USPX vs. MPLY

Last updated Jun 4, 2026

USPX (Franklin U.S. Equity Index ETF) and MPLY (Monopoly ETF) are both Large Cap Blend Equities funds. USPX is passively managed, while MPLY is actively managed. Over the past year, USPX returned 27.42% vs 30.99% for MPLY. Their correlation of 0.94 suggests significant overlap in exposure. USPX charges 0.03%/yr vs 0.79%/yr for MPLY.

Performance

USPX vs. MPLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Equity Index ETF (USPX) and Monopoly ETF (MPLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USPX achieves a 10.64% return, which is significantly higher than MPLY's 9.43% return.

USPX

• 1D: -0.75%
• 1M: 5.12%
• YTD: 10.64%
• 6M: 10.50%
• 1Y: 27.42%
• 3Y*: 22.42%
• 5Y*: 12.39%
• 10Y*: —

MPLY

• 1D: -0.93%
• 1M: 5.23%
• YTD: 9.43%
• 6M: 8.80%
• 1Y: 30.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USPX vs. MPLY - Yearly Performance Comparison

	2026 (YTD)	2025
USPX Franklin U.S. Equity Index ETF	10.64%	15.62%
MPLY Monopoly ETF	9.43%	20.40%

Correlation

The correlation between USPX and MPLY is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (All Time) Calculated using the full available price history since May 19, 2025	0.94

The correlation between USPX and MPLY has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

Return for Risk

USPX vs. MPLY — Risk / Return Rank

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

USPX

USPX Risk / Return Rank: 68
USPX Sharpe Ratio Rank: 69
USPX Sortino Ratio Rank: 68
USPX Omega Ratio Rank: 68
USPX Calmar Ratio Rank: 61
USPX Martin Ratio Rank: 73

MPLY

MPLY Risk / Return Rank: 56
MPLY Sharpe Ratio Rank: 62
MPLY Sortino Ratio Rank: 60
MPLY Omega Ratio Rank: 58
MPLY Calmar Ratio Rank: 47
MPLY Martin Ratio Rank: 54

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.

USPX vs. MPLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Equity Index ETF (USPX) and Monopoly ETF (MPLY). 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.

	USPX	MPLY	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.06	+0.22
Sortino ratio: Return per unit of downside risk	3.12	2.81	+0.32
Omega ratio: Gain probability vs. loss probability	1.41	1.36	+0.05
Calmar ratio: Return relative to maximum drawdown	3.01	2.31	+0.70
Martin ratio: Return relative to average drawdown	13.72	9.17	+4.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USPX vs. MPLY - Sharpe Ratio Comparison

The current USPX Sharpe Ratio is 2.28, which is comparable to the MPLY Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of USPX and MPLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	USPX	MPLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.06	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	2.02	-1.22

Drawdowns

USPX vs. MPLY - Drawdown Comparison

The maximum USPX drawdown since its inception was -31.21%, which is greater than MPLY's maximum drawdown of -13.46%. Use the drawdown chart below to compare losses from any high point for USPX and MPLY.

Drawdown Indicators

	USPX	MPLY	Difference
Max Drawdown Largest peak-to-trough decline	-31.21%	-13.46%	-17.75%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-13.46%	+4.31%
Max Drawdown (3Y) Largest decline over 3 years	-19.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.21%	—	—
Current Drawdown Current decline from peak	-0.75%	-0.93%	+0.18%
Average Drawdown Average peak-to-trough decline	-4.44%	-2.05%	-2.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	3.39%	-1.39%

Volatility

USPX vs. MPLY - Volatility Comparison

The current volatility for Franklin U.S. Equity Index ETF (USPX) is 2.87%, while Monopoly ETF (MPLY) has a volatility of 3.69%. This indicates that USPX experiences smaller price fluctuations and is considered to be less risky than MPLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USPX	MPLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	3.69%	-0.82%
Volatility (6M) Calculated over the trailing 6-month period	9.16%	11.49%	-2.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	15.09%	-3.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.17%	15.07%	+1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.92%	15.07%	+0.85%

USPX vs. MPLY - Expense Ratio Comparison

USPX has a 0.03% expense ratio, which is lower than MPLY's 0.79% expense ratio.

Dividends

USPX vs. MPLY - Dividend Comparison

USPX's dividend yield for the trailing twelve months is around 1.04%, more than MPLY's 0.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MPLY Monopoly ETF	0.12%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USPX Franklin U.S. Equity Index ETF	1.04%	1.07%	1.23%	1.35%	2.21%	2.40%	2.51%	3.07%	2.91%	2.60%	4.89%

Frequently Asked Questions

Can I hold both USPX and MPLY in my portfolio?

With a correlation of 0.94, USPX and MPLY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, USPX or MPLY?

MPLY has higher volatility (3.69%) compared to USPX (2.87%). In terms of maximum drawdown, USPX dropped -31.21% vs MPLY's -13.46%.

Which ETF is better, USPX or MPLY?

On 1-year performance, MPLY leads with 30.99% vs 27.42% for USPX. On fees, USPX is cheaper at 0.03% per year. On volatility, USPX has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USPX or MPLY?

Over the 1-year period, MPLY has performed better with a 30.99% return vs 27.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USPX or MPLY?

USPX is cheaper with a 0.03% expense ratio, compared with 0.79% for MPLY.

Which ETF pays a higher dividend yield, USPX or MPLY?

USPX has the higher dividend yield at 1.04%, compared with 0.12% for MPLY.

What is the main difference between USPX and MPLY?

They also come from different issuers: Franklin Templeton and Strategy Shares. Their fees differ too: 0.03% for USPX and 0.79% for MPLY.

Which has better risk-adjusted returns?

USPX currently has the higher Sharpe Ratio (2.28 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.