ESIX vs. SCDS

Last updated Jun 4, 2026

ESIX (SPDR S&P SmallCap 600 ESG ETF) and SCDS (JPMorgan Fundamental Data Science Small Core ETF) are both Small Cap Blend Equities funds. ESIX is passively managed, while SCDS is actively managed. Over the past year, ESIX returned 22.21% vs 42.67% for SCDS. Their correlation of 0.92 suggests significant overlap in exposure. ESIX charges 0.12%/yr vs 0.40%/yr for SCDS.

Performance

ESIX vs. SCDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P SmallCap 600 ESG ETF (ESIX) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESIX achieves a 10.83% return, which is significantly lower than SCDS's 22.66% return.

ESIX

• 1D: -1.16%
• 1M: -0.56%
• YTD: 10.83%
• 6M: 9.86%
• 1Y: 22.21%
• 3Y*: 14.39%
• 5Y*: —
• 10Y*: —

SCDS

• 1D: -0.76%
• 1M: 6.01%
• YTD: 22.66%
• 6M: 21.54%
• 1Y: 42.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESIX vs. SCDS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ESIX SPDR S&P SmallCap 600 ESG ETF	10.83%	1.83%	6.89%
SCDS JPMorgan Fundamental Data Science Small Core ETF	22.66%	11.27%	7.26%

Correlation

The correlation between ESIX and SCDS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Aug 9, 2024	0.92

The correlation between ESIX and SCDS has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

ESIX vs. SCDS - Sectors Allocation Comparison

Sectors	ESIX	SCDS
Industrials	17.2%	14.6%
Financial Services	17.0%	14.7%
Technology	16.6%	20.8%
Consumer Cyclical	12.4%	10.7%
Healthcare	10.8%	11.0%
Real Estate	6.9%	4.9%
Energy	6.7%	3.9%
Basic Materials	4.4%	3.2%
Consumer Defensive	3.0%	2.2%
Communication Services	2.9%	1.6%
Utilities	2.0%	2.4%

Return for Risk

ESIX vs. SCDS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIX

ESIX Risk / Return Rank: 37
ESIX Sharpe Ratio Rank: 34
ESIX Sortino Ratio Rank: 36
ESIX Omega Ratio Rank: 32
ESIX Calmar Ratio Rank: 42
ESIX Martin Ratio Rank: 41

SCDS

SCDS Risk / Return Rank: 77
SCDS Sharpe Ratio Rank: 73
SCDS Sortino Ratio Rank: 75
SCDS Omega Ratio Rank: 67
SCDS Calmar Ratio Rank: 86
SCDS Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESIX vs. SCDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). 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.

	ESIX	SCDS	Difference
Sharpe ratio: Return per unit of total volatility	1.20	2.36	-1.16
Sortino ratio: Return per unit of downside risk	1.84	3.33	-1.48
Omega ratio: Gain probability vs. loss probability	1.21	1.40	-0.18
Calmar ratio: Return relative to maximum drawdown	2.08	4.84	-2.76
Martin ratio: Return relative to average drawdown	6.57	16.84	-10.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIX vs. SCDS - Sharpe Ratio Comparison

The current ESIX Sharpe Ratio is 1.20, which is lower than the SCDS Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of ESIX and SCDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESIX	SCDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	2.36	-1.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	1.11	-0.87

Drawdowns

ESIX vs. SCDS - Drawdown Comparison

The maximum ESIX drawdown since its inception was -27.56%, roughly equal to the maximum SCDS drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for ESIX and SCDS.

Drawdown Indicators

	ESIX	SCDS	Difference
Max Drawdown Largest peak-to-trough decline	-27.56%	-26.71%	-0.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.18%	-8.85%	-1.33%
Max Drawdown (3Y) Largest decline over 3 years	-27.56%	—	—
Current Drawdown Current decline from peak	-2.42%	-0.76%	-1.66%
Average Drawdown Average peak-to-trough decline	-8.59%	-5.28%	-3.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	2.54%	+0.68%

Volatility

ESIX vs. SCDS - Volatility Comparison

The current volatility for SPDR S&P SmallCap 600 ESG ETF (ESIX) is 4.19%, while JPMorgan Fundamental Data Science Small Core ETF (SCDS) has a volatility of 5.58%. This indicates that ESIX experiences smaller price fluctuations and is considered to be less risky than SCDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESIX	SCDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	5.58%	-1.39%
Volatility (6M) Calculated over the trailing 6-month period	12.40%	12.93%	-0.53%
Volatility (1Y) Calculated over the trailing 1-year period	17.99%	18.20%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.53%	21.20%	+0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.53%	21.20%	+0.33%

ESIX vs. SCDS - Expense Ratio Comparison

ESIX has a 0.12% expense ratio, which is lower than SCDS's 0.40% expense ratio.

Dividends

ESIX vs. SCDS - Dividend Comparison

ESIX's dividend yield for the trailing twelve months is around 1.45%, more than SCDS's 0.92% yield.

Position	TTM	2025	2024	2023	2022
ESIX SPDR S&P SmallCap 600 ESG ETF	1.45%	1.64%	1.65%	1.69%	1.54%
SCDS JPMorgan Fundamental Data Science Small Core ETF	0.92%	1.15%	0.42%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESIX and SCDS in my portfolio?

ESIX and SCDS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESIX or SCDS?

SCDS has higher volatility (5.58%) compared to ESIX (4.19%). In terms of maximum drawdown, ESIX dropped -27.56% vs SCDS's -26.71%.

Which ETF is better, ESIX or SCDS?

On 1-year performance, SCDS leads with 42.67% vs 22.21% for ESIX. On fees, ESIX is cheaper at 0.12% per year. On volatility, ESIX has been the lower-risk option at 4.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESIX or SCDS?

Over the 1-year period, SCDS has performed better with a 42.67% return vs 22.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESIX or SCDS?

ESIX is cheaper with a 0.12% expense ratio, compared with 0.40% for SCDS.

Which ETF pays a higher dividend yield, ESIX or SCDS?

ESIX has the higher dividend yield at 1.45%, compared with 0.92% for SCDS.

What is the main difference between ESIX and SCDS?

They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.12% for ESIX and 0.40% for SCDS.

Which has better risk-adjusted returns?

SCDS currently has the higher Sharpe Ratio (2.36 vs 1.20), 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.