DSI vs. SPCT
DSI (iShares ESG MSCI KLD 400 ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. DSI is passively managed, while SPCT is actively managed. Their 0.37 correlation means their historical movements had little consistent relationship. DSI charges 0.25%/yr vs 0.85%/yr for SPCT.
Performance
DSI vs. SPCT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DSI achieves a 12.46% return, which is significantly higher than SPCT's 10.76% return.
DSI
- 1D
- 1.97%
- 1M
- 2.00%
- 6M
- 10.56%
- YTD
- 12.46%
- 1Y
- 23.30%
- 3Y*
- 20.53%
- 5Y*
- 12.38%
- 10Y*
- 15.02%
- ALL TIME*
- 10.75%
SPCT
- 1D
- 0.47%
- 1M
- 1.81%
- 6M
- 5.83%
- YTD
- 10.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.78M | $14.31M | $16.21M | |
| $157.25K | $177.53K | $226.24K |
DSI vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DSI iShares ESG MSCI KLD 400 ETF | 12.46% | 3.12% |
SPCT Liberty One Spectrum ETF | 10.76% | 1.93% |
Correlation
The correlation between DSI and SPCT is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.37 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DSI vs. SPCT — Risk / Return Rank
DSI
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DSI vs. SPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI KLD 400 ETF (DSI) and Liberty One Spectrum ETF (SPCT). 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.
| DSI | SPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | — | — |
| Martin ratioReturn relative to average drawdown | 8.22 | — | — |
Loading charts...
Drawdowns
DSI vs. SPCT - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for DSI and SPCT.
Loading charts...
Drawdown Indicators
| DSI | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -7.17% | -47.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.03% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -1.44% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | — | — |
Volatility
DSI vs. SPCT - Volatility Comparison
Loading charts...
Volatility by Period
| DSI | SPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 9.36% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 9.36% | +8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 9.36% | +9.39% |
DSI vs. SPCT - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is lower than SPCT's 0.85% expense ratio.
Dividends
DSI vs. SPCT - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.86%, more than SPCT's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares ESG MSCI KLD 400 ETF | 0.86% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
SPCT Liberty One Spectrum ETF | 0.76% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DSI and SPCT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DSI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DSI is cheaper with a 0.25% expense ratio, compared with 0.85% for SPCT.
DSI has the higher dividend yield at 0.86%, compared with 0.76% for SPCT.
They also come from different issuers: iShares and Liberty One. Their fees differ too: 0.25% for DSI and 0.85% for SPCT.
Find the right allocation for DSI and SPCT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer