RSSL vs. SMCP

Last updated Jun 3, 2026

RSSL (Global X Russell 2000 ETF) and SMCP (AlphaMark Actively Managed Small Cap ETF) are both Small Cap Blend Equities funds - RSSL tracks the Russell 2000 RIC Capped Index while SMCP tracks the Actively Managed. Both are passively managed. At a 0.24 correlation, their price movements are largely independent. RSSL charges 0.08%/yr vs 0.90%/yr for SMCP.

Performance

RSSL vs. SMCP - Performance Comparison

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

Returns By Period

RSSL

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

SMCP

• 1D: 1.02%
• 1M: -25.77%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSSL vs. SMCP - Yearly Performance Comparison

	2026 (YTD)
RSSL Global X Russell 2000 ETF	10.11%
SMCP AlphaMark Actively Managed Small Cap ETF	-25.77%

Correlation

The correlation between RSSL and SMCP is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 9, 2026	0.24

RSSL vs. SMCP - Sectors Allocation Comparison

Sectors	RSSL	SMCP
Industrials	17.6%	13.1%
Technology	17.0%	11.1%
Healthcare	16.5%	11.0%
Financial Services	15.8%	98.8%
Consumer Cyclical	8.4%	7.3%
Real Estate	6.1%	3.1%
Energy	6.1%	7.6%
Basic Materials	4.8%	7.9%
Utilities	2.9%	3.0%
Communication Services	2.4%	4.0%
Consumer Defensive	2.4%	8.1%

Return for Risk

RSSL vs. SMCP — Risk / Return Rank

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

RSSL

RSSL Risk / Return Rank: 68
RSSL Sharpe Ratio Rank: 67
RSSL Sortino Ratio Rank: 65
RSSL Omega Ratio Rank: 59
RSSL Calmar Ratio Rank: 77
RSSL Martin Ratio Rank: 73

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. SMCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) and AlphaMark Actively Managed Small Cap ETF (SMCP). 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.

	RSSL	SMCP	Difference
Sharpe ratio Return per unit of total volatility	2.28	—	—
Sortino ratio Return per unit of downside risk	3.12	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	3.96	—	—
Martin ratio Return relative to average drawdown	13.98	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RSSL	SMCP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	-1.43	+2.36

Drawdowns

RSSL vs. SMCP - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, roughly equal to the maximum SMCP drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for RSSL and SMCP.

Drawdown Indicators

	RSSL	SMCP	Difference
Max Drawdown Largest peak-to-trough decline	-27.79%	-27.86%	+0.07%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	—	—
Current Drawdown Current decline from peak	-0.15%	-25.77%	+25.62%
Average Drawdown Average peak-to-trough decline	-5.71%	-5.07%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	—	—

Volatility

Volatility by Period

	RSSL	SMCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.11%	43.91%	-24.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.46%	43.91%	-21.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.46%	43.91%	-21.45%

RSSL vs. SMCP - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is lower than SMCP's 0.90% expense ratio.

Dividends

RSSL vs. SMCP - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.27%, while SMCP has not paid dividends to shareholders.

Position	TTM	2025	2024
RSSL Global X Russell 2000 ETF	1.27%	1.35%	0.99%
SMCP AlphaMark Actively Managed Small Cap ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSSL and SMCP in my portfolio?

RSSL and SMCP have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RSSL or SMCP?

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.

Which ETF is cheaper, RSSL or SMCP?

RSSL is cheaper with a 0.08% expense ratio, compared with 0.90% for SMCP.

Which ETF pays a higher dividend yield, RSSL or SMCP?

RSSL has the higher dividend yield at 1.27%, compared with 0.00% for SMCP.

What is the main difference between RSSL and SMCP?

RSSL tracks Russell 2000 RIC Capped Index, while SMCP tracks Actively Managed. They also come from different issuers: Global X and AlphaMark Advisors. Their fees differ too: 0.08% for RSSL and 0.90% for SMCP.