CBSE vs. VBR
Compare and contrast key facts about Clough Select Equity ETF (CBSE) and Vanguard Small-Cap Value ETF (VBR).
CBSE and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CBSE is an actively managed fund by Clough. It was launched on Nov 13, 2020. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
CBSE vs. VBR - Performance Comparison
Loading graphics...
CBSE vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CBSE Clough Select Equity ETF | 0.99% | 19.53% | 32.20% | 17.29% | -19.92% | 14.57% | 16.87% |
VBR Vanguard Small-Cap Value ETF | 3.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 10.82% |
Returns By Period
In the year-to-date period, CBSE achieves a 0.99% return, which is significantly lower than VBR's 3.17% return.
CBSE
- 1D
- 2.61%
- 1M
- -6.97%
- YTD
- 0.99%
- 6M
- -3.27%
- 1Y
- 33.74%
- 3Y*
- 19.48%
- 5Y*
- 7.10%
- 10Y*
- —
VBR
- 1D
- 2.34%
- 1M
- -4.96%
- YTD
- 3.17%
- 6M
- 5.21%
- 1Y
- 18.95%
- 3Y*
- 13.42%
- 5Y*
- 7.55%
- 10Y*
- 10.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CBSE vs. VBR - Expense Ratio Comparison
CBSE has a 0.85% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
CBSE vs. VBR — Risk / Return Rank
CBSE
VBR
CBSE vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clough Select Equity ETF (CBSE) and Vanguard Small-Cap Value ETF (VBR). 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.
| CBSE | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.92 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.42 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.18 | 1.37 | +0.81 |
Martin ratioReturn relative to average drawdown | 6.81 | 5.64 | +1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CBSE | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.92 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.38 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.40 | +0.19 |
Correlation
The correlation between CBSE and VBR is 0.80, 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.
Dividends
CBSE vs. VBR - Dividend Comparison
CBSE's dividend yield for the trailing twelve months is around 0.34%, less than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBSE Clough Select Equity ETF | 0.34% | 0.35% | 0.37% | 1.50% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
CBSE vs. VBR - Drawdown Comparison
The maximum CBSE drawdown since its inception was -36.30%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for CBSE and VBR.
Loading graphics...
Drawdown Indicators
| CBSE | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.30% | -61.98% | +25.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.89% | -14.18% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | -24.19% | -12.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.28% | — |
Current DrawdownCurrent decline from peak | -9.23% | -6.13% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -8.32% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 3.44% | +1.33% |
Volatility
CBSE vs. VBR - Volatility Comparison
Clough Select Equity ETF (CBSE) has a higher volatility of 8.34% compared to Vanguard Small-Cap Value ETF (VBR) at 5.50%. This indicates that CBSE's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CBSE | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 5.50% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 11.28% | +6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.59% | 20.64% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.81% | 19.85% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 21.73% | +1.97% |