CSB vs. SCHA
Compare and contrast key facts about VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Schwab U.S. Small-Cap ETF (SCHA).
CSB and SCHA 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. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009. Both CSB and SCHA 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 SCHA.
Key characteristics
| CSB | SCHA | |
|---|---|---|
| YTD Return | 1.13% | 3.30% |
| 1Y Return | 16.60% | 19.41% |
| 3Y Return (Ann) | 0.35% | 0.44% |
| 5Y Return (Ann) | 8.98% | 8.31% |
| Sharpe Ratio | 0.96 | 1.10 |
| Daily Std Dev | 18.11% | 18.49% |
| Max Drawdown | -42.08% | -42.41% |
| Current Drawdown | -2.93% | -8.32% |
Correlation
The correlation between CSB and SCHA 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. SCHA - Performance Comparison
In the year-to-date period, CSB achieves a 1.13% return, which is significantly lower than SCHA's 3.30% 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. SCHA - Expense Ratio Comparison
CSB has a 0.35% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Risk-Adjusted Performance
CSB vs. SCHA - 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 Schwab U.S. Small-Cap ETF (SCHA). 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. SCHA - Dividend Comparison
CSB's dividend yield for the trailing twelve months is around 3.47%, more than SCHA's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SCHA Schwab U.S. Small-Cap ETF | 1.32% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% | 1.14% |
Drawdowns
CSB vs. SCHA - Drawdown Comparison
The maximum CSB drawdown since its inception was -42.08%, roughly equal to the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for CSB and SCHA. For additional features, visit the drawdowns tool.
Volatility
CSB vs. SCHA - Volatility Comparison
The current volatility for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) is 3.21%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 4.08%. This indicates that CSB experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.