RESM vs. ISMD

Last updated Jul 4, 2026

RESM (Columbia Research Enhanced Small Cap ETF) and ISMD (Inspire Small/Mid Cap Impact ETF) are both Small Cap Blend Equities funds - RESM tracks the Beta Advantage Research Enhanced Small Cap Index while ISMD tracks the Inspire Small/Mid Cap Impact Equal Weight Index. Both are passively managed. Their correlation of 0.89 suggests significant overlap in exposure. RESM charges 0.32%/yr vs 0.57%/yr for ISMD.

Performance

RESM vs. ISMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Small Cap ETF (RESM) and Inspire Small/Mid Cap Impact ETF (ISMD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RESM achieves a 21.67% return, which is significantly lower than ISMD's 28.41% return.

RESM

• 1D: -0.58%
• 1M: 5.32%
• 6M: 21.06%
• YTD: 21.67%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ISMD

• 1D: -1.07%
• 1M: 5.66%
• 6M: 27.23%
• YTD: 28.41%
• 1Y: 34.27%
• 3Y*: 16.53%
• 5Y*: 9.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RESM vs. ISMD - Yearly Performance Comparison

	2026 (YTD)	2025
RESM Columbia Research Enhanced Small Cap ETF	21.67%	-3.32%
ISMD Inspire Small/Mid Cap Impact ETF	28.41%	-2.60%

Correlation

The correlation between RESM and ISMD is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025	0.89

Return for Risk

RESM vs. ISMD — Risk / Return Rank

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

RESM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ISMD

ISMD Risk / Return Rank: 74
ISMD Sharpe Ratio Rank: 73
ISMD Sortino Ratio Rank: 73
ISMD Omega Ratio Rank: 67
ISMD Calmar Ratio Rank: 83
ISMD Martin Ratio Rank: 76

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.

RESM vs. ISMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Small Cap ETF (RESM) and Inspire Small/Mid Cap Impact ETF (ISMD). 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.

	RESM	ISMD	Difference
Sharpe ratio: Return per unit of total volatility	—	1.91	—
Sortino ratio: Return per unit of downside risk	—	2.70	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	3.69	—
Martin ratio: Return relative to average drawdown	—	11.58	—

Drawdowns

RESM vs. ISMD - Drawdown Comparison

The maximum RESM drawdown since its inception was -8.50%, smaller than the maximum ISMD drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for RESM and ISMD.

Drawdown Indicators

	RESM	ISMD	Difference
Max Drawdown Largest peak-to-trough decline	-8.50%	-44.60%	+36.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.64%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-26.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.64%	—
Current Drawdown Current decline from peak	-0.95%	-1.63%	+0.68%
Average Drawdown Average peak-to-trough decline	-1.77%	-8.10%	+6.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.06%	—

Volatility

Volatility by Period

	RESM	ISMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.36%	18.63%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.36%	20.88%	-3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.36%	23.69%	-6.33%

RESM vs. ISMD - Expense Ratio Comparison

RESM has a 0.32% expense ratio, which is lower than ISMD's 0.57% expense ratio.

Dividends

RESM vs. ISMD - Dividend Comparison

RESM's dividend yield for the trailing twelve months is around 0.08%, less than ISMD's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISMD Inspire Small/Mid Cap Impact ETF	1.12%	1.21%	1.24%	1.17%	1.28%	9.35%	0.99%	0.88%	1.35%	2.02%
RESM Columbia Research Enhanced Small Cap ETF	0.08%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RESM and ISMD in my portfolio?

RESM and ISMD have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RESM or ISMD?

On fees, RESM is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RESM or ISMD?

RESM is cheaper with a 0.32% expense ratio, compared with 0.57% for ISMD.

Which ETF pays a higher dividend yield, RESM or ISMD?

ISMD has the higher dividend yield at 1.12%, compared with 0.08% for RESM.

What is the main difference between RESM and ISMD?

RESM tracks Beta Advantage Research Enhanced Small Cap Index, while ISMD tracks Inspire Small/Mid Cap Impact Equal Weight Index. They also come from different issuers: Columbia Threadneedle and Inspire. Their fees differ too: 0.32% for RESM and 0.57% for ISMD.