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LSAT vs. SIXH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSAT vs. SIXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leadershares Alphafactor Tactical Focused ETF (LSAT) and 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). The values are adjusted to include any dividend payments, if applicable.

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LSAT vs. SIXH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LSAT
Leadershares Alphafactor Tactical Focused ETF
1.40%-1.54%18.16%13.64%-12.99%25.10%20.47%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
7.67%9.47%12.06%4.93%6.90%18.37%3.77%

Returns By Period

In the year-to-date period, LSAT achieves a 1.40% return, which is significantly lower than SIXH's 7.67% return.


LSAT

1D
1.77%
1M
-1.78%
YTD
1.40%
6M
-2.97%
1Y
0.13%
3Y*
9.21%
5Y*
5.57%
10Y*

SIXH

1D
1.20%
1M
-1.92%
YTD
7.67%
6M
10.05%
1Y
9.49%
3Y*
12.61%
5Y*
10.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSAT vs. SIXH - Expense Ratio Comparison

LSAT has a 0.99% expense ratio, which is higher than SIXH's 0.87% expense ratio.


Return for Risk

LSAT vs. SIXH — Risk / Return Rank

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

LSAT
LSAT Risk / Return Rank: 1212
Overall Rank
LSAT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LSAT Sortino Ratio Rank: 1212
Sortino Ratio Rank
LSAT Omega Ratio Rank: 1212
Omega Ratio Rank
LSAT Calmar Ratio Rank: 1313
Calmar Ratio Rank
LSAT Martin Ratio Rank: 1313
Martin Ratio Rank

SIXH
SIXH Risk / Return Rank: 5151
Overall Rank
SIXH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SIXH Sortino Ratio Rank: 4848
Sortino Ratio Rank
SIXH Omega Ratio Rank: 5353
Omega Ratio Rank
SIXH Calmar Ratio Rank: 4949
Calmar Ratio Rank
SIXH Martin Ratio Rank: 5454
Martin Ratio Rank
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.

LSAT vs. SIXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leadershares Alphafactor Tactical Focused ETF (LSAT) and 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). 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.


LSATSIXHDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.87

-0.86

Sortino ratio

Return per unit of downside risk

0.13

1.27

-1.14

Omega ratio

Gain probability vs. loss probability

1.02

1.19

-0.18

Calmar ratio

Return relative to maximum drawdown

0.07

1.21

-1.14

Martin ratio

Return relative to average drawdown

0.21

5.09

-4.88

LSAT vs. SIXH - Sharpe Ratio Comparison

The current LSAT Sharpe Ratio is 0.01, which is lower than the SIXH Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of LSAT and SIXH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LSATSIXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.87

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.99

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.09

-0.44

Correlation

The correlation between LSAT and SIXH is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LSAT vs. SIXH - Dividend Comparison

LSAT's dividend yield for the trailing twelve months is around 1.87%, more than SIXH's 1.84% yield.


TTM202520242023202220212020
LSAT
Leadershares Alphafactor Tactical Focused ETF
1.87%1.90%1.31%1.85%0.36%3.44%0.30%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.84%2.23%1.55%2.04%2.06%1.65%1.10%

Drawdowns

LSAT vs. SIXH - Drawdown Comparison

The maximum LSAT drawdown since its inception was -20.48%, which is greater than SIXH's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for LSAT and SIXH.


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Drawdown Indicators


LSATSIXHDifference

Max Drawdown

Largest peak-to-trough decline

-20.48%

-11.68%

-8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-8.58%

-4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-11.68%

-8.80%

Current Drawdown

Current decline from peak

-6.77%

-1.99%

-4.78%

Average Drawdown

Average peak-to-trough decline

-5.68%

-1.84%

-3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

2.09%

+2.13%

Volatility

LSAT vs. SIXH - Volatility Comparison

Leadershares Alphafactor Tactical Focused ETF (LSAT) has a higher volatility of 4.05% compared to 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) at 3.04%. This indicates that LSAT's price experiences larger fluctuations and is considered to be riskier than SIXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSATSIXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

3.04%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

5.60%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

10.99%

+6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

10.33%

+5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

10.17%

+6.73%