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YLDE vs. ALTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YLDE vs. ALTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Dividend Strategy ESG ETF (YLDE) and Global X Alternative Income ETF (ALTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YLDE achieves a 4.09% return, which is significantly lower than ALTY's 6.19% return.


YLDE

1D
-0.32%
1M
0.13%
YTD
4.09%
6M
5.06%
1Y
13.89%
3Y*
14.60%
5Y*
9.54%
10Y*

ALTY

1D
-0.33%
1M
0.31%
YTD
6.19%
6M
6.51%
1Y
15.73%
3Y*
11.40%
5Y*
5.55%
10Y*
6.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YLDE vs. ALTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YLDE
ClearBridge Dividend Strategy ESG ETF
4.09%13.09%16.44%15.69%-8.56%22.12%10.35%32.46%-5.74%11.35%
ALTY
Global X Alternative Income ETF
6.19%11.07%10.88%10.58%-11.92%23.08%-12.82%21.44%-6.18%4.04%

Correlation

The correlation between YLDE and ALTY is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.56

The correlation between YLDE and ALTY shifts across timeframes, from 0.56 (all time) to 0.70 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

YLDE vs. ALTY — Risk / Return Rank

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

YLDE
YLDE Risk / Return Rank: 4141
Overall Rank
YLDE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
YLDE Sortino Ratio Rank: 4242
Sortino Ratio Rank
YLDE Omega Ratio Rank: 4040
Omega Ratio Rank
YLDE Calmar Ratio Rank: 3838
Calmar Ratio Rank
YLDE Martin Ratio Rank: 4242
Martin Ratio Rank

ALTY
ALTY Risk / Return Rank: 8282
Overall Rank
ALTY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ALTY Sortino Ratio Rank: 8484
Sortino Ratio Rank
ALTY Omega Ratio Rank: 8686
Omega Ratio Rank
ALTY Calmar Ratio Rank: 7272
Calmar Ratio Rank
ALTY Martin Ratio Rank: 8282
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.

YLDE vs. ALTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) and Global X Alternative Income ETF (ALTY). 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.


YLDEALTYDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.26

1.54

-0.27

Calmar ratioReturn relative to maximum drawdown

1.84

3.64

-1.80

Martin ratioReturn relative to average drawdown

6.84

16.84

-9.99

YLDE vs. ALTY - Sharpe Ratio Comparison

The current YLDE Sharpe Ratio is 1.50, which is lower than the ALTY Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of YLDE and ALTY, 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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Sharpe Ratios by Period


YLDEALTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.73

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.53

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.33

+0.41

Drawdowns

YLDE vs. ALTY - Drawdown Comparison

The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum ALTY drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for YLDE and ALTY.


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Drawdown Indicators


YLDEALTYDifference

Max Drawdown

Largest peak-to-trough decline

-33.23%

-51.47%

+18.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-4.34%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.42%

-10.08%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-18.48%

-1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-51.47%

Current Drawdown

Current decline from peak

-2.54%

-0.37%

-2.17%

Average Drawdown

Average peak-to-trough decline

-3.55%

-6.75%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.94%

+1.09%

Volatility

YLDE vs. ALTY - Volatility Comparison

ClearBridge Dividend Strategy ESG ETF (YLDE) has a higher volatility of 1.81% compared to Global X Alternative Income ETF (ALTY) at 1.41%. This indicates that YLDE's price experiences larger fluctuations and is considered to be riskier than ALTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YLDEALTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.41%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.74%

4.38%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

9.31%

5.79%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

10.61%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

16.58%

-0.82%

YLDE vs. ALTY - Expense Ratio Comparison

YLDE has a 0.60% expense ratio, which is higher than ALTY's 0.50% expense ratio.


Dividends

YLDE vs. ALTY - Dividend Comparison

YLDE's dividend yield for the trailing twelve months is around 7.04%, less than ALTY's 8.08% yield.


PositionTTM20252024202320222021202020192018201720162015
ALTY
Global X Alternative Income ETF
8.08%7.50%7.88%7.31%7.66%6.88%9.20%8.74%8.49%7.52%8.20%4.21%
YLDE
ClearBridge Dividend Strategy ESG ETF
7.04%5.68%1.69%1.64%1.68%1.15%1.46%1.65%2.25%1.31%0.00%0.00%

Frequently Asked Questions


YLDE and ALTY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YLDE has higher volatility (1.81%) compared to ALTY (1.41%). In terms of maximum drawdown, YLDE dropped -33.23% vs ALTY's -51.47%.

On 5-year performance, YLDE leads with 9.54% vs 5.55% for ALTY. On fees, ALTY is cheaper at 0.50% per year. On volatility, ALTY has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YLDE has performed better with a 9.54% return vs 5.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ALTY is cheaper with a 0.50% expense ratio, compared with 0.60% for YLDE.

ALTY has the higher dividend yield at 8.08%, compared with 7.04% for YLDE.

YLDE is categorized as Dividend, while ALTY is Global Allocation. They also come from different issuers: Franklin Templeton and Global X. Their fees differ too: 0.60% for YLDE and 0.50% for ALTY.

ALTY currently has the higher Sharpe Ratio (2.73 vs 1.50), 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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