XPND vs. MTUM
Compare and contrast key facts about First Trust Expanded Technology ETF (XPND) and iShares Edge MSCI USA Momentum Factor ETF (MTUM).
XPND and MTUM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XPND is an actively managed fund by First Trust. It was launched on Jun 14, 2021. MTUM is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum Index. It was launched on Apr 16, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPND or MTUM.
Performance
XPND vs. MTUM - Performance Comparison
Returns By Period
In the year-to-date period, XPND achieves a 29.73% return, which is significantly lower than MTUM's 37.54% return.
XPND
29.73%
4.85%
13.23%
36.30%
N/A
N/A
MTUM
37.54%
3.53%
13.12%
43.02%
13.29%
13.55%
Key characteristics
| XPND | MTUM | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.33 |
| Sortino Ratio | 2.54 | 3.13 |
| Omega Ratio | 1.34 | 1.41 |
| Calmar Ratio | 2.87 | 2.02 |
| Martin Ratio | 10.59 | 13.51 |
| Ulcer Index | 3.43% | 3.18% |
| Daily Std Dev | 19.09% | 18.46% |
| Max Drawdown | -38.00% | -34.08% |
| Current Drawdown | -1.46% | 0.00% |
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XPND vs. MTUM - Expense Ratio Comparison
XPND has a 0.65% expense ratio, which is higher than MTUM's 0.15% expense ratio.
Correlation
The correlation between XPND and MTUM is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XPND vs. MTUM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Expanded Technology ETF (XPND) and iShares Edge MSCI USA Momentum Factor ETF (MTUM). 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.
Dividends
XPND vs. MTUM - Dividend Comparison
XPND's dividend yield for the trailing twelve months is around 0.05%, less than MTUM's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPND First Trust Expanded Technology ETF | 0.05% | 0.18% | 0.34% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 0.54% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% | 1.04% | 1.02% |
Drawdowns
XPND vs. MTUM - Drawdown Comparison
The maximum XPND drawdown since its inception was -38.00%, which is greater than MTUM's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for XPND and MTUM. For additional features, visit the drawdowns tool.
Volatility
XPND vs. MTUM - Volatility Comparison
First Trust Expanded Technology ETF (XPND) has a higher volatility of 5.48% compared to iShares Edge MSCI USA Momentum Factor ETF (MTUM) at 4.22%. This indicates that XPND's price experiences larger fluctuations and is considered to be riskier than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.