SKRE vs. CSB
SKRE (Tuttle Capital Daily 2X Inverse Regional Banks ETF) and CSB (VictoryShares US Small Cap High Dividend Volatility Wtd ETF) are both exchange-traded funds - SKRE is a Inverse Equities fund tracking the S&P Regional Banks Select Industry, while CSB is a Small Cap Blend Equities fund tracking the Nasdaq Victory U.S. Small Cap High Dividend 100 Volatility Weighted Index. Both are passively managed. Over the past year, SKRE returned -40.68% vs 18.57% for CSB. At a correlation of -0.83, they often move in opposite directions. SKRE charges 0.75%/yr vs 0.35%/yr for CSB.
Performance
SKRE vs. CSB - Performance Comparison
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Returns By Period
In the year-to-date period, SKRE achieves a -31.48% return, which is significantly lower than CSB's 14.32% return.
SKRE
- 1D
- 0.15%
- 1M
- -6.10%
- 6M
- -27.31%
- YTD
- -31.48%
- 1Y
- -40.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSB
- 1D
- 0.23%
- 1M
- 1.96%
- 6M
- 11.31%
- YTD
- 14.32%
- 1Y
- 18.57%
- 3Y*
- 12.03%
- 5Y*
- 6.01%
- 10Y*
- 9.86%
SKRE vs. CSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | -31.48% | -31.29% | -44.47% |
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 14.32% | 2.26% | 12.09% |
Correlation
The correlation between SKRE and CSB is -0.81, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024 | -0.83 |
The correlation between SKRE and CSB has been stable across timeframes, ranging from -0.83 to -0.81 - a consistent structural relationship.
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Return for Risk
SKRE vs. CSB — Risk / Return Rank
SKRE
CSB
SKRE vs. CSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB). 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.
| SKRE | CSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.24 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.60 | -3.43 |
| Martin ratioReturn relative to average drawdown | -1.44 | 7.53 | -8.97 |
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Drawdowns
SKRE vs. CSB - Drawdown Comparison
The maximum SKRE drawdown since its inception was -78.32%, which is greater than CSB's maximum drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for SKRE and CSB.
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Drawdown Indicators
| SKRE | CSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.32% | -42.07% | -36.25% |
Max Drawdown (1Y)Largest decline over 1 year | -49.07% | -7.18% | -41.89% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.07% | — |
Current DrawdownCurrent decline from peak | -77.77% | 0.00% | -77.77% |
Average DrawdownAverage peak-to-trough decline | -48.39% | -7.08% | -41.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.32% | 2.47% | +25.85% |
Volatility
SKRE vs. CSB - Volatility Comparison
Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) has a higher volatility of 11.56% compared to VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) at 3.74%. This indicates that SKRE's price experiences larger fluctuations and is considered to be riskier than CSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKRE | CSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.56% | 3.74% | +7.82% |
Volatility (6M)Calculated over the trailing 6-month period | 32.34% | 9.14% | +23.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.52% | 14.11% | +32.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.15% | 18.63% | +36.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.15% | 21.29% | +33.86% |
SKRE vs. CSB - Expense Ratio Comparison
SKRE has a 0.75% expense ratio, which is higher than CSB's 0.35% expense ratio.
Dividends
SKRE vs. CSB - Dividend Comparison
SKRE's dividend yield for the trailing twelve months is around 0.37%, less than CSB's 3.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 3.15% | 3.54% | 3.12% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.45% | 3.19% | 2.85% | 1.57% |
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF | 0.37% | 0.26% | 3.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SKRE and CSB have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKRE has higher volatility (11.56%) compared to CSB (3.74%). In terms of maximum drawdown, SKRE dropped -78.32% vs CSB's -42.07%.
On 1-year performance, CSB leads with 18.57% vs -40.68% for SKRE. On fees, CSB is cheaper at 0.35% per year. On volatility, CSB has been the lower-risk option at 3.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CSB has performed better with a 18.57% return vs -40.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CSB is cheaper with a 0.35% expense ratio, compared with 0.75% for SKRE.
CSB has the higher dividend yield at 3.15%, compared with 0.37% for SKRE.
SKRE is categorized as Inverse Equities, while CSB is Small Cap Blend Equities. SKRE tracks S&P Regional Banks Select Industry, while CSB tracks Nasdaq Victory U.S. Small Cap High Dividend 100 Volatility Weighted Index. They also come from different issuers: Tuttle and Crestview. Their fees differ too: 0.75% for SKRE and 0.35% for CSB.
CSB currently has the higher Sharpe Ratio (1.32 vs -0.88), 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.
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