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YALL vs. BLES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


YALLBLES
YTD Return33.61%11.81%
1Y Return52.87%27.59%
Sharpe Ratio3.481.99
Sortino Ratio4.612.70
Omega Ratio1.601.36
Calmar Ratio5.931.83
Martin Ratio21.7512.62
Ulcer Index2.38%2.11%
Daily Std Dev14.83%13.41%
Max Drawdown-12.03%-40.35%
Current Drawdown0.00%-1.13%

Correlation

-0.50.00.51.00.8

The correlation between YALL and BLES is 0.83, 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

YALL vs. BLES - Performance Comparison

In the year-to-date period, YALL achieves a 33.61% return, which is significantly higher than BLES's 11.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.60%
6.56%
YALL
BLES

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YALL vs. BLES - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than BLES's 0.52% expense ratio.


YALL
God Bless America ETF
Expense ratio chart for YALL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for BLES: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Risk-Adjusted Performance

YALL vs. BLES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Inspire Global Hope ETF (BLES). 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.


YALL
Sharpe ratio
The chart of Sharpe ratio for YALL, currently valued at 3.48, compared to the broader market-2.000.002.004.003.48
Sortino ratio
The chart of Sortino ratio for YALL, currently valued at 4.61, compared to the broader market0.005.0010.004.61
Omega ratio
The chart of Omega ratio for YALL, currently valued at 1.60, compared to the broader market1.001.502.002.503.001.60
Calmar ratio
The chart of Calmar ratio for YALL, currently valued at 5.93, compared to the broader market0.005.0010.0015.005.93
Martin ratio
The chart of Martin ratio for YALL, currently valued at 21.75, compared to the broader market0.0020.0040.0060.0080.00100.0021.75
BLES
Sharpe ratio
The chart of Sharpe ratio for BLES, currently valued at 1.99, compared to the broader market-2.000.002.004.001.99
Sortino ratio
The chart of Sortino ratio for BLES, currently valued at 2.70, compared to the broader market0.005.0010.002.70
Omega ratio
The chart of Omega ratio for BLES, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for BLES, currently valued at 2.78, compared to the broader market0.005.0010.0015.002.78
Martin ratio
The chart of Martin ratio for BLES, currently valued at 12.62, compared to the broader market0.0020.0040.0060.0080.00100.0012.62

YALL vs. BLES - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 3.48, which is higher than the BLES Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of YALL and BLES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.48
1.99
YALL
BLES

Dividends

YALL vs. BLES - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 2.63%, more than BLES's 1.90% yield.


TTM2023202220212020201920182017
YALL
God Bless America ETF
2.63%3.51%0.19%0.00%0.00%0.00%0.00%0.00%
BLES
Inspire Global Hope ETF
1.90%1.81%1.64%9.28%1.61%2.15%2.39%1.99%

Drawdowns

YALL vs. BLES - Drawdown Comparison

The maximum YALL drawdown since its inception was -12.03%, smaller than the maximum BLES drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for YALL and BLES. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.13%
YALL
BLES

Volatility

YALL vs. BLES - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 4.43% compared to Inspire Global Hope ETF (BLES) at 3.30%. This indicates that YALL's price experiences larger fluctuations and is considered to be riskier than BLES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.43%
3.30%
YALL
BLES