SGLC vs. SIXA

Last updated Aug 2, 2026

SGLC (SGI U.S. Large Cap Core ETF) and SIXA (6 Meridian Mega Cap Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, SGLC returned 19.42%/yr vs 19.10%/yr for SIXA. Their 0.67 correlation means they have sometimes moved together and sometimes differently. SGLC charges 0.85%/yr vs 0.86%/yr for SIXA.

Performance

SGLC vs. SIXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) and 6 Meridian Mega Cap Equity ETF (SIXA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGLC achieves a 15.05% return, which is significantly higher than SIXA's 13.99% return.

SGLC

• 1D: 0.41%
• 1M: 1.35%
• 6M: 10.93%
• YTD: 15.05%
• 1Y: 28.98%
• 3Y*: 19.42%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.89%

SIXA

• 1D: 0.07%
• 1M: 0.55%
• 6M: 8.64%
• YTD: 13.99%
• 1Y: 19.23%
• 3Y*: 19.10%
• 5Y*: 12.48%
• 10Y*: —
• ALL TIME*: 15.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SGLC SGI U.S. Large Cap Core ETF	$554.91K	$515.82K	$530.23K
SIXA 6 Meridian Mega Cap Equity ETF	$1.54M	$1.13M	$653.60K

SGLC vs. SIXA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SGLC SGI U.S. Large Cap Core ETF	15.05%	17.30%	20.19%	19.30%
SIXA 6 Meridian Mega Cap Equity ETF	13.99%	15.52%	22.70%	13.63%

Correlation

The correlation between SGLC and SIXA is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (3Y) Balances recent behavior with more history.	0.66
Correlation (All Time) Calculated using the full available price history since Mar 31, 2023	0.67

Over the past year, the correlation between SGLC and SIXA has dropped to 0.45 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

SGLC vs. SIXA - Sectors Allocation Comparison

Sectors	SGLC	SIXA
Technology	36.7%	17.0%
Financial Services	14.5%	12.8%
Communication Services	10.7%	10.4%
Healthcare	9.8%	15.0%
Consumer Cyclical	8.9%	5.1%
Industrials	5.9%	4.6%
Consumer Defensive	3.7%	23.8%
Energy	2.9%	4.9%
Real Estate	2.5%	3.8%
Basic Materials	2.1%	-
Utilities	2.1%	2.7%

Return for Risk

SGLC vs. SIXA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SGLC

SGLC Risk / Return Rank: 80
SGLC Sharpe Ratio Rank: 80
SGLC Sortino Ratio Rank: 78
SGLC Omega Ratio Rank: 79
SGLC Calmar Ratio Rank: 78
SGLC Martin Ratio Rank: 84

SIXA

SIXA Risk / Return Rank: 87
SIXA Sharpe Ratio Rank: 87
SIXA Sortino Ratio Rank: 89
SIXA Omega Ratio Rank: 84
SIXA Calmar Ratio Rank: 86
SIXA Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SGLC vs. SIXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) and 6 Meridian Mega Cap Equity ETF (SIXA). 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.

	SGLC	SIXA	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.08	-0.22
Sortino ratio: Return per unit of downside risk	2.52	3.10	-0.58
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	2.81	3.36	-0.55
Martin ratio: Return relative to average drawdown	11.81	12.79	-0.98

SGLC vs. SIXA - Sharpe Ratio Comparison

The current SGLC Sharpe Ratio is 1.87, which is comparable to the SIXA Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SGLC and SIXA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SGLC vs. SIXA - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, which is greater than SIXA's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for SGLC and SIXA.

Drawdown Indicators

	SGLC	SIXA	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-18.38%	-1.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-5.59%	-4.08%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	-11.22%	-9.02%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.38%	—
Current Drawdown Current decline from peak	-0.50%	-1.72%	+1.22%
Average Drawdown Average peak-to-trough decline	-2.41%	-2.93%	+0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	1.47%	+0.83%

Volatility

SGLC vs. SIXA - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 4.40% compared to 6 Meridian Mega Cap Equity ETF (SIXA) at 2.77%. This indicates that SGLC's price experiences larger fluctuations and is considered to be riskier than SIXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGLC	SIXA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	2.77%	+1.63%
Volatility (6M) Calculated over the trailing 6-month period	11.65%	7.06%	+4.59%
Volatility (1Y) Calculated over the trailing 1-year period	14.55%	9.05%	+5.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	12.77%	+3.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.05%	13.26%	+2.79%

SGLC vs. SIXA - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is lower than SIXA's 0.86% expense ratio.

Dividends

SGLC vs. SIXA - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.20%, less than SIXA's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SGLC SGI U.S. Large Cap Core ETF	0.20%	0.23%	8.68%	1.49%	0.00%	0.00%	0.00%
SIXA 6 Meridian Mega Cap Equity ETF	1.99%	2.31%	1.62%	2.12%	2.23%	1.63%	1.13%

Frequently Asked Questions

Can I hold both SGLC and SIXA in my portfolio?

SGLC and SIXA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGLC or SIXA?

SGLC has higher volatility (4.40%) compared to SIXA (2.77%). In terms of maximum drawdown, SGLC dropped -20.24% vs SIXA's -18.38%.

Which ETF is better, SGLC or SIXA?

On 3-year performance, SGLC leads with 19.42% vs 19.10% for SIXA. On fees, SGLC is cheaper at 0.85% per year. On volatility, SIXA has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGLC or SIXA?

Over the 3-year period, SGLC has performed better with a 19.42% return vs 19.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGLC or SIXA?

SGLC is cheaper with a 0.85% expense ratio, compared with 0.86% for SIXA.

Which ETF pays a higher dividend yield, SGLC or SIXA?

SIXA has the higher dividend yield at 1.99%, compared with 0.20% for SGLC.

What is the main difference between SGLC and SIXA?

They also come from different issuers: Summit Global Investments and Exchange Traded Concepts. Their fees differ too: 0.85% for SGLC and 0.86% for SIXA.

Which has better risk-adjusted returns?

SIXA currently has the higher Sharpe Ratio (2.08 vs 1.87), 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.