SIXA vs. BDGS

Last updated Aug 4, 2026

SIXA (6 Meridian Mega Cap Equity ETF) and BDGS (Bridges Capital Tactical ETF) are both exchange-traded funds - SIXA is a Large Cap Blend Equities fund actively managed by Exchange Traded Concepts, while BDGS is a Tactical Allocation fund actively managed by Bridges. Both are actively managed. Over the past 3 years, SIXA returned 19.93%/yr vs 13.64%/yr for BDGS. Their 0.49 correlation means their historical movements had little consistent relationship. SIXA charges 0.86%/yr vs 0.87%/yr for BDGS.

Performance

SIXA vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Mega Cap Equity ETF (SIXA) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIXA achieves a 14.36% return, which is significantly higher than BDGS's 5.44% return.

SIXA

• 1D: 0.32%
• 1M: 0.88%
• 6M: 8.31%
• YTD: 14.36%
• 1Y: 19.61%
• 3Y*: 19.93%
• 5Y*: 12.46%
• 10Y*: —
• ALL TIME*: 16.02%

BDGS

• 1D: 1.04%
• 1M: 0.33%
• 6M: 5.03%
• YTD: 5.44%
• 1Y: 11.29%
• 3Y*: 13.64%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.44%

*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)
BDGS Bridges Capital Tactical ETF	$54.06K	$102.41K	$187.59K
SIXA 6 Meridian Mega Cap Equity ETF	$1.52M	$1.58M	$834.78K

SIXA vs. BDGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SIXA 6 Meridian Mega Cap Equity ETF	14.36%	15.52%	22.70%	12.24%
BDGS Bridges Capital Tactical ETF	5.44%	10.61%	19.07%	8.23%

Correlation

The correlation between SIXA and BDGS is 0.29, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.29
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (All Time) Calculated using the full available price history since May 11, 2023	0.49

Over the past year, the correlation between SIXA and BDGS has dropped to 0.29 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

SIXA vs. BDGS - Sectors Allocation Comparison

Sectors	SIXA	BDGS
Consumer Defensive	23.8%	3.6%
Technology	17.0%	38.9%
Healthcare	15.0%	7.1%
Financial Services	12.8%	9.3%
Communication Services	10.4%	15.1%
Consumer Cyclical	5.1%	12.2%
Energy	4.9%	2.4%
Industrials	4.6%	6.8%
Real Estate	3.8%	1.5%
Utilities	2.7%	1.8%
Basic Materials	-	1.3%

Return for Risk

SIXA vs. BDGS — Risk / Return Rank

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

SIXA

SIXA Risk / Return Rank: 87
SIXA Sharpe Ratio Rank: 87
SIXA Sortino Ratio Rank: 90
SIXA Omega Ratio Rank: 85
SIXA Calmar Ratio Rank: 86
SIXA Martin Ratio Rank: 87

BDGS

BDGS Risk / Return Rank: 73
BDGS Sharpe Ratio Rank: 68
BDGS Sortino Ratio Rank: 75
BDGS Omega Ratio Rank: 76
BDGS Calmar Ratio Rank: 67
BDGS Martin Ratio Rank: 78

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.

SIXA vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Mega Cap Equity ETF (SIXA) and Bridges Capital Tactical ETF (BDGS). 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.

	SIXA	BDGS	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.59	+0.59
Sortino ratio: Return per unit of downside risk	3.25	2.45	+0.80
Omega ratio: Gain probability vs. loss probability	1.38	1.32	+0.06
Calmar ratio: Return relative to maximum drawdown	3.52	2.38	+1.14
Martin ratio: Return relative to average drawdown	13.39	10.11	+3.28

SIXA vs. BDGS - Sharpe Ratio Comparison

The current SIXA Sharpe Ratio is 2.19, which is higher than the BDGS Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SIXA and BDGS, 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

SIXA vs. BDGS - Drawdown Comparison

The maximum SIXA drawdown since its inception was -18.38%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for SIXA and BDGS.

Drawdown Indicators

	SIXA	BDGS	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-9.12%	-9.26%
Max Drawdown (1Y) Largest decline over 1 year	-5.59%	-4.76%	-0.83%
Max Drawdown (3Y) Largest decline over 3 years	-11.22%	-9.12%	-2.10%
Max Drawdown (5Y) Largest decline over 5 years	-18.38%	—	—
Current Drawdown Current decline from peak	-1.40%	-1.01%	-0.39%
Average Drawdown Average peak-to-trough decline	-2.93%	-0.69%	-2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.47%	1.12%	+0.35%

Volatility

SIXA vs. BDGS - Volatility Comparison

The current volatility for 6 Meridian Mega Cap Equity ETF (SIXA) is 2.69%, while Bridges Capital Tactical ETF (BDGS) has a volatility of 3.39%. This indicates that SIXA experiences smaller price fluctuations and is considered to be less risky than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIXA	BDGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	3.39%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	6.96%	6.19%	+0.77%
Volatility (1Y) Calculated over the trailing 1-year period	9.02%	7.13%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.77%	8.31%	+4.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	8.31%	+4.95%

SIXA vs. BDGS - Expense Ratio Comparison

SIXA has a 0.86% expense ratio, which is lower than BDGS's 0.87% expense ratio.

Dividends

SIXA vs. BDGS - Dividend Comparison

SIXA's dividend yield for the trailing twelve months is around 1.98%, more than BDGS's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BDGS Bridges Capital Tactical ETF	0.52%	0.55%	1.81%	0.84%	0.00%	0.00%	0.00%
SIXA 6 Meridian Mega Cap Equity ETF	1.98%	2.31%	1.62%	2.12%	2.23%	1.63%	1.13%

Frequently Asked Questions

Can I hold both SIXA and BDGS in my portfolio?

SIXA and BDGS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIXA or BDGS?

BDGS has higher volatility (3.39%) compared to SIXA (2.69%). In terms of maximum drawdown, SIXA dropped -18.38% vs BDGS's -9.12%.

Which ETF is better, SIXA or BDGS?

On 3-year performance, SIXA leads with 19.93% vs 13.64% for BDGS. On fees, SIXA is cheaper at 0.86% per year. On volatility, SIXA has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SIXA or BDGS?

Over the 3-year period, SIXA has performed better with a 19.93% return vs 13.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SIXA or BDGS?

SIXA is cheaper with a 0.86% expense ratio, compared with 0.87% for BDGS.

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

SIXA has the higher dividend yield at 1.98%, compared with 0.52% for BDGS.

What is the main difference between SIXA and BDGS?

SIXA is categorized as Large Cap Blend Equities, while BDGS is Tactical Allocation. They also come from different issuers: Exchange Traded Concepts and Bridges. Their fees differ too: 0.86% for SIXA and 0.87% for BDGS.

Which has better risk-adjusted returns?

SIXA currently has the higher Sharpe Ratio (2.19 vs 1.59), 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.