SIXH vs. TRIO

Last updated Aug 4, 2026

SIXH (6 Meridian Hedged Equity-Index Option Strategy ETF) and TRIO (MC Trio Equity Buffered ETF) are both Equity Hedged funds. Both are actively managed. Over the past year, SIXH returned 15.22% vs 13.73% for TRIO. Their 0.25 correlation means their historical movements had little consistent relationship. SIXH charges 0.87%/yr vs 0.70%/yr for TRIO.

Performance

SIXH vs. TRIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and MC Trio Equity Buffered ETF (TRIO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIXH achieves a 11.60% return, which is significantly higher than TRIO's 7.14% return.

SIXH

• 1D: -0.19%
• 1M: 1.06%
• 6M: 6.10%
• YTD: 11.60%
• 1Y: 15.22%
• 3Y*: 13.11%
• 5Y*: 9.52%
• 10Y*: —
• ALL TIME*: 11.19%

TRIO

• 1D: 0.59%
• 1M: 1.16%
• 6M: 5.67%
• YTD: 7.14%
• 1Y: 13.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.59%

*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)
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF	$1.56M	$1.08M	$613.75K
TRIO MC Trio Equity Buffered ETF	$50.52K	$82.44K	$63.37K

SIXH vs. TRIO - Yearly Performance Comparison

	2026 (YTD)	2025
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF	11.60%	2.69%
TRIO MC Trio Equity Buffered ETF	7.14%	11.70%

Correlation

The correlation between SIXH and TRIO is 0.14, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.14
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	0.25

The correlation between SIXH and TRIO shifts across timeframes, from 0.14 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SIXH vs. TRIO — Risk / Return Rank

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

SIXH

SIXH Risk / Return Rank: 80
SIXH Sharpe Ratio Rank: 80
SIXH Sortino Ratio Rank: 87
SIXH Omega Ratio Rank: 78
SIXH Calmar Ratio Rank: 86
SIXH Martin Ratio Rank: 69

TRIO

TRIO Risk / Return Rank: 86
TRIO Sharpe Ratio Rank: 85
TRIO Sortino Ratio Rank: 87
TRIO Omega Ratio Rank: 88
TRIO Calmar Ratio Rank: 79
TRIO Martin Ratio Rank: 89

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.

SIXH vs. TRIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and MC Trio Equity Buffered ETF (TRIO). 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.

	SIXH	TRIO	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.17	-0.22
Sortino ratio: Return per unit of downside risk	3.04	3.16	-0.12
Omega ratio: Gain probability vs. loss probability	1.34	1.42	-0.08
Calmar ratio: Return relative to maximum drawdown	3.50	3.09	+0.42
Martin ratio: Return relative to average drawdown	8.88	15.19	-6.31

SIXH vs. TRIO - Sharpe Ratio Comparison

The current SIXH Sharpe Ratio is 1.94, which is comparable to the TRIO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SIXH and TRIO, 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

SIXH vs. TRIO - Drawdown Comparison

The maximum SIXH drawdown since its inception was -11.68%, which is greater than TRIO's maximum drawdown of -9.88%. Use the drawdown chart below to compare losses from any high point for SIXH and TRIO.

Drawdown Indicators

	SIXH	TRIO	Difference
Max Drawdown Largest peak-to-trough decline	-11.68%	-9.88%	-1.80%
Max Drawdown (1Y) Largest decline over 1 year	-4.36%	-4.47%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-9.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-11.68%	—	—
Current Drawdown Current decline from peak	-1.82%	0.00%	-1.82%
Average Drawdown Average peak-to-trough decline	-1.82%	-0.75%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	0.91%	+0.81%

Volatility

SIXH vs. TRIO - Volatility Comparison

6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) has a higher volatility of 2.40% compared to MC Trio Equity Buffered ETF (TRIO) at 2.00%. This indicates that SIXH's price experiences larger fluctuations and is considered to be riskier than TRIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIXH	TRIO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	2.00%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	6.23%	5.19%	+1.04%
Volatility (1Y) Calculated over the trailing 1-year period	7.89%	6.38%	+1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.39%	10.30%	+0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.09%	10.30%	-0.21%

SIXH vs. TRIO - Expense Ratio Comparison

SIXH has a 0.87% expense ratio, which is higher than TRIO's 0.70% expense ratio.

Dividends

SIXH vs. TRIO - Dividend Comparison

SIXH's dividend yield for the trailing twelve months is around 1.83%, less than TRIO's 8.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SIXH 6 Meridian Hedged Equity-Index Option Strategy ETF	1.83%	2.23%	1.55%	2.04%	2.06%	1.65%	1.10%
TRIO MC Trio Equity Buffered ETF	8.41%	9.01%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SIXH and TRIO in my portfolio?

SIXH and TRIO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIXH or TRIO?

SIXH has higher volatility (2.40%) compared to TRIO (2.00%). In terms of maximum drawdown, SIXH dropped -11.68% vs TRIO's -9.88%.

Which ETF is better, SIXH or TRIO?

On 1-year performance, SIXH leads with 15.22% vs 13.73% for TRIO. On fees, TRIO is cheaper at 0.70% per year. On volatility, TRIO has been the lower-risk option at 2.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SIXH or TRIO?

Over the 1-year period, SIXH has performed better with a 15.22% return vs 13.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SIXH or TRIO?

TRIO is cheaper with a 0.70% expense ratio, compared with 0.87% for SIXH.

Which ETF pays a higher dividend yield, SIXH or TRIO?

TRIO has the higher dividend yield at 8.41%, compared with 1.83% for SIXH.

What is the main difference between SIXH and TRIO?

They also come from different issuers: Exchange Traded Concepts and McCarthy & Cox. Their fees differ too: 0.87% for SIXH and 0.70% for TRIO.

Which has better risk-adjusted returns?

TRIO currently has the higher Sharpe Ratio (2.17 vs 1.94), 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.