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SMCO vs. IMCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMCO vs. IMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hilton Small-Midcap Opportunity ETF (SMCO) and iShares Morningstar Mid-Cap ETF (IMCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMCO achieves a 12.31% return, which is significantly lower than IMCB's 14.72% return.


SMCO

1D
-0.37%
1M
2.03%
YTD
12.31%
6M
11.53%
1Y
22.05%
3Y*
5Y*
10Y*

IMCB

1D
-0.24%
1M
5.22%
YTD
14.72%
6M
14.61%
1Y
23.24%
3Y*
17.84%
5Y*
8.81%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCO vs. IMCB - Yearly Performance Comparison


2026 (YTD)202520242023
SMCO
Hilton Small-Midcap Opportunity ETF
12.31%6.46%17.78%7.84%
IMCB
iShares Morningstar Mid-Cap ETF
14.72%10.25%15.10%8.35%

Correlation

The correlation between SMCO and IMCB is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2023

0.91

The correlation between SMCO and IMCB has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

SMCO vs. IMCB — Risk / Return Rank

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

SMCO
SMCO Risk / Return Rank: 4343
Overall Rank
SMCO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SMCO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SMCO Omega Ratio Rank: 3939
Omega Ratio Rank
SMCO Calmar Ratio Rank: 4848
Calmar Ratio Rank
SMCO Martin Ratio Rank: 4848
Martin Ratio Rank

IMCB
IMCB Risk / Return Rank: 5656
Overall Rank
IMCB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 5353
Sortino Ratio Rank
IMCB Omega Ratio Rank: 5151
Omega Ratio Rank
IMCB Calmar Ratio Rank: 5858
Calmar Ratio Rank
IMCB Martin Ratio Rank: 6363
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.

SMCO vs. IMCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hilton Small-Midcap Opportunity ETF (SMCO) and iShares Morningstar Mid-Cap ETF (IMCB). 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.


SMCOIMCBDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratioReturn relative to maximum drawdown

2.32

2.90

-0.58

Martin ratioReturn relative to average drawdown

7.82

11.50

-3.67

SMCO vs. IMCB - Sharpe Ratio Comparison

The current SMCO Sharpe Ratio is 1.41, which is comparable to the IMCB Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SMCO and IMCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMCOIMCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.83

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.50

+0.50

Drawdowns

SMCO vs. IMCB - Drawdown Comparison

The maximum SMCO drawdown since its inception was -22.71%, smaller than the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for SMCO and IMCB.


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Drawdown Indicators


SMCOIMCBDifference

Max Drawdown

Largest peak-to-trough decline

-22.71%

-58.80%

+36.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-8.05%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

Current Drawdown

Current decline from peak

-0.37%

-0.24%

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.75%

-7.73%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.03%

+0.80%

Volatility

SMCO vs. IMCB - Volatility Comparison

Hilton Small-Midcap Opportunity ETF (SMCO) has a higher volatility of 3.92% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 3.31%. This indicates that SMCO's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMCOIMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.31%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

9.58%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

12.75%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

17.57%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

19.65%

-1.43%

SMCO vs. IMCB - Expense Ratio Comparison

SMCO has a 0.55% expense ratio, which is higher than IMCB's 0.04% expense ratio.


Dividends

SMCO vs. IMCB - Dividend Comparison

SMCO's dividend yield for the trailing twelve months is around 0.90%, less than IMCB's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
IMCB
iShares Morningstar Mid-Cap ETF
1.21%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%
SMCO
Hilton Small-Midcap Opportunity ETF
0.90%1.01%0.47%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, SMCO and IMCB 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.

SMCO has higher volatility (3.92%) compared to IMCB (3.31%). In terms of maximum drawdown, SMCO dropped -22.71% vs IMCB's -58.80%.

On 1-year performance, IMCB leads with 23.24% vs 22.05% for SMCO. On fees, IMCB is cheaper at 0.04% per year. On volatility, IMCB has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IMCB has performed better with a 23.24% return vs 22.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMCB is cheaper with a 0.04% expense ratio, compared with 0.55% for SMCO.

IMCB has the higher dividend yield at 1.21%, compared with 0.90% for SMCO.

They also come from different issuers: Hilton and iShares. Their fees differ too: 0.55% for SMCO and 0.04% for IMCB.

IMCB currently has the higher Sharpe Ratio (1.83 vs 1.41), 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.

Portfolio Optimizer

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