STXV vs. STXK

Last updated Jun 24, 2026

STXV (Strive 1000 Value ETF) and STXK (Strive Small-Cap ETF) are both exchange-traded funds - STXV is a Large Cap Value Equities fund tracking the Bloomberg US 1000 Value, while STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, STXV returned 18.39%/yr vs 15.58%/yr for STXK. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.

Performance

STXV vs. STXK - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with STXV having a 14.09% return and STXK slightly lower at 13.83%.

STXV

• 1D: 0.17%
• 1M: 1.51%
• YTD: 14.09%
• 6M: 13.65%
• 1Y: 27.91%
• 3Y*: 18.39%
• 5Y*: —
• 10Y*: —

STXK

• 1D: -0.28%
• 1M: 3.59%
• YTD: 13.83%
• 6M: 11.68%
• 1Y: 28.22%
• 3Y*: 15.58%
• 5Y*: —
• 10Y*: —

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

STXV vs. STXK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXV Strive 1000 Value ETF	14.09%	16.26%	13.34%	9.28%	-0.08%
STXK Strive Small-Cap ETF	13.83%	7.82%	9.47%	20.15%	-3.32%

Correlation

The correlation between STXV and STXK is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.83

The correlation between STXV and STXK has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

STXV vs. STXK - Sectors Allocation Comparison

Sectors	STXV	STXK
Financial Services	22.2%	15.9%
Healthcare	16.6%	12.9%
Technology	12.5%	17.3%
Energy	10.7%	6.1%
Consumer Defensive	7.8%	2.9%
Industrials	7.7%	14.9%
Utilities	6.2%	3.0%
Consumer Cyclical	5.7%	13.3%
Communication Services	4.1%	2.1%
Real Estate	3.4%	7.3%
Basic Materials	3.0%	4.4%

Return for Risk

STXV vs. STXK — Risk / Return Rank

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

STXV

STXV Risk / Return Rank: 89
STXV Sharpe Ratio Rank: 89
STXV Sortino Ratio Rank: 90
STXV Omega Ratio Rank: 87
STXV Calmar Ratio Rank: 88
STXV Martin Ratio Rank: 87

STXK

STXK Risk / Return Rank: 56
STXK Sharpe Ratio Rank: 53
STXK Sortino Ratio Rank: 56
STXK Omega Ratio Rank: 49
STXK Calmar Ratio Rank: 63
STXK Martin Ratio Rank: 61

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.

STXV vs. STXK - Risk-Adjusted Trends Comparison

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

	STXV	STXK	Difference
Sharpe ratio: Return per unit of total volatility	2.76	1.67	+1.08
Sortino ratio: Return per unit of downside risk	3.90	2.46	+1.44
Omega ratio: Gain probability vs. loss probability	1.50	1.29	+0.21
Calmar ratio: Return relative to maximum drawdown	4.83	2.89	+1.94
Martin ratio: Return relative to average drawdown	17.51	10.00	+7.51

STXV vs. STXK - Sharpe Ratio Comparison

The current STXV Sharpe Ratio is 2.76, which is higher than the STXK Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of STXV and STXK, 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

STXV vs. STXK - Drawdown Comparison

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

Drawdown Indicators

	STXV	STXK	Difference
Max Drawdown Largest peak-to-trough decline	-14.80%	-27.12%	+12.32%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	-9.81%	+4.00%
Max Drawdown (3Y) Largest decline over 3 years	-14.80%	-27.12%	+12.32%
Current Drawdown Current decline from peak	-0.69%	-0.28%	-0.41%
Average Drawdown Average peak-to-trough decline	-2.72%	-5.53%	+2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	2.83%	-1.23%

Volatility

STXV vs. STXK - Volatility Comparison

The current volatility for Strive 1000 Value ETF (STXV) is 2.69%, while Strive Small-Cap ETF (STXK) has a volatility of 4.54%. This indicates that STXV experiences smaller price fluctuations and is considered to be less risky than STXK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXV	STXK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	4.54%	-1.85%
Volatility (6M) Calculated over the trailing 6-month period	7.09%	11.87%	-4.78%
Volatility (1Y) Calculated over the trailing 1-year period	10.17%	16.98%	-6.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.20%	20.10%	-6.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.20%	20.10%	-6.90%

STXV vs. STXK - Expense Ratio Comparison

Both STXV and STXK 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

STXV vs. STXK - Dividend Comparison

STXV's dividend yield for the trailing twelve months is around 2.21%, more than STXK's 1.35% yield.

Position	TTM	2025	2024	2023	2022
STXK Strive Small-Cap ETF	1.35%	1.29%	1.64%	1.14%	0.31%
STXV Strive 1000 Value ETF	2.21%	2.37%	2.36%	2.05%	0.47%

Frequently Asked Questions

Can I hold both STXV and STXK in my portfolio?

STXV and STXK 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.

Which is riskier, STXV or STXK?

STXK has higher volatility (4.54%) compared to STXV (2.69%). In terms of maximum drawdown, STXV dropped -14.80% vs STXK's -27.12%.

Which ETF is better, STXV or STXK?

On 3-year performance, STXV leads with 18.39% vs 15.58% for STXK. Both ETFs have the same 0.18% expense ratio. On volatility, STXV has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXV or STXK?

Over the 3-year period, STXV has performed better with a 18.39% return vs 15.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXV or STXK?

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

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

STXV has the higher dividend yield at 2.21%, compared with 1.35% for STXK.

What is the main difference between STXV and STXK?

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

Which has better risk-adjusted returns?

STXV currently has the higher Sharpe Ratio (2.76 vs 1.67), 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.