CSF vs. SPY
Compare and contrast key facts about VictoryShares US Discovery Enhanced Volatility Wtd ETF (CSF) and SPDR S&P 500 ETF (SPY).
CSF and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSF is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Small Cap 500 Long/Cash Volatility Weighted Index. It was launched on Aug 1, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both CSF and SPY 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: CSF or SPY.
Performance
CSF vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, CSF achieves a 22.05% return, which is significantly lower than SPY's 26.47% return. Over the past 10 years, CSF has underperformed SPY with an annualized return of 6.22%, while SPY has yielded a comparatively higher 13.14% annualized return.
CSF
22.05%
9.98%
17.53%
25.81%
11.09%
6.22%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| CSF | SPY | |
|---|---|---|
| Sharpe Ratio | 1.39 | 2.69 |
| Sortino Ratio | 2.07 | 3.59 |
| Omega Ratio | 1.26 | 1.50 |
| Calmar Ratio | 0.99 | 3.88 |
| Martin Ratio | 8.66 | 17.47 |
| Ulcer Index | 2.98% | 1.87% |
| Daily Std Dev | 18.54% | 12.14% |
| Max Drawdown | -35.93% | -55.19% |
| Current Drawdown | -5.23% | -0.54% |
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CSF vs. SPY - Expense Ratio Comparison
CSF has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between CSF and SPY is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CSF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Discovery Enhanced Volatility Wtd ETF (CSF) and SPDR S&P 500 ETF (SPY). 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
CSF vs. SPY - Dividend Comparison
CSF's dividend yield for the trailing twelve months is around 1.58%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSF VictoryShares US Discovery Enhanced Volatility Wtd ETF | 1.58% | 3.07% | 1.46% | 1.27% | 0.99% | 1.65% | 1.34% | 1.05% | 0.90% | 1.11% | 0.40% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CSF vs. SPY - Drawdown Comparison
The maximum CSF drawdown since its inception was -35.93%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSF and SPY. For additional features, visit the drawdowns tool.
Volatility
CSF vs. SPY - Volatility Comparison
VictoryShares US Discovery Enhanced Volatility Wtd ETF (CSF) has a higher volatility of 7.74% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that CSF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.