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USRD vs. MWMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USRD vs. MWMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US R&D Champions ETF (USRD) and VanEck Morningstar Wide Moat Fund (MWMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USRD achieves a 12.31% return, which is significantly higher than MWMIX's -2.27% return.


USRD

1D
1.76%
1M
4.18%
YTD
12.31%
6M
9.99%
1Y
21.33%
3Y*
5Y*
10Y*

MWMIX

1D
-1.27%
1M
1.37%
YTD
-2.27%
6M
-3.51%
1Y
10.84%
3Y*
8.67%
5Y*
6.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRD vs. MWMIX - Yearly Performance Comparison


2026 (YTD)202520242023
USRD
Themes US R&D Champions ETF
12.31%12.44%15.53%5.32%
MWMIX
VanEck Morningstar Wide Moat Fund
-2.27%13.17%10.30%-0.62%

Correlation

The correlation between USRD and MWMIX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2023

0.74

The correlation between USRD and MWMIX has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.

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Return for Risk

USRD vs. MWMIX — Risk / Return Rank

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

USRD
USRD Risk / Return Rank: 3737
Overall Rank
USRD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USRD Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRD Omega Ratio Rank: 3737
Omega Ratio Rank
USRD Calmar Ratio Rank: 3737
Calmar Ratio Rank
USRD Martin Ratio Rank: 3636
Martin Ratio Rank

MWMIX
MWMIX Risk / Return Rank: 1212
Overall Rank
MWMIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MWMIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MWMIX Omega Ratio Rank: 1111
Omega Ratio Rank
MWMIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MWMIX Martin Ratio Rank: 1212
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.

USRD vs. MWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US R&D Champions ETF (USRD) and VanEck Morningstar Wide Moat Fund (MWMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USRDMWMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratioReturn relative to maximum drawdown

1.59

0.83

+0.76

Martin ratioReturn relative to average drawdown

4.81

2.55

+2.25

USRD vs. MWMIX - Sharpe Ratio Comparison

The current USRD Sharpe Ratio is 1.21, which is higher than the MWMIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of USRD and MWMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USRD vs. MWMIX - Drawdown Comparison

The maximum USRD drawdown since its inception was -23.79%, smaller than the maximum MWMIX drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for USRD and MWMIX.


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Drawdown Indicators


USRDMWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-33.03%

+9.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-12.42%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.90%

Current Drawdown

Current decline from peak

-7.42%

-5.96%

-1.46%

Average Drawdown

Average peak-to-trough decline

-3.71%

-4.79%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

4.04%

+0.41%

Volatility

USRD vs. MWMIX - Volatility Comparison

Themes US R&D Champions ETF (USRD) has a higher volatility of 8.08% compared to VanEck Morningstar Wide Moat Fund (MWMIX) at 4.07%. This indicates that USRD's price experiences larger fluctuations and is considered to be riskier than MWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USRDMWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

4.07%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

9.97%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

13.95%

+3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

18.66%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

20.46%

-0.97%

USRD vs. MWMIX - Expense Ratio Comparison

USRD has a 0.29% expense ratio, which is lower than MWMIX's 0.59% expense ratio.


Dividends

USRD vs. MWMIX - Dividend Comparison

USRD's dividend yield for the trailing twelve months is around 0.38%, less than MWMIX's 12.76% yield.


PositionTTM202520242023202220212020201920182017
MWMIX
VanEck Morningstar Wide Moat Fund
12.76%12.47%10.34%0.77%11.44%13.44%8.22%10.84%9.48%0.26%
USRD
Themes US R&D Champions ETF
0.38%0.42%2.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USRD and MWMIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USRD has higher volatility (8.08%) compared to MWMIX (4.07%). In terms of maximum drawdown, USRD dropped -23.79% vs MWMIX's -33.03%.

USRD currently has the higher Sharpe Ratio (1.21 vs 0.74), 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.

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