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SLYG vs. DUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLYG vs. DUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 600 Small Cap Growth ETF (SLYG) and Dimensional U.S. Small Cap Growth ETF (DUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SLYG

1D
-0.09%
1M
2.83%
6M
15.60%
YTD
23.70%
1Y
29.96%
3Y*
14.89%
5Y*
7.72%
10Y*
11.11%

DUSG

1D
0.69%
1M
0.55%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLYG vs. DUSG - Yearly Performance Comparison


Correlation

The correlation between SLYG and DUSG is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.92

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Return for Risk

SLYG vs. DUSG — Risk / Return Rank

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

SLYG
SLYG Risk / Return Rank: 7070
Overall Rank
SLYG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SLYG Sortino Ratio Rank: 7070
Sortino Ratio Rank
SLYG Omega Ratio Rank: 6060
Omega Ratio Rank
SLYG Calmar Ratio Rank: 8080
Calmar Ratio Rank
SLYG Martin Ratio Rank: 7777
Martin Ratio Rank

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SLYG vs. DUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Growth ETF (SLYG) and Dimensional U.S. Small Cap Growth ETF (DUSG). 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.


SLYGDUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

3.31

Martin ratioReturn relative to average drawdown

11.50

SLYG vs. DUSG - Sharpe Ratio Comparison


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Drawdowns

SLYG vs. DUSG - Drawdown Comparison

The maximum SLYG drawdown since its inception was -62.92%, which is greater than DUSG's maximum drawdown of -4.19%. Use the drawdown chart below to compare losses from any high point for SLYG and DUSG.


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Drawdown Indicators


SLYGDUSGDifference

Max Drawdown

Largest peak-to-trough decline

-62.92%

-4.19%

-58.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-27.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-2.58%

-1.66%

-0.92%

Average Drawdown

Average peak-to-trough decline

-14.85%

-1.14%

-13.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

SLYG vs. DUSG - Volatility Comparison


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Volatility by Period


SLYGDUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

14.63%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

14.63%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.70%

14.63%

+8.07%

SLYG vs. DUSG - Expense Ratio Comparison

SLYG has a 0.15% expense ratio, which is lower than DUSG's 0.32% expense ratio.


Dividends

SLYG vs. DUSG - Dividend Comparison

SLYG's dividend yield for the trailing twelve months is around 0.66%, more than DUSG's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
DUSG
Dimensional U.S. Small Cap Growth ETF
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLYG
SPDR S&P 600 Small Cap Growth ETF
0.66%0.86%1.22%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%

Frequently Asked Questions


With a correlation of 0.92, SLYG and DUSG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SLYG is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SLYG is cheaper with a 0.15% expense ratio, compared with 0.32% for DUSG.

SLYG has the higher dividend yield at 0.66%, compared with 0.14% for DUSG.

They also come from different issuers: State Street and Dimensional Fund Advisors. Their fees differ too: 0.15% for SLYG and 0.32% for DUSG.

Portfolio Optimizer

Find the right allocation for SLYG and DUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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