PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YALL vs. USXF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YALL and USXF is 0.85, 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.


-0.50.00.51.00.9

Performance

YALL vs. USXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and iShares ESG Advanced MSCI USA ETF (USXF). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.34%
8.38%
YALL
USXF

Key characteristics

Sharpe Ratio

YALL:

1.99

USXF:

1.39

Sortino Ratio

YALL:

2.75

USXF:

1.92

Omega Ratio

YALL:

1.34

USXF:

1.25

Calmar Ratio

YALL:

3.68

USXF:

2.39

Martin Ratio

YALL:

10.62

USXF:

7.97

Ulcer Index

YALL:

3.02%

USXF:

3.05%

Daily Std Dev

YALL:

16.11%

USXF:

17.51%

Max Drawdown

YALL:

-12.03%

USXF:

-29.54%

Current Drawdown

YALL:

-3.99%

USXF:

-1.82%

Returns By Period

In the year-to-date period, YALL achieves a 2.67% return, which is significantly lower than USXF's 3.96% return.


YALL

YTD

2.67%

1M

-0.81%

6M

7.72%

1Y

29.81%

5Y*

N/A

10Y*

N/A

USXF

YTD

3.96%

1M

0.90%

6M

7.66%

1Y

23.09%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YALL vs. USXF - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than USXF's 0.10% 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 USXF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

YALL vs. USXF — Risk-Adjusted Performance Rank

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

YALL
The Risk-Adjusted Performance Rank of YALL is 8080
Overall Rank
The Sharpe Ratio Rank of YALL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7676
Martin Ratio Rank

USXF
The Risk-Adjusted Performance Rank of USXF is 5959
Overall Rank
The Sharpe Ratio Rank of USXF is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of USXF is 5252
Sortino Ratio Rank
The Omega Ratio Rank of USXF is 5454
Omega Ratio Rank
The Calmar Ratio Rank of USXF is 7070
Calmar Ratio Rank
The Martin Ratio Rank of USXF is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YALL vs. USXF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and iShares ESG Advanced MSCI USA ETF (USXF). 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.


Sharpe ratio
The chart of Sharpe ratio for YALL, currently valued at 1.99, compared to the broader market0.002.004.001.991.39
The chart of Sortino ratio for YALL, currently valued at 2.75, compared to the broader market0.005.0010.002.751.92
The chart of Omega ratio for YALL, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.25
The chart of Calmar ratio for YALL, currently valued at 3.68, compared to the broader market0.005.0010.0015.0020.003.682.39
The chart of Martin ratio for YALL, currently valued at 10.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.627.97
YALL
USXF

The current YALL Sharpe Ratio is 1.99, which is higher than the USXF Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of YALL and USXF, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.99
1.39
YALL
USXF

Dividends

YALL vs. USXF - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.48%, less than USXF's 0.97% yield.


TTM20242023202220212020
YALL
God Bless America ETF
0.48%0.50%3.51%0.19%0.00%0.00%
USXF
iShares ESG Advanced MSCI USA ETF
0.97%1.00%1.21%1.39%0.85%0.58%

Drawdowns

YALL vs. USXF - Drawdown Comparison

The maximum YALL drawdown since its inception was -12.03%, smaller than the maximum USXF drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for YALL and USXF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.99%
-1.82%
YALL
USXF

Volatility

YALL vs. USXF - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 3.94%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 6.10%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
3.94%
6.10%
YALL
USXF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab