MRSK vs. SIXH
MRSK (Agility Shares Managed Risk ETF) and SIXH (6 Meridian Hedged Equity-Index Option Strategy ETF) are both Equity Hedged funds. Both are actively managed. Over the past 5 years, MRSK returned 7.63%/yr vs 9.52%/yr for SIXH. Their 0.35 correlation means their historical movements had little consistent relationship. MRSK charges 0.99%/yr vs 0.87%/yr for SIXH.
Performance
MRSK vs. SIXH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MRSK achieves a 6.64% return, which is significantly lower than SIXH's 11.60% return.
MRSK
- 1D
- 0.81%
- 1M
- 1.48%
- 6M
- 5.13%
- YTD
- 6.64%
- 1Y
- 17.03%
- 3Y*
- 11.11%
- 5Y*
- 7.63%
- 10Y*
- —
- ALL TIME*
- 11.15%
SIXH
- 1D
- -0.19%
- 1M
- 1.06%
- 6M
- 6.10%
- YTD
- 11.60%
- 1Y
- 15.22%
- 3Y*
- 13.11%
- 5Y*
- 9.52%
- 10Y*
- —
- ALL TIME*
- 11.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $835.57K | $1.53M | $1.06M | |
| $1.56M | $1.08M | $613.75K |
MRSK vs. SIXH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 6.64% | 11.93% | 14.62% | 13.29% | -11.86% | 20.74% | 15.57% |
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF | 11.60% | 9.47% | 12.06% | 4.93% | 6.90% | 18.37% | 6.08% |
Correlation
The correlation between MRSK and SIXH is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.35 |
Over the past year, the correlation between MRSK and SIXH has dropped to 0.09 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MRSK vs. SIXH — Risk / Return Rank
MRSK
SIXH
MRSK vs. SIXH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MRSK | SIXH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.50 | -1.32 |
| Martin ratioReturn relative to average drawdown | 8.57 | 8.88 | -0.31 |
Loading charts...
Drawdowns
MRSK vs. SIXH - Drawdown Comparison
The maximum MRSK drawdown since its inception was -14.70%, which is greater than SIXH's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for MRSK and SIXH.
Loading charts...
Drawdown Indicators
| MRSK | SIXH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.70% | -11.68% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.82% | -4.36% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.22% | -9.10% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -14.70% | -11.68% | -3.02% |
Current DrawdownCurrent decline from peak | 0.00% | -1.82% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -1.82% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.72% | +0.27% |
Volatility
MRSK vs. SIXH - Volatility Comparison
The current volatility for Agility Shares Managed Risk ETF (MRSK) is 1.93%, while 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) has a volatility of 2.40%. This indicates that MRSK experiences smaller price fluctuations and is considered to be less risky than SIXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MRSK | SIXH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 2.40% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 6.23% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 7.89% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.78% | 10.39% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.80% | 10.09% | +1.71% |
MRSK vs. SIXH - Expense Ratio Comparison
MRSK has a 0.99% expense ratio, which is higher than SIXH's 0.87% expense ratio.
Dividends
MRSK vs. SIXH - Dividend Comparison
MRSK's dividend yield for the trailing twelve months is around 0.35%, less than SIXH's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 0.35% | 0.37% | 0.44% | 0.60% | 1.11% | 14.20% | 4.29% |
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF | 1.83% | 2.23% | 1.55% | 2.04% | 2.06% | 1.65% | 1.10% |
Frequently Asked Questions
MRSK and SIXH have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIXH has higher volatility (2.40%) compared to MRSK (1.93%). In terms of maximum drawdown, MRSK dropped -14.70% vs SIXH's -11.68%.
On 5-year performance, SIXH leads with 9.52% vs 7.63% for MRSK. On fees, SIXH is cheaper at 0.87% per year. On volatility, MRSK has been the lower-risk option at 1.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SIXH has performed better with a 9.52% return vs 7.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SIXH is cheaper with a 0.87% expense ratio, compared with 0.99% for MRSK.
SIXH has the higher dividend yield at 1.83%, compared with 0.35% for MRSK.
They also come from different issuers: Toews and Exchange Traded Concepts. Their fees differ too: 0.99% for MRSK and 0.87% for SIXH.
SIXH currently has the higher Sharpe Ratio (1.94 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MRSK and SIXH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer