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RSSL vs. CVSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSSL vs. CVSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 ETF (RSSL) and CresAlta Small & Mid-Cap ETF (CVSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RSSL

1D
-0.68%
1M
0.52%
6M
12.80%
YTD
19.70%
1Y
33.93%
3Y*
5Y*
10Y*

CVSM

1D
0.17%
1M
-1.46%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSL vs. CVSM - Yearly Performance Comparison


Correlation

The correlation between RSSL and CVSM is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 18, 2026

0.62

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Return for Risk

RSSL vs. CVSM — Risk / Return Rank

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

RSSL
RSSL Risk / Return Rank: 6969
Overall Rank
RSSL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
RSSL Sortino Ratio Rank: 6868
Sortino Ratio Rank
RSSL Omega Ratio Rank: 5959
Omega Ratio Rank
RSSL Calmar Ratio Rank: 7676
Calmar Ratio Rank
RSSL Martin Ratio Rank: 7575
Martin Ratio Rank

CVSM

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

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.

RSSL vs. CVSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) and CresAlta Small & Mid-Cap ETF (CVSM). 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.


RSSLCVSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

3.12

Martin ratioReturn relative to average drawdown

10.94

RSSL vs. CVSM - Sharpe Ratio Comparison


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Drawdowns

RSSL vs. CVSM - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, which is greater than CVSM's maximum drawdown of -3.36%. Use the drawdown chart below to compare losses from any high point for RSSL and CVSM.


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Drawdown Indicators


RSSLCVSMDifference

Max Drawdown

Largest peak-to-trough decline

-27.79%

-3.36%

-24.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

Current Drawdown

Current decline from peak

-2.24%

-1.46%

-0.78%

Average Drawdown

Average peak-to-trough decline

-5.46%

-1.01%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

RSSL vs. CVSM - Volatility Comparison


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Volatility by Period


RSSLCVSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

11.19%

+8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.29%

11.19%

+11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

11.19%

+11.10%

RSSL vs. CVSM - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is lower than CVSM's 0.55% expense ratio.


Dividends

RSSL vs. CVSM - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.23%, more than CVSM's 0.23% yield.


PositionTTM20252024
CVSM
CresAlta Small & Mid-Cap ETF
0.23%0.00%0.00%
RSSL
Global X Russell 2000 ETF
1.23%1.35%0.99%

Frequently Asked Questions


RSSL and CVSM have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RSSL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RSSL is cheaper with a 0.08% expense ratio, compared with 0.55% for CVSM.

RSSL has the higher dividend yield at 1.23%, compared with 0.23% for CVSM.

They also come from different issuers: Global X and CresAlta. Their fees differ too: 0.08% for RSSL and 0.55% for CVSM.

Portfolio Optimizer

Find the right allocation for RSSL and CVSM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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