ESIX vs. VBR
Compare and contrast key facts about SPDR S&P SmallCap 600 ESG ETF (ESIX) and Vanguard Small-Cap Value ETF (VBR).
ESIX and VBR 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 SPDR that tracks the performance of the S&P SmallCap 600 ESG Index. It was launched on Jan 10, 2022. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both ESIX and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESIX or VBR.
Key characteristics
| ESIX | VBR | |
|---|---|---|
| YTD Return | 16.92% | 19.30% |
| 1Y Return | 37.08% | 37.42% |
| Sharpe Ratio | 1.78 | 2.13 |
| Sortino Ratio | 2.64 | 3.05 |
| Omega Ratio | 1.32 | 1.38 |
| Calmar Ratio | 2.22 | 2.82 |
| Martin Ratio | 11.01 | 12.40 |
| Ulcer Index | 3.29% | 2.95% |
| Daily Std Dev | 20.33% | 17.18% |
| Max Drawdown | -21.76% | -62.01% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ESIX and VBR is 0.97, 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.
Performance
ESIX vs. VBR - Performance Comparison
In the year-to-date period, ESIX achieves a 16.92% return, which is significantly lower than VBR's 19.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESIX vs. VBR - Expense Ratio Comparison
ESIX has a 0.12% expense ratio, which is higher than VBR'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%.
Risk-Adjusted Performance
ESIX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
ESIX vs. VBR - Dividend Comparison
ESIX's dividend yield for the trailing twelve months is around 1.46%, less than VBR's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIX SPDR S&P SmallCap 600 ESG ETF | 1.46% | 1.69% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
ESIX vs. VBR - Drawdown Comparison
The maximum ESIX drawdown since its inception was -21.76%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for ESIX and VBR. For additional features, visit the drawdowns tool.
Volatility
ESIX vs. VBR - Volatility Comparison
SPDR S&P SmallCap 600 ESG ETF (ESIX) has a higher volatility of 7.28% compared to Vanguard Small-Cap Value ETF (VBR) at 5.71%. This indicates that ESIX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.