PortfoliosLab logoPortfoliosLab logo
SIXL vs. CSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIXL vs. CSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and Invesco S&P Spin-Off ETF (CSD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SIXL vs. CSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
4.48%-0.61%14.13%2.38%-7.49%20.00%18.42%
CSD
Invesco S&P Spin-Off ETF
12.97%21.58%27.61%23.77%-15.04%13.01%64.97%

Returns By Period

In the year-to-date period, SIXL achieves a 4.48% return, which is significantly lower than CSD's 12.97% return.


SIXL

1D
0.42%
1M
-4.69%
YTD
4.48%
6M
2.87%
1Y
2.42%
3Y*
7.20%
5Y*
4.17%
10Y*

CSD

1D
4.82%
1M
-6.74%
YTD
12.97%
6M
21.17%
1Y
50.42%
3Y*
26.15%
5Y*
12.70%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SIXL vs. CSD - Expense Ratio Comparison

SIXL has a 0.47% expense ratio, which is lower than CSD's 0.65% expense ratio.


Return for Risk

SIXL vs. CSD — Risk / Return Rank

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

SIXL
SIXL Risk / Return Rank: 1717
Overall Rank
SIXL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 1515
Sortino Ratio Rank
SIXL Omega Ratio Rank: 1515
Omega Ratio Rank
SIXL Calmar Ratio Rank: 1919
Calmar Ratio Rank
SIXL Martin Ratio Rank: 2020
Martin Ratio Rank

CSD
CSD Risk / Return Rank: 8888
Overall Rank
CSD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CSD Sortino Ratio Rank: 8686
Sortino Ratio Rank
CSD Omega Ratio Rank: 8585
Omega Ratio Rank
CSD Calmar Ratio Rank: 9090
Calmar Ratio Rank
CSD Martin Ratio Rank: 9191
Martin Ratio Rank
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.

SIXL vs. CSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and Invesco S&P Spin-Off ETF (CSD). 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.


SIXLCSDDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.74

-1.54

Sortino ratio

Return per unit of downside risk

0.36

2.30

-1.94

Omega ratio

Gain probability vs. loss probability

1.05

1.33

-0.28

Calmar ratio

Return relative to maximum drawdown

0.37

2.99

-2.62

Martin ratio

Return relative to average drawdown

1.19

12.37

-11.17

SIXL vs. CSD - Sharpe Ratio Comparison

The current SIXL Sharpe Ratio is 0.20, which is lower than the CSD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SIXL and CSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SIXLCSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.74

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.55

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.39

+0.27

Correlation

The correlation between SIXL and CSD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SIXL vs. CSD - Dividend Comparison

SIXL's dividend yield for the trailing twelve months is around 2.37%, more than CSD's 0.14% yield.


TTM20252024202320222021202020192018201720162015
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF
2.37%2.31%1.28%1.48%1.45%0.67%0.40%0.00%0.00%0.00%0.00%0.00%
CSD
Invesco S&P Spin-Off ETF
0.14%0.16%0.17%0.51%0.86%0.73%0.99%1.08%0.99%0.60%1.62%2.61%

Drawdowns

SIXL vs. CSD - Drawdown Comparison

The maximum SIXL drawdown since its inception was -16.08%, smaller than the maximum CSD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for SIXL and CSD.


Loading graphics...

Drawdown Indicators


SIXLCSDDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-70.47%

+54.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-17.08%

+8.45%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-30.15%

+14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-57.55%

Current Drawdown

Current decline from peak

-5.07%

-7.06%

+1.99%

Average Drawdown

Average peak-to-trough decline

-4.60%

-14.35%

+9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

4.13%

-1.47%

Volatility

SIXL vs. CSD - Volatility Comparison

The current volatility for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) is 3.02%, while Invesco S&P Spin-Off ETF (CSD) has a volatility of 10.52%. This indicates that SIXL experiences smaller price fluctuations and is considered to be less risky than CSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SIXLCSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

10.52%

-7.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.76%

19.01%

-12.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

29.16%

-17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

23.04%

-10.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.64%

24.69%

-12.05%