CSB vs. SCDS

Last updated Jul 17, 2026

CSB (VictoryShares US Small Cap High Dividend Volatility Wtd ETF) and SCDS (JPMorgan Fundamental Data Science Small Core ETF) are both Small Cap Blend Equities funds. CSB is passively managed, while SCDS is actively managed. Over the past year, CSB returned 24.43% vs 39.67% for SCDS. A 0.79 correlation means they provide meaningful diversification when combined. CSB charges 0.35%/yr vs 0.40%/yr for SCDS.

Performance

CSB vs. SCDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSB achieves a 17.53% return, which is significantly lower than SCDS's 26.85% return.

CSB

• 1D: 2.06%
• 1M: 5.76%
• 6M: 11.97%
• YTD: 17.53%
• 1Y: 24.43%
• 3Y*: 12.96%
• 5Y*: 6.74%
• 10Y*: 10.16%

SCDS

• 1D: 0.12%
• 1M: 1.65%
• 6M: 18.43%
• YTD: 26.85%
• 1Y: 39.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSB vs. SCDS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF	17.53%	2.26%	9.65%
SCDS JPMorgan Fundamental Data Science Small Core ETF	26.85%	11.27%	7.26%

Correlation

The correlation between CSB and SCDS is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024	0.79

The correlation between CSB and SCDS shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

CSB vs. SCDS - Sectors Allocation Comparison

Sectors	CSB	SCDS
Financial Services	26.9%	15.2%
Utilities	21.7%	2.3%
Consumer Cyclical	19.5%	10.3%
Energy	10.6%	4.8%
Industrials	8.5%	16.3%
Communication Services	4.0%	2.4%
Consumer Defensive	4.0%	2.5%
Basic Materials	3.6%	3.2%
Technology	1.3%	23.8%
Healthcare	0.4%	13.8%
Real Estate	-	5.4%

Return for Risk

CSB vs. SCDS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSB

CSB Risk / Return Rank: 71
CSB Sharpe Ratio Rank: 68
CSB Sortino Ratio Rank: 73
CSB Omega Ratio Rank: 65
CSB Calmar Ratio Rank: 81
CSB Martin Ratio Rank: 69

SCDS

SCDS Risk / Return Rank: 86
SCDS Sharpe Ratio Rank: 84
SCDS Sortino Ratio Rank: 85
SCDS Omega Ratio Rank: 79
SCDS Calmar Ratio Rank: 91
SCDS Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSB vs. SCDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CSB	SCDS	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.18	-0.42
Sortino ratio: Return per unit of downside risk	2.63	3.11	-0.48
Omega ratio: Gain probability vs. loss probability	1.31	1.37	-0.06
Calmar ratio: Return relative to maximum drawdown	3.42	4.50	-1.08
Martin ratio: Return relative to average drawdown	9.95	15.62	-5.67

CSB vs. SCDS - Sharpe Ratio Comparison

The current CSB Sharpe Ratio is 1.75, which is comparable to the SCDS Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CSB and SCDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CSB vs. SCDS - Drawdown Comparison

The maximum CSB drawdown since its inception was -42.07%, which is greater than SCDS's maximum drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for CSB and SCDS.

Drawdown Indicators

	CSB	SCDS	Difference
Max Drawdown Largest peak-to-trough decline	-42.07%	-26.71%	-15.36%
Max Drawdown (1Y) Largest decline over 1 year	-7.18%	-8.85%	+1.67%
Max Drawdown (3Y) Largest decline over 3 years	-21.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.49%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.07%	—	—
Current Drawdown Current decline from peak	0.00%	-1.09%	+1.09%
Average Drawdown Average peak-to-trough decline	-7.07%	-5.02%	-2.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	2.55%	-0.09%

Volatility

CSB vs. SCDS - Volatility Comparison

VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and JPMorgan Fundamental Data Science Small Core ETF (SCDS) have volatilities of 3.87% and 3.86%, 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.

Volatility by Period

	CSB	SCDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	3.86%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	9.33%	13.58%	-4.25%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	18.33%	-4.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.65%	20.98%	-2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.24%	20.98%	+0.26%

CSB vs. SCDS - Expense Ratio Comparison

CSB has a 0.35% expense ratio, which is lower than SCDS's 0.40% expense ratio.

Dividends

CSB vs. SCDS - Dividend Comparison

CSB's dividend yield for the trailing twelve months is around 3.06%, more than SCDS's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF	3.06%	3.54%	3.12%	3.45%	3.60%	3.11%	3.70%	3.19%	3.45%	3.19%	2.85%	1.57%
SCDS JPMorgan Fundamental Data Science Small Core ETF	0.91%	1.15%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CSB and SCDS in my portfolio?

CSB and SCDS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSB or SCDS?

CSB has higher volatility (3.87%) compared to SCDS (3.86%). In terms of maximum drawdown, CSB dropped -42.07% vs SCDS's -26.71%.

Which ETF is better, CSB or SCDS?

On 1-year performance, SCDS leads with 39.67% vs 24.43% for CSB. On fees, CSB is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSB or SCDS?

Over the 1-year period, SCDS has performed better with a 39.67% return vs 24.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSB or SCDS?

CSB is cheaper with a 0.35% expense ratio, compared with 0.40% for SCDS.

Which ETF pays a higher dividend yield, CSB or SCDS?

CSB has the higher dividend yield at 3.06%, compared with 0.91% for SCDS.

What is the main difference between CSB and SCDS?

They also come from different issuers: Crestview and JPMorgan. Their fees differ too: 0.35% for CSB and 0.40% for SCDS.

Which has better risk-adjusted returns?

SCDS currently has the higher Sharpe Ratio (2.18 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.