CSB vs. AVUV
Compare and contrast key facts about VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Avantis U.S. Small Cap Value ETF (AVUV).
CSB and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSB or AVUV.
Performance
CSB vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, CSB achieves a 17.23% return, which is significantly lower than AVUV's 18.12% return.
CSB
17.23%
8.97%
19.43%
30.73%
10.89%
N/A
AVUV
18.12%
10.21%
14.83%
33.72%
17.07%
N/A
Key characteristics
| CSB | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.67 | 1.59 |
| Sortino Ratio | 2.56 | 2.36 |
| Omega Ratio | 1.31 | 1.29 |
| Calmar Ratio | 2.17 | 3.07 |
| Martin Ratio | 7.87 | 8.05 |
| Ulcer Index | 3.91% | 4.19% |
| Daily Std Dev | 18.35% | 21.20% |
| Max Drawdown | -42.08% | -49.42% |
| Current Drawdown | 0.00% | -0.08% |
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CSB vs. AVUV - Expense Ratio Comparison
CSB has a 0.35% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between CSB and AVUV is 0.93, 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
CSB vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Avantis U.S. Small Cap Value ETF (AVUV). 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
CSB vs. AVUV - Dividend Comparison
CSB's dividend yield for the trailing twelve months is around 2.90%, more than AVUV's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 2.90% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.44% | 3.19% | 2.84% | 1.57% |
AVUV Avantis U.S. Small Cap Value ETF | 1.49% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSB vs. AVUV - Drawdown Comparison
The maximum CSB drawdown since its inception was -42.08%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for CSB and AVUV. For additional features, visit the drawdowns tool.
Volatility
CSB vs. AVUV - Volatility Comparison
The current volatility for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) is 7.31%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.61%. This indicates that CSB experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.