Side-by-side comparison

Compare investment strategies

Equal-Weight Tech, Oil, Uranium and Gold Miner ETFs vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

commodities tilt, equal-weight equities, international, quarterly rebalance, tech-heavy

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

2.17

51.98

Maximum drawdown, out-of-sample period (out-of-sample)

-13.41%

-2.67%

Sharpe ratio, out-of-sample period (out-of-sample)

1.18

4.29

Standard deviation, out-of-sample period (out-of-sample)

24.26%

22.88%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

quarterly

none

Returns

Return, out-of-sample period (annualized) (out-of-sample)

29.07%

138.64%

Return, out-of-sample period (cumulative) (out-of-sample)

21.34%

3.87%

Return, trailing 1 month (out-of-sample)

0.22%

8.12%

Return, trailing 1 year (out-of-sample)

0.00%

Return, trailing 3 months (out-of-sample)

8.12%

0.00%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources