CSA vs. IWM
Compare and contrast key facts about VictoryShares US Small Cap Volatility Wtd ETF (CSA) and iShares Russell 2000 ETF (IWM).
CSA and IWM 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. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both CSA and IWM 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 IWM.
Performance
CSA vs. IWM - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CSA having a 20.96% return and IWM slightly lower at 20.01%.
CSA
20.96%
10.03%
17.83%
35.27%
12.78%
N/A
IWM
20.01%
8.91%
16.95%
35.71%
10.02%
8.76%
Key characteristics
| CSA | IWM | |
|---|---|---|
| Sharpe Ratio | 1.89 | 1.70 |
| Sortino Ratio | 2.77 | 2.43 |
| Omega Ratio | 1.34 | 1.29 |
| Calmar Ratio | 2.55 | 1.46 |
| Martin Ratio | 11.12 | 9.34 |
| Ulcer Index | 3.17% | 3.82% |
| Daily Std Dev | 18.65% | 21.03% |
| Max Drawdown | -42.40% | -59.05% |
| Current Drawdown | 0.00% | -1.21% |
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CSA vs. IWM - Expense Ratio Comparison
CSA has a 0.35% expense ratio, which is higher than IWM's 0.19% expense ratio.
Correlation
The correlation between CSA and IWM is 0.81, 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
CSA vs. IWM - 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 Russell 2000 ETF (IWM). 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. IWM - Dividend Comparison
CSA's dividend yield for the trailing twelve months is around 1.26%, more than IWM's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSA VictoryShares US Small Cap Volatility Wtd ETF | 1.26% | 1.23% | 1.42% | 1.25% | 1.30% | 1.35% | 1.44% | 1.05% | 1.01% | 0.52% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.08% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
CSA vs. IWM - Drawdown Comparison
The maximum CSA drawdown since its inception was -42.40%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for CSA and IWM. For additional features, visit the drawdowns tool.
Volatility
CSA vs. IWM - Volatility Comparison
VictoryShares US Small Cap Volatility Wtd ETF (CSA) and iShares Russell 2000 ETF (IWM) have volatilities of 7.48% and 7.63%, 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.