ECML vs. SLYV
Compare and contrast key facts about EA Series Trust - Euclidean Fundamental Value ETF (ECML) and SPDR S&P 600 Small Cap Value ETF (SLYV).
ECML and SLYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000.
Performance
ECML vs. SLYV - Performance Comparison
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ECML vs. SLYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ECML EA Series Trust - Euclidean Fundamental Value ETF | 8.76% | 6.82% | 2.37% | 24.36% |
SLYV SPDR S&P 600 Small Cap Value ETF | 4.44% | 6.54% | 7.28% | 14.97% |
Returns By Period
In the year-to-date period, ECML achieves a 8.76% return, which is significantly higher than SLYV's 4.44% return.
ECML
- 1D
- 1.57%
- 1M
- -1.96%
- YTD
- 8.76%
- 6M
- 10.66%
- 1Y
- 20.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SLYV
- 1D
- 2.14%
- 1M
- -3.30%
- YTD
- 4.44%
- 6M
- 7.85%
- 1Y
- 23.27%
- 3Y*
- 9.97%
- 5Y*
- 4.83%
- 10Y*
- 9.46%
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ECML vs. SLYV - Expense Ratio Comparison
ECML has a 0.95% expense ratio, which is higher than SLYV's 0.15% expense ratio.
Return for Risk
ECML vs. SLYV — Risk / Return Rank
ECML
SLYV
ECML vs. SLYV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EA Series Trust - Euclidean Fundamental Value ETF (ECML) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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.
| ECML | SLYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.99 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.51 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.51 | +0.10 |
Martin ratioReturn relative to average drawdown | 6.01 | 5.74 | +0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECML | SLYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.99 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.22 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.45 | +0.34 |
Correlation
The correlation between ECML and SLYV is 0.87, 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.
Dividends
ECML vs. SLYV - Dividend Comparison
ECML's dividend yield for the trailing twelve months is around 1.26%, less than SLYV's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.26% | 1.38% | 0.98% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.01% | 2.02% | 2.30% | 2.11% | 1.47% | 1.94% | 1.40% | 1.67% | 2.14% | 5.53% | 2.18% | 6.55% |
Drawdowns
ECML vs. SLYV - Drawdown Comparison
The maximum ECML drawdown since its inception was -24.66%, smaller than the maximum SLYV drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for ECML and SLYV.
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Drawdown Indicators
| ECML | SLYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.66% | -61.15% | +36.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -15.73% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.68% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.73% | — |
Current DrawdownCurrent decline from peak | -2.69% | -6.18% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -9.00% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 4.13% | -0.65% |
Volatility
ECML vs. SLYV - Volatility Comparison
The current volatility for EA Series Trust - Euclidean Fundamental Value ETF (ECML) is 4.48%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 5.43%. This indicates that ECML experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECML | SLYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 5.43% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 13.48% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 23.64% | -4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 22.12% | -3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 23.97% | -5.28% |