCF) is 4.35%, while SPX FLOW, Inc. (FLOW) has a volatility of 6.17%. This indicates that USCF experiences smaller price fluctuations and is considered to be less risky than FLOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...