CSB vs. FLQS
Compare and contrast key facts about VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS).
CSB and FLQS 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. FLQS is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Small Cap Equity Index. It was launched on Apr 26, 2017. Both CSB and FLQS 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: CSB or FLQS.
Key characteristics
| CSB | FLQS | |
|---|---|---|
| YTD Return | 1.24% | 2.68% |
| 1Y Return | 18.58% | 21.36% |
| 3Y Return (Ann) | 0.05% | 3.44% |
| 5Y Return (Ann) | 8.89% | 9.16% |
| Sharpe Ratio | 1.08 | 1.33 |
| Daily Std Dev | 18.33% | 16.61% |
| Max Drawdown | -42.08% | -42.16% |
| Current Drawdown | -2.83% | -1.68% |
Correlation
The correlation between CSB and FLQS 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
CSB vs. FLQS - Performance Comparison
In the year-to-date period, CSB achieves a 1.24% return, which is significantly lower than FLQS's 2.68% 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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CSB vs. FLQS - Expense Ratio Comparison
Both CSB and FLQS have an expense ratio of 0.35%.
Risk-Adjusted Performance
CSB vs. FLQS - 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 Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS). 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. FLQS - Dividend Comparison
CSB's dividend yield for the trailing twelve months is around 3.47%, more than FLQS's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 3.47% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.45% | 3.19% | 2.85% | 1.57% |
FLQS Franklin LibertyQ U.S. Small Cap Equity ETF | 1.55% | 1.75% | 1.40% | 0.95% | 1.20% | 1.41% | 1.27% | 1.03% | 0.00% | 0.00% |
Drawdowns
CSB vs. FLQS - Drawdown Comparison
The maximum CSB drawdown since its inception was -42.08%, roughly equal to the maximum FLQS drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for CSB and FLQS. For additional features, visit the drawdowns tool.
Volatility
CSB vs. FLQS - Volatility Comparison
The current volatility for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) is 3.36%, while Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) has a volatility of 4.11%. This indicates that CSB experiences smaller price fluctuations and is considered to be less risky than FLQS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.