DURA vs. SIXA

Last updated Aug 2, 2026

DURA (VanEck Vectors Morningstar Durable Dividend ETF) and SIXA (6 Meridian Mega Cap Equity ETF) are both Large Cap Blend Equities funds. DURA is passively managed, while SIXA is actively managed. Over the past 5 years, DURA returned 7.63%/yr vs 12.48%/yr for SIXA. Their correlation of 0.83 means they have usually moved in the same direction. DURA charges 0.29%/yr vs 0.86%/yr for SIXA.

Performance

DURA vs. SIXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and 6 Meridian Mega Cap Equity ETF (SIXA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURA achieves a 15.95% return, which is significantly higher than SIXA's 13.99% return.

DURA

• 1D: -0.06%
• 1M: 2.73%
• 6M: 8.23%
• YTD: 15.95%
• 1Y: 22.22%
• 3Y*: 9.89%
• 5Y*: 7.63%
• 10Y*: —
• ALL TIME*: 9.24%

SIXA

• 1D: 0.07%
• 1M: 0.55%
• 6M: 8.64%
• YTD: 13.99%
• 1Y: 19.23%
• 3Y*: 19.10%
• 5Y*: 12.48%
• 10Y*: —
• ALL TIME*: 15.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DURA VanEck Vectors Morningstar Durable Dividend ETF	$68.16K	$85.30K	$69.37K
SIXA 6 Meridian Mega Cap Equity ETF	$1.54M	$1.13M	$653.60K

DURA vs. SIXA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DURA VanEck Vectors Morningstar Durable Dividend ETF	15.95%	7.61%	8.51%	0.82%	2.41%	15.53%	16.57%
SIXA 6 Meridian Mega Cap Equity ETF	13.99%	15.52%	22.70%	11.98%	-5.72%	23.87%	19.04%

Correlation

The correlation between DURA and SIXA is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since May 11, 2020	0.83

The correlation between DURA and SIXA has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

DURA vs. SIXA - Sectors Allocation Comparison

Sectors	DURA	SIXA
Consumer Defensive	22.3%	23.8%
Healthcare	15.4%	15.0%
Energy	14.5%	4.9%
Financial Services	9.9%	12.8%
Technology	8.9%	17.0%
Communication Services	8.4%	10.4%
Utilities	6.9%	2.7%
Consumer Cyclical	6.0%	5.1%
Industrials	5.6%	4.6%
Basic Materials	2.0%	-
Real Estate	-	3.8%

Return for Risk

DURA vs. SIXA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DURA

DURA Risk / Return Rank: 72
DURA Sharpe Ratio Rank: 64
DURA Sortino Ratio Rank: 68
DURA Omega Ratio Rank: 79
DURA Calmar Ratio Rank: 73
DURA Martin Ratio Rank: 79

SIXA

SIXA Risk / Return Rank: 87
SIXA Sharpe Ratio Rank: 87
SIXA Sortino Ratio Rank: 89
SIXA Omega Ratio Rank: 84
SIXA Calmar Ratio Rank: 86
SIXA Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DURA vs. SIXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and 6 Meridian Mega Cap Equity ETF (SIXA). 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.

	DURA	SIXA	Difference
Sharpe ratio: Return per unit of total volatility	1.48	2.08	-0.61
Sortino ratio: Return per unit of downside risk	2.22	3.10	-0.88
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	2.55	3.36	-0.81
Martin ratio: Return relative to average drawdown	10.15	12.79	-2.64

DURA vs. SIXA - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.48, which is comparable to the SIXA Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DURA and SIXA, 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

DURA vs. SIXA - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, which is greater than SIXA's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for DURA and SIXA.

Drawdown Indicators

	DURA	SIXA	Difference
Max Drawdown Largest peak-to-trough decline	-33.15%	-18.38%	-14.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-5.59%	-2.94%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-11.22%	-3.05%
Max Drawdown (5Y) Largest decline over 5 years	-15.80%	-18.38%	+2.58%
Current Drawdown Current decline from peak	-1.69%	-1.72%	+0.03%
Average Drawdown Average peak-to-trough decline	-3.88%	-2.93%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.47%	+0.67%

Volatility

DURA vs. SIXA - Volatility Comparison

VanEck Vectors Morningstar Durable Dividend ETF (DURA) has a higher volatility of 3.81% compared to 6 Meridian Mega Cap Equity ETF (SIXA) at 2.77%. This indicates that DURA's price experiences larger fluctuations and is considered to be riskier than SIXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURA	SIXA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	2.77%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	7.06%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	9.05%	+5.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	12.77%	+0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	13.26%	+3.63%

DURA vs. SIXA - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than SIXA's 0.86% expense ratio.

Dividends

DURA vs. SIXA - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.13%, more than SIXA's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DURA VanEck Vectors Morningstar Durable Dividend ETF	3.13%	3.59%	3.33%	3.58%	3.01%	2.89%	3.49%	3.83%	0.66%
SIXA 6 Meridian Mega Cap Equity ETF	1.99%	2.31%	1.62%	2.12%	2.23%	1.63%	1.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DURA and SIXA in my portfolio?

DURA and SIXA have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURA or SIXA?

DURA has higher volatility (3.81%) compared to SIXA (2.77%). In terms of maximum drawdown, DURA dropped -33.15% vs SIXA's -18.38%.

Which ETF is better, DURA or SIXA?

On 5-year performance, SIXA leads with 12.48% vs 7.63% for DURA. On fees, DURA is cheaper at 0.29% per year. On volatility, SIXA has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DURA or SIXA?

Over the 5-year period, SIXA has performed better with a 12.48% return vs 7.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DURA or SIXA?

DURA is cheaper with a 0.29% expense ratio, compared with 0.86% for SIXA.

Which ETF pays a higher dividend yield, DURA or SIXA?

DURA has the higher dividend yield at 3.13%, compared with 1.99% for SIXA.

What is the main difference between DURA and SIXA?

They also come from different issuers: VanEck and Exchange Traded Concepts. Their fees differ too: 0.29% for DURA and 0.86% for SIXA.

Which has better risk-adjusted returns?

SIXA currently has the higher Sharpe Ratio (2.08 vs 1.48), 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.