ESIX vs. VBK
Compare and contrast key facts about SPDR S&P SmallCap 600 ESG ETF (ESIX) and Vanguard Small-Cap Growth ETF (VBK).
ESIX and VBK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIX is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 ESG Index. It was launched on Jan 10, 2022. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004. Both ESIX and VBK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESIX vs. VBK - Performance Comparison
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ESIX vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESIX SPDR S&P SmallCap 600 ESG ETF | 1.16% | 1.83% | 9.66% | 17.51% | -14.62% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -24.50% |
Returns By Period
In the year-to-date period, ESIX achieves a 1.16% return, which is significantly higher than VBK's 0.16% return.
ESIX
- 1D
- 2.37%
- 1M
- -4.68%
- YTD
- 1.16%
- 6M
- 1.95%
- 1Y
- 13.47%
- 3Y*
- 9.05%
- 5Y*
- —
- 10Y*
- —
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
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ESIX vs. VBK - Expense Ratio Comparison
ESIX has a 0.12% expense ratio, which is higher than VBK's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESIX vs. VBK — Risk / Return Rank
ESIX
VBK
ESIX vs. VBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) and Vanguard Small-Cap Growth ETF (VBK). 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 | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.85 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.34 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.38 | -0.45 |
Martin ratioReturn relative to average drawdown | 3.37 | 5.52 | -2.15 |
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
| ESIX | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.85 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.09 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.40 | -0.26 |
Correlation
The correlation between ESIX and VBK is 0.89, 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
ESIX vs. VBK - Dividend Comparison
ESIX's dividend yield for the trailing twelve months is around 1.59%, more than VBK's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIX SPDR S&P SmallCap 600 ESG ETF | 1.59% | 1.64% | 1.65% | 1.69% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
ESIX vs. VBK - Drawdown Comparison
The maximum ESIX drawdown since its inception was -27.56%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for ESIX and VBK.
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Drawdown Indicators
| ESIX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.56% | -58.68% | +31.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -14.56% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.70% | — |
Current DrawdownCurrent decline from peak | -7.24% | -7.57% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -10.22% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.65% | +0.46% |
Volatility
ESIX vs. VBK - Volatility Comparison
The current volatility for SPDR S&P SmallCap 600 ESG ETF (ESIX) is 6.12%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that ESIX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 8.73% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 15.41% | -2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.53% | 24.44% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 23.49% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 22.80% | -1.14% |