CSA vs. CSB
Compare and contrast key facts about VictoryShares US Small Cap Volatility Wtd ETF (CSA) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB).
CSA and CSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSA is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory US 500 Small Volatility Weighted Index. It was launched on Jul 8, 2015. CSB is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Small Cap High Dividend 100 Volatility Weighted Index. It was launched on Jul 8, 2015. Both CSA and CSB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSA or CSB.
Key characteristics
| CSA | CSB | |
|---|---|---|
| YTD Return | 13.52% | 10.46% |
| 1Y Return | 32.74% | 28.63% |
| 3Y Return (Ann) | 5.88% | 4.39% |
| 5Y Return (Ann) | 12.24% | 10.53% |
| Sharpe Ratio | 1.64 | 1.43 |
| Sortino Ratio | 2.38 | 2.20 |
| Omega Ratio | 1.29 | 1.26 |
| Calmar Ratio | 1.46 | 1.25 |
| Martin Ratio | 9.59 | 6.71 |
| Ulcer Index | 3.15% | 3.93% |
| Daily Std Dev | 18.43% | 18.53% |
| Max Drawdown | -42.40% | -42.08% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CSA and CSB is 0.82, 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.
Performance
CSA vs. CSB - Performance Comparison
In the year-to-date period, CSA achieves a 13.52% return, which is significantly higher than CSB's 10.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSA vs. CSB - Expense Ratio Comparison
Both CSA and CSB have an expense ratio of 0.35%.
Risk-Adjusted Performance
CSA vs. CSB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap Volatility Wtd ETF (CSA) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB). 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.
Dividends
CSA vs. CSB - Dividend Comparison
CSA's dividend yield for the trailing twelve months is around 1.36%, less than CSB's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSA VictoryShares US Small Cap Volatility Wtd ETF | 1.36% | 1.23% | 1.42% | 1.25% | 1.30% | 1.35% | 1.44% | 1.06% | 1.01% | 0.51% |
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 3.14% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.45% | 3.19% | 2.85% | 1.57% |
Drawdowns
CSA vs. CSB - Drawdown Comparison
The maximum CSA drawdown since its inception was -42.40%, roughly equal to the maximum CSB drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for CSA and CSB. For additional features, visit the drawdowns tool.
Volatility
CSA vs. CSB - Volatility Comparison
VictoryShares US Small Cap Volatility Wtd ETF (CSA) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) have volatilities of 4.19% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.