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ZIG vs. VOTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ZIG vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acquirers Fund (ZIG) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.58%
13.66%
ZIG
VOTE

Returns By Period

In the year-to-date period, ZIG achieves a 24.10% return, which is significantly lower than VOTE's 27.03% return.


ZIG

YTD

24.10%

1M

10.95%

6M

15.59%

1Y

37.38%

5Y (annualized)

11.33%

10Y (annualized)

N/A

VOTE

YTD

27.03%

1M

3.47%

6M

13.66%

1Y

33.39%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


ZIGVOTE
Sharpe Ratio1.922.68
Sortino Ratio2.723.62
Omega Ratio1.341.50
Calmar Ratio4.063.88
Martin Ratio11.6017.53
Ulcer Index3.22%1.91%
Daily Std Dev19.42%12.44%
Max Drawdown-37.14%-25.71%
Current Drawdown0.00%-0.29%

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ZIG vs. VOTE - Expense Ratio Comparison

ZIG has a 1.85% expense ratio, which is higher than VOTE's 0.05% expense ratio.


ZIG
Acquirers Fund
Expense ratio chart for ZIG: current value at 1.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.85%
Expense ratio chart for VOTE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.00.7

The correlation between ZIG and VOTE is 0.74, 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

ZIG vs. VOTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acquirers Fund (ZIG) and Engine No. 1 Transform 500 ETF (VOTE). 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 ZIG, currently valued at 1.92, compared to the broader market0.002.004.001.922.68
The chart of Sortino ratio for ZIG, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.0012.002.723.62
The chart of Omega ratio for ZIG, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.50
The chart of Calmar ratio for ZIG, currently valued at 4.06, compared to the broader market0.005.0010.0015.0020.004.063.88
The chart of Martin ratio for ZIG, currently valued at 11.60, compared to the broader market0.0020.0040.0060.0080.00100.0011.6017.53
ZIG
VOTE

The current ZIG Sharpe Ratio is 1.92, which is comparable to the VOTE Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of ZIG and VOTE, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.92
2.68
ZIG
VOTE

Dividends

ZIG vs. VOTE - Dividend Comparison

ZIG's dividend yield for the trailing twelve months is around 0.86%, less than VOTE's 1.17% yield.


TTM2023202220212020
ZIG
Acquirers Fund
0.86%1.07%1.26%0.18%0.18%
VOTE
Engine No. 1 Transform 500 ETF
1.17%1.33%1.54%0.54%0.00%

Drawdowns

ZIG vs. VOTE - Drawdown Comparison

The maximum ZIG drawdown since its inception was -37.14%, which is greater than VOTE's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for ZIG and VOTE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.29%
ZIG
VOTE

Volatility

ZIG vs. VOTE - Volatility Comparison

Acquirers Fund (ZIG) has a higher volatility of 6.80% compared to Engine No. 1 Transform 500 ETF (VOTE) at 4.00%. This indicates that ZIG's price experiences larger fluctuations and is considered to be riskier than VOTE 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%8.00%JuneJulyAugustSeptemberOctoberNovember
6.80%
4.00%
ZIG
VOTE