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SSCP vs. SLYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSCP vs. SLYG - Performance Comparison

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

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Returns By Period


SSCP

1D
0.13%
1M
2.35%
6M
YTD
1Y
3Y*
5Y*
10Y*

SLYG

1D
0.48%
1M
2.24%
6M
17.27%
YTD
23.81%
1Y
31.09%
3Y*
15.35%
5Y*
7.74%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSCP vs. SLYG - Yearly Performance Comparison


Correlation

The correlation between SSCP and SLYG is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 12, 2026

0.55

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Return for Risk

SSCP vs. SLYG — Risk / Return Rank

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

SSCP

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


SLYG
SLYG Risk / Return Rank: 7272
Overall Rank
SLYG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SLYG Sortino Ratio Rank: 7272
Sortino Ratio Rank
SLYG Omega Ratio Rank: 6262
Omega Ratio Rank
SLYG Calmar Ratio Rank: 8181
Calmar Ratio Rank
SLYG Martin Ratio Rank: 7979
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.

SSCP vs. SLYG - Risk-Adjusted Trends Comparison

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


SSCPSLYGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.43

Martin ratioReturn relative to average drawdown

11.96

SSCP vs. SLYG - Sharpe Ratio Comparison


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Drawdowns

SSCP vs. SLYG - Drawdown Comparison

The maximum SSCP drawdown since its inception was -4.50%, smaller than the maximum SLYG drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for SSCP and SLYG.


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Drawdown Indicators


SSCPSLYGDifference

Max Drawdown

Largest peak-to-trough decline

-4.50%

-62.92%

+58.42%

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

-1.46%

-2.49%

+1.03%

Average Drawdown

Average peak-to-trough decline

-1.13%

-14.85%

+13.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

SSCP vs. SLYG - Volatility Comparison


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Volatility by Period


SSCPSLYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

17.93%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

21.55%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

22.70%

-3.38%

SSCP vs. SLYG - Expense Ratio Comparison

SSCP has a 0.79% expense ratio, which is higher than SLYG's 0.15% expense ratio.


Dividends

SSCP vs. SLYG - Dividend Comparison

SSCP has not paid dividends to shareholders, while SLYG's dividend yield for the trailing twelve months is around 0.66%.


PositionTTM20252024202320222021202020192018201720162015
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%
SSCP
SMART Small Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SSCP and SLYG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.79% for SSCP.

SLYG has the higher dividend yield at 0.66%, compared with 0.00% for SSCP.

They also come from different issuers: SmartWay ETFs and State Street. Their fees differ too: 0.79% for SSCP and 0.15% for SLYG.

Portfolio Optimizer

Find the right allocation for SSCP and SLYG

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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