CSA vs. IJR
Compare and contrast key facts about VictoryShares US Small Cap Volatility Wtd ETF (CSA) and iShares Core S&P Small-Cap ETF (IJR).
CSA and IJR 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. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both CSA and IJR 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 IJR.
Key characteristics
| CSA | IJR | |
|---|---|---|
| YTD Return | 11.95% | 9.42% |
| 1Y Return | 29.73% | 27.90% |
| 3Y Return (Ann) | 5.39% | 3.09% |
| 5Y Return (Ann) | 11.97% | 10.00% |
| Sharpe Ratio | 1.73 | 1.50 |
| Sortino Ratio | 2.49 | 2.21 |
| Omega Ratio | 1.30 | 1.26 |
| Calmar Ratio | 1.54 | 1.22 |
| Martin Ratio | 9.84 | 8.27 |
| Ulcer Index | 3.24% | 3.65% |
| Daily Std Dev | 18.47% | 20.15% |
| Max Drawdown | -42.40% | -58.15% |
| Current Drawdown | 0.00% | -0.58% |
Correlation
The correlation between CSA and IJR is 0.83, 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. IJR - Performance Comparison
In the year-to-date period, CSA achieves a 11.95% return, which is significantly higher than IJR's 9.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CSA vs. IJR - Expense Ratio Comparison
CSA has a 0.35% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
CSA vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap Volatility Wtd ETF (CSA) and iShares Core S&P Small-Cap ETF (IJR). 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. IJR - Dividend Comparison
CSA's dividend yield for the trailing twelve months is around 1.38%, more than IJR's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSA VictoryShares US Small Cap Volatility Wtd ETF | 1.38% | 1.23% | 1.42% | 1.25% | 1.30% | 1.35% | 1.44% | 1.06% | 1.01% | 0.51% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.29% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
CSA vs. IJR - Drawdown Comparison
The maximum CSA drawdown since its inception was -42.40%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for CSA and IJR. For additional features, visit the drawdowns tool.
Volatility
CSA vs. IJR - Volatility Comparison
The current volatility for VictoryShares US Small Cap Volatility Wtd ETF (CSA) is 4.06%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 4.33%. This indicates that CSA experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.