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IJS vs. SIXG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJS vs. SIXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) and Defiance Connective Technologies ETF (SIXG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IJS

1D
0.22%
1M
0.37%
YTD
4.77%
6M
6.54%
1Y
37.59%
3Y*
10.12%
5Y*
4.81%
10Y*
9.52%

SIXG

1D
3.37%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. SIXG - Yearly Performance Comparison


Correlation

The correlation between IJS and SIXG is 1.00 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.


IJS vs. SIXG - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is lower than SIXG's 0.30% expense ratio.


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Return for Risk

IJS vs. SIXG — Risk / Return Rank

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

IJS
IJS Risk / Return Rank: 4747
Overall Rank
IJS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 5050
Sortino Ratio Rank
IJS Omega Ratio Rank: 4545
Omega Ratio Rank
IJS Calmar Ratio Rank: 4545
Calmar Ratio Rank
IJS Martin Ratio Rank: 4545
Martin Ratio Rank

SIXG
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.

IJS vs. SIXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Defiance Connective Technologies ETF (SIXG). 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.


IJSSIXGDifference

Sharpe ratio

Return per unit of total volatility

0.93

Sortino ratio

Return per unit of downside risk

1.43

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.51

Martin ratio

Return relative to average drawdown

5.68

IJS vs. SIXG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IJSSIXGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

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

0.39

16,959.59

-16,959.20

Drawdowns

IJS vs. SIXG - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than SIXG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IJS and SIXG.


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Drawdown Indicators


IJSSIXGDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

0.00%

-60.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

Current Drawdown

Current decline from peak

-5.84%

0.00%

-5.84%

Average Drawdown

Average peak-to-trough decline

-9.95%

0.00%

-9.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

Volatility

IJS vs. SIXG - Volatility Comparison


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Volatility by Period


IJSSIXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

23.31%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

23.31%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

23.31%

+0.29%

Dividends

IJS vs. SIXG - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.42%, while SIXG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
SIXG
Defiance Connective Technologies ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%