XTR vs. ACIO
Compare and contrast key facts about Global X S&P 500 Tail Risk ETF (XTR) and Aptus Collared Income Opportunity ETF (ACIO).
XTR and ACIO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 Tail Risk Index. It was launched on Aug 25, 2021. ACIO is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 10, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTR or ACIO.
Key characteristics
| XTR | ACIO | |
|---|---|---|
| YTD Return | 24.18% | 23.98% |
| 1Y Return | 31.74% | 29.14% |
| 3Y Return (Ann) | 7.76% | 9.60% |
| Sharpe Ratio | 3.04 | 3.39 |
| Sortino Ratio | 4.22 | 4.83 |
| Omega Ratio | 1.56 | 1.65 |
| Calmar Ratio | 4.79 | 6.00 |
| Martin Ratio | 19.08 | 25.57 |
| Ulcer Index | 1.79% | 1.21% |
| Daily Std Dev | 11.25% | 9.14% |
| Max Drawdown | -20.83% | -14.19% |
| Current Drawdown | -1.01% | -0.32% |
Correlation
The correlation between XTR and ACIO is 0.93, 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.
Performance
XTR vs. ACIO - Performance Comparison
The year-to-date returns for both stocks are quite close, with XTR having a 24.18% return and ACIO slightly lower at 23.98%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XTR vs. ACIO - Expense Ratio Comparison
XTR has a 0.60% expense ratio, which is lower than ACIO's 0.79% expense ratio.
Risk-Adjusted Performance
XTR vs. ACIO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Tail Risk ETF (XTR) and Aptus Collared Income Opportunity ETF (ACIO). 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
XTR vs. ACIO - Dividend Comparison
XTR's dividend yield for the trailing twelve months is around 1.08%, more than ACIO's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XTR Global X S&P 500 Tail Risk ETF | 1.08% | 1.09% | 1.09% | 2.32% | 0.00% | 0.00% |
ACIO Aptus Collared Income Opportunity ETF | 0.52% | 0.72% | 1.51% | 0.61% | 1.02% | 1.32% |
Drawdowns
XTR vs. ACIO - Drawdown Comparison
The maximum XTR drawdown since its inception was -20.83%, which is greater than ACIO's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for XTR and ACIO. For additional features, visit the drawdowns tool.
Volatility
XTR vs. ACIO - Volatility Comparison
Global X S&P 500 Tail Risk ETF (XTR) has a higher volatility of 3.76% compared to Aptus Collared Income Opportunity ETF (ACIO) at 2.97%. This indicates that XTR's price experiences larger fluctuations and is considered to be riskier than ACIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.