SCAP vs. SMLV

In the year-to-date period, SCAP achieves a -4.56% return, which is significantly lower than SMLV's -2.52% return.

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SCAP has a 0.80% expense ratio, which is higher than SMLV's 0.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Infracap Small Cap Income ETF (SCAP) and SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV). 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.

The current SCAP Sharpe Ratio is 0.20, which is lower than the SMLV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SCAP and SMLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCAP's dividend yield for the trailing twelve months is around 7.71%, more than SMLV's 3.01% yield.

The maximum SCAP drawdown since its inception was -24.13%, smaller than the maximum SMLV drawdown of -42.45%. Use the drawdown chart below to compare losses from any high point for SCAP and SMLV.

Infracap Small Cap Income ETF (SCAP) and SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) have volatilities of 5.62% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.