CSB vs. MOAT
Compare and contrast key facts about VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
CSB and MOAT 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. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012. Both CSB and MOAT 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 MOAT.
Performance
CSB vs. MOAT - Performance Comparison
Returns By Period
In the year-to-date period, CSB achieves a 15.20% return, which is significantly higher than MOAT's 13.50% return.
CSB
15.20%
6.58%
17.88%
28.47%
10.51%
N/A
MOAT
13.50%
-0.40%
9.72%
24.43%
13.70%
13.09%
Key characteristics
| CSB | MOAT | |
|---|---|---|
| Sharpe Ratio | 1.58 | 2.12 |
| Sortino Ratio | 2.44 | 2.88 |
| Omega Ratio | 1.29 | 1.37 |
| Calmar Ratio | 2.04 | 3.80 |
| Martin Ratio | 7.41 | 10.96 |
| Ulcer Index | 3.91% | 2.29% |
| Daily Std Dev | 18.28% | 11.85% |
| Max Drawdown | -42.08% | -33.31% |
| Current Drawdown | 0.00% | -1.69% |
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CSB vs. MOAT - Expense Ratio Comparison
CSB has a 0.35% expense ratio, which is lower than MOAT's 0.48% expense ratio.
Correlation
The correlation between CSB and MOAT is 0.71, 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. MOAT - 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 VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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. MOAT - Dividend Comparison
CSB's dividend yield for the trailing twelve months is around 2.95%, more than MOAT's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 2.95% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.44% | 3.19% | 2.84% | 1.57% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.76% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
CSB vs. MOAT - Drawdown Comparison
The maximum CSB drawdown since its inception was -42.08%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for CSB and MOAT. For additional features, visit the drawdowns tool.
Volatility
CSB vs. MOAT - Volatility Comparison
VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) has a higher volatility of 7.18% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 3.46%. This indicates that CSB's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.