STXK vs. STXV

Last updated Aug 2, 2026

STXK (Strive Small-Cap ETF) and STXV (Strive 1000 Value ETF) are both exchange-traded funds - STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 Index - Benchmark TR Gross, while STXV is a Large Cap Value Equities fund tracking the Bloomberg US 1000 Value. Both are passively managed. Over the past 3 years, STXK returned 12.53%/yr vs 16.59%/yr for STXV. Their correlation of 0.82 means they have usually moved in the same direction. Both charge a 0.18% expense ratio.

Performance

STXK vs. STXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Small-Cap ETF (STXK) and Strive 1000 Value ETF (STXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXK achieves a 15.13% return, which is significantly lower than STXV's 16.83% return.

STXK

• 1D: -0.24%
• 1M: -0.80%
• 6M: 10.00%
• YTD: 15.13%
• 1Y: 27.10%
• 3Y*: 12.53%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.05%

STXV

• 1D: -0.15%
• 1M: 1.18%
• 6M: 10.56%
• YTD: 16.83%
• 1Y: 29.63%
• 3Y*: 16.59%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
STXK Strive Small-Cap ETF	$402.92K	$277.57K	$260.64K
STXV Strive 1000 Value ETF	$237.40K	$357.12K	$300.77K

STXK vs. STXV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXK Strive Small-Cap ETF	15.13%	7.82%	9.47%	20.15%	-3.32%
STXV Strive 1000 Value ETF	16.83%	16.26%	13.34%	9.28%	-0.08%

Correlation

The correlation between STXK and STXV is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.82

The correlation between STXK and STXV has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

STXK vs. STXV - Sectors Allocation Comparison

Sectors	STXK	STXV
Technology	17.3%	12.5%
Financial Services	15.8%	22.0%
Industrials	15.0%	8.1%
Healthcare	13.8%	17.3%
Consumer Cyclical	13.4%	5.7%
Real Estate	7.2%	3.4%
Energy	5.6%	10.3%
Basic Materials	4.2%	2.8%
Utilities	2.9%	6.3%
Consumer Defensive	2.7%	7.7%
Communication Services	2.1%	3.9%

Return for Risk

STXK vs. STXV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STXK

STXK Risk / Return Rank: 68
STXK Sharpe Ratio Rank: 65
STXK Sortino Ratio Rank: 69
STXK Omega Ratio Rank: 61
STXK Calmar Ratio Rank: 73
STXK Martin Ratio Rank: 73

STXV

STXV Risk / Return Rank: 95
STXV Sharpe Ratio Rank: 96
STXV Sortino Ratio Rank: 95
STXV Omega Ratio Rank: 94
STXV Calmar Ratio Rank: 94
STXV Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STXK vs. STXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Small-Cap ETF (STXK) and Strive 1000 Value ETF (STXV). 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.

	STXK	STXV	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.89	-1.38
Sortino ratio: Return per unit of downside risk	2.27	4.15	-1.88
Omega ratio: Gain probability vs. loss probability	1.26	1.53	-0.26
Calmar ratio: Return relative to maximum drawdown	2.57	4.95	-2.38
Martin ratio: Return relative to average drawdown	9.05	18.99	-9.93

STXK vs. STXV - Sharpe Ratio Comparison

The current STXK Sharpe Ratio is 1.51, which is lower than the STXV Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of STXK and STXV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STXK vs. STXV - Drawdown Comparison

The maximum STXK drawdown since its inception was -27.12%, which is greater than STXV's maximum drawdown of -14.80%. Use the drawdown chart below to compare losses from any high point for STXK and STXV.

Drawdown Indicators

	STXK	STXV	Difference
Max Drawdown Largest peak-to-trough decline	-27.12%	-14.80%	-12.32%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-5.81%	-4.00%
Max Drawdown (3Y) Largest decline over 3 years	-27.12%	-14.80%	-12.32%
Current Drawdown Current decline from peak	-1.84%	-1.20%	-0.64%
Average Drawdown Average peak-to-trough decline	-5.41%	-2.65%	-2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	1.51%	+1.27%

Volatility

STXK vs. STXV - Volatility Comparison

Strive Small-Cap ETF (STXK) has a higher volatility of 3.53% compared to Strive 1000 Value ETF (STXV) at 2.53%. This indicates that STXK's price experiences larger fluctuations and is considered to be riskier than STXV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXK	STXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	2.53%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	6.94%	+4.65%
Volatility (1Y) Calculated over the trailing 1-year period	16.72%	9.99%	+6.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.91%	13.08%	+6.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	13.08%	+6.83%

STXK vs. STXV - Expense Ratio Comparison

Both STXK and STXV have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

STXK vs. STXV - Dividend Comparison

STXK's dividend yield for the trailing twelve months is around 1.15%, less than STXV's 2.05% yield.

Position	TTM	2025	2024	2023	2022
STXK Strive Small-Cap ETF	1.15%	1.29%	1.64%	1.14%	0.31%
STXV Strive 1000 Value ETF	2.05%	2.37%	2.36%	2.05%	0.47%

Frequently Asked Questions

Can I hold both STXK and STXV in my portfolio?

STXK and STXV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXK or STXV?

STXK has higher volatility (3.53%) compared to STXV (2.53%). In terms of maximum drawdown, STXK dropped -27.12% vs STXV's -14.80%.

Which ETF is better, STXK or STXV?

On 3-year performance, STXV leads with 16.59% vs 12.53% for STXK. Both ETFs have the same 0.18% expense ratio. On volatility, STXV has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXK or STXV?

Over the 3-year period, STXV has performed better with a 16.59% return vs 12.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXK or STXV?

STXK and STXV have the same expense ratio: 0.18% per year.

Which ETF pays a higher dividend yield, STXK or STXV?

STXV has the higher dividend yield at 2.05%, compared with 1.15% for STXK.

What is the main difference between STXK and STXV?

STXK is categorized as Small Cap Blend Equities, while STXV is Large Cap Value Equities. STXK tracks Bloomberg US 600 Index - Benchmark TR Gross, while STXV tracks Bloomberg US 1000 Value.

Which has better risk-adjusted returns?

STXV currently has the higher Sharpe Ratio (2.89 vs 1.51), 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.