DSI vs. SPXM
DSI (iShares ESG MSCI KLD 400 ETF) and SPXM (Azoria 500 Meritocracy ETF) are both Large Cap Blend Equities funds. DSI is passively managed, while SPXM is actively managed. Over the past year, DSI returned 23.30% vs 8.90% for SPXM. Their 0.48 correlation means their historical movements had little consistent relationship. DSI charges 0.25%/yr vs 0.47%/yr for SPXM.
Performance
DSI vs. SPXM - Performance Comparison
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Returns By Period
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%
SPXM
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 8.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.78M | $14.31M | $16.21M | |
| $0.00 | $0.00 | $0.00 |
DSI vs. SPXM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DSI iShares ESG MSCI KLD 400 ETF | 12.46% | 11.04% |
SPXM Azoria 500 Meritocracy ETF | 0.00% | 9.27% |
Correlation
The correlation between DSI and SPXM is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2025 | 0.48 |
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Return for Risk
DSI vs. SPXM — Risk / Return Rank
DSI
SPXM
DSI vs. SPXM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI KLD 400 ETF (DSI) and Azoria 500 Meritocracy ETF (SPXM). 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 | SPXM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.16 | -0.04 |
| Martin ratioReturn relative to average drawdown | 8.22 | 10.12 | -1.90 |
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Drawdowns
DSI vs. SPXM - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than SPXM's maximum drawdown of -5.08%. Use the drawdown chart below to compare losses from any high point for DSI and SPXM.
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Drawdown Indicators
| DSI | SPXM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -5.08% | -49.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -5.08% | -5.97% |
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% | -0.75% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -0.78% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | — | — |
Volatility
DSI vs. SPXM - Volatility Comparison
iShares ESG MSCI KLD 400 ETF (DSI) has a higher volatility of 4.96% compared to Azoria 500 Meritocracy ETF (SPXM) at 0.00%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than SPXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSI | SPXM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 0.00% | +4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 1.22% | +10.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 7.38% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 7.39% | +10.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 7.39% | +11.36% |
DSI vs. SPXM - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is lower than SPXM's 0.47% expense ratio.
Dividends
DSI vs. SPXM - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.86%, more than SPXM's 0.24% 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% |
SPXM Azoria 500 Meritocracy ETF | 0.24% | 0.24% | 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 SPXM have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSI has higher volatility (4.96%) compared to SPXM (0.00%). In terms of maximum drawdown, DSI dropped -54.23% vs SPXM's -5.08%.
On 1-year performance, DSI leads with 23.30% vs 8.90% for SPXM. On fees, DSI is cheaper at 0.25% per year. On volatility, SPXM has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DSI has performed better with a 23.30% return vs 8.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSI is cheaper with a 0.25% expense ratio, compared with 0.47% for SPXM.
DSI has the higher dividend yield at 0.86%, compared with 0.24% for SPXM.
They also come from different issuers: iShares and Azoria. Their fees differ too: 0.25% for DSI and 0.47% for SPXM.
DSI currently has the higher Sharpe Ratio (1.62 vs 1.49), 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.
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