LSAT vs. ESML
Compare and contrast key facts about Leadershares Alphafactor Tactical Focused ETF (LSAT) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML).
LSAT and ESML are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LSAT is an actively managed fund by Redwood Investment Management. It was launched on Oct 27, 2020. ESML is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Extended ESG Focus Index. It was launched on Apr 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSAT or ESML.
Key characteristics
| LSAT | ESML | |
|---|---|---|
| YTD Return | 22.76% | 18.40% |
| 1Y Return | 33.75% | 39.54% |
| 3Y Return (Ann) | 7.06% | 3.08% |
| Sharpe Ratio | 2.56 | 2.08 |
| Sortino Ratio | 3.60 | 2.95 |
| Omega Ratio | 1.44 | 1.36 |
| Calmar Ratio | 3.01 | 1.77 |
| Martin Ratio | 15.51 | 11.99 |
| Ulcer Index | 2.14% | 3.29% |
| Daily Std Dev | 12.99% | 18.93% |
| Max Drawdown | -20.48% | -41.97% |
| Current Drawdown | -0.77% | -1.35% |
Correlation
The correlation between LSAT and ESML is 0.80, 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
LSAT vs. ESML - Performance Comparison
In the year-to-date period, LSAT achieves a 22.76% return, which is significantly higher than ESML's 18.40% 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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LSAT vs. ESML - Expense Ratio Comparison
LSAT has a 0.99% expense ratio, which is higher than ESML's 0.17% expense ratio.
Risk-Adjusted Performance
LSAT vs. ESML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leadershares Alphafactor Tactical Focused ETF (LSAT) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML). 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
LSAT vs. ESML - Dividend Comparison
LSAT's dividend yield for the trailing twelve months is around 1.51%, more than ESML's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
LSAT Leadershares Alphafactor Tactical Focused ETF | 1.51% | 1.85% | 0.36% | 3.44% | 0.31% | 0.00% | 0.00% |
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.06% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% |
Drawdowns
LSAT vs. ESML - Drawdown Comparison
The maximum LSAT drawdown since its inception was -20.48%, smaller than the maximum ESML drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for LSAT and ESML. For additional features, visit the drawdowns tool.
Volatility
LSAT vs. ESML - Volatility Comparison
The current volatility for Leadershares Alphafactor Tactical Focused ETF (LSAT) is 3.98%, while iShares ESG Aware MSCI USA Small-Cap ETF (ESML) has a volatility of 6.08%. This indicates that LSAT experiences smaller price fluctuations and is considered to be less risky than ESML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.