Correlation
The correlation between QSML and SFLO is 0.64, 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.
QSML vs. SFLO
Compare and contrast key facts about Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Victoryshares Small Cap Free Cash Flow ETF (SFLO).
QSML and SFLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSML is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross. It was launched on Jan 23, 2024. SFLO is a passively managed fund by VictoryShares that tracks the performance of the Victory US Small Cap Free Cash Flow Index. It was launched on Dec 20, 2023. Both QSML and SFLO 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: QSML or SFLO.
Performance
QSML vs. SFLO - Performance Comparison
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Key characteristics
QSML:
-0.01
SFLO:
-0.20
QSML:
0.16
SFLO:
-0.12
QSML:
1.02
SFLO:
0.98
QSML:
-0.02
SFLO:
-0.19
QSML:
-0.04
SFLO:
-0.58
QSML:
10.28%
SFLO:
8.94%
QSML:
24.73%
SFLO:
25.10%
QSML:
-28.54%
SFLO:
-26.63%
QSML:
-14.67%
SFLO:
-11.85%
Returns By Period
In the year-to-date period, QSML achieves a -7.47% return, which is significantly lower than SFLO's -6.00% return.
QSML
-7.47%
4.86%
-14.32%
-1.12%
N/A
N/A
N/A
SFLO
-6.00%
5.37%
-11.10%
-5.96%
N/A
N/A
N/A
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QSML vs. SFLO - Expense Ratio Comparison
QSML has a 0.38% expense ratio, which is lower than SFLO's 0.49% expense ratio.
Risk-Adjusted Performance
QSML vs. SFLO — Risk-Adjusted Performance Rank
QSML
SFLO
QSML vs. SFLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Victoryshares Small Cap Free Cash Flow ETF (SFLO). 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.
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Dividends
QSML vs. SFLO - Dividend Comparison
QSML's dividend yield for the trailing twelve months is around 0.35%, less than SFLO's 1.47% yield.
| TTM | 2024 | |
|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 0.35% | 0.32% |
SFLO Victoryshares Small Cap Free Cash Flow ETF | 1.47% | 1.28% |
Drawdowns
QSML vs. SFLO - Drawdown Comparison
The maximum QSML drawdown since its inception was -28.54%, which is greater than SFLO's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for QSML and SFLO.
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Volatility
QSML vs. SFLO - Volatility Comparison
The current volatility for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) is 6.50%, while Victoryshares Small Cap Free Cash Flow ETF (SFLO) has a volatility of 6.97%. This indicates that QSML experiences smaller price fluctuations and is considered to be less risky than SFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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