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RSSL vs. SIXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSSL vs. SIXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 ETF (RSSL) and 6 Meridian Small Cap Equity ETF (SIXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSSL achieves a 18.48% return, which is significantly higher than SIXS's 6.68% return.


RSSL

1D
0.94%
1M
4.34%
YTD
18.48%
6M
19.47%
1Y
43.38%
3Y*
5Y*
10Y*

SIXS

1D
-0.44%
1M
-2.49%
YTD
6.68%
6M
8.16%
1Y
18.82%
3Y*
10.88%
5Y*
3.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSL vs. SIXS - Yearly Performance Comparison


2026 (YTD)20252024
RSSL
Global X Russell 2000 ETF
18.48%12.87%8.83%
SIXS
6 Meridian Small Cap Equity ETF
6.68%4.59%8.99%

Correlation

The correlation between RSSL and SIXS is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2024

0.78

The correlation between RSSL and SIXS has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

RSSL vs. SIXS - Sectors Allocation Comparison


Sectors
RSSL
SIXS

Industrials

17.6%
7.3%

Technology

17.0%
5.7%

Healthcare

16.5%
16.2%

Financial Services

15.8%
23.0%

Consumer Cyclical

8.4%
6.4%

Real Estate

6.1%
9.0%

Energy

6.1%
2.7%

Basic Materials

4.8%
1.0%

Utilities

2.9%
12.1%

Communication Services

2.4%
5.9%

Consumer Defensive

2.4%
10.8%

Industrials

RSSL
17.6%
SIXS
7.3%

Technology

RSSL
17.0%
SIXS
5.7%

Healthcare

RSSL
16.5%
SIXS
16.2%

Financial Services

RSSL
15.8%
SIXS
23.0%

Consumer Cyclical

RSSL
8.4%
SIXS
6.4%

Real Estate

RSSL
6.1%
SIXS
9.0%

Energy

RSSL
6.1%
SIXS
2.7%

Basic Materials

RSSL
4.8%
SIXS
1.0%

Utilities

RSSL
2.9%
SIXS
12.1%

Communication Services

RSSL
2.4%
SIXS
5.9%

Consumer Defensive

RSSL
2.4%
SIXS
10.8%

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Return for Risk

RSSL vs. SIXS — Risk / Return Rank

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

RSSL
RSSL Risk / Return Rank: 6868
Overall Rank
RSSL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RSSL Sortino Ratio Rank: 6565
Sortino Ratio Rank
RSSL Omega Ratio Rank: 5959
Omega Ratio Rank
RSSL Calmar Ratio Rank: 7777
Calmar Ratio Rank
RSSL Martin Ratio Rank: 7373
Martin Ratio Rank

SIXS
SIXS Risk / Return Rank: 4343
Overall Rank
SIXS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SIXS Sortino Ratio Rank: 4141
Sortino Ratio Rank
SIXS Omega Ratio Rank: 3737
Omega Ratio Rank
SIXS Calmar Ratio Rank: 5151
Calmar Ratio Rank
SIXS Martin Ratio Rank: 4747
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.

RSSL vs. SIXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) and 6 Meridian Small Cap Equity ETF (SIXS). 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.


RSSLSIXSDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.43

+0.85

Sortino ratio

Return per unit of downside risk

3.12

2.14

+0.98

Omega ratio

Gain probability vs. loss probability

1.37

1.25

+0.12

Calmar ratio

Return relative to maximum drawdown

3.96

2.60

+1.36

Martin ratio

Return relative to average drawdown

13.98

7.90

+6.09

RSSL vs. SIXS - Sharpe Ratio Comparison

The current RSSL Sharpe Ratio is 2.28, which is higher than the SIXS Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of RSSL and SIXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RSSLSIXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.43

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.72

+0.21

Drawdowns

RSSL vs. SIXS - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, roughly equal to the maximum SIXS drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for RSSL and SIXS.


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Drawdown Indicators


RSSLSIXSDifference

Max Drawdown

Largest peak-to-trough decline

-27.79%

-27.68%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-7.16%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.68%

Current Drawdown

Current decline from peak

-0.15%

-2.98%

+2.83%

Average Drawdown

Average peak-to-trough decline

-5.71%

-8.95%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.36%

+0.74%

Volatility

RSSL vs. SIXS - Volatility Comparison

Global X Russell 2000 ETF (RSSL) has a higher volatility of 5.62% compared to 6 Meridian Small Cap Equity ETF (SIXS) at 3.41%. This indicates that RSSL's price experiences larger fluctuations and is considered to be riskier than SIXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSSLSIXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

3.41%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

8.82%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

13.24%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.46%

17.62%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

19.65%

+2.81%

RSSL vs. SIXS - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is lower than SIXS's 1.00% expense ratio.


Dividends

RSSL vs. SIXS - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.27%, less than SIXS's 1.78% yield.


PositionTTM202520242023202220212020
RSSL
Global X Russell 2000 ETF
1.27%1.35%0.99%0.00%0.00%0.00%0.00%
SIXS
6 Meridian Small Cap Equity ETF
1.78%1.62%1.09%1.60%1.37%0.94%0.45%

Frequently Asked Questions


RSSL and SIXS have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSSL has higher volatility (5.62%) compared to SIXS (3.41%). In terms of maximum drawdown, RSSL dropped -27.79% vs SIXS's -27.68%.

On 1-year performance, RSSL leads with 43.38% vs 18.82% for SIXS. On fees, RSSL is cheaper at 0.08% per year. On volatility, SIXS has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSSL has performed better with a 43.38% return vs 18.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RSSL is cheaper with a 0.08% expense ratio, compared with 1.00% for SIXS.

SIXS has the higher dividend yield at 1.78%, compared with 1.27% for RSSL.

They also come from different issuers: Global X and Exchange Traded Concepts. Their fees differ too: 0.08% for RSSL and 1.00% for SIXS.

RSSL currently has the higher Sharpe Ratio (2.28 vs 1.43), 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.

Portfolio Optimizer

Find the right allocation for RSSL and SIXS

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