CSD
Invesco S&P Spin-Off ETF
SMB
Adj. R2
0.839
Rel. Sharpe
0.837
Mkt beta
1.13
AUM
US$114M
MER
0.67%
Valuation
384
ETF comparison
Verified factor-similar pair
CSD vs FFSM
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
85
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
FFSM
Fidelity Fundamental Small-Mid Cap ETF
SMB
Adj. R2
0.925
Rel. Sharpe
1.021
Mkt beta
1.06
AUM
US$1.2B
MER
0.43%
Valuation
121
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.07
HML
diff -0.08
RMW
diff +0.02
CMA
diff +0.01
UMD
diff -0.10
Why This Pair Matches
Exposure level
83
Exposure shape
99
Mkt beta diff
0.06
Rel. Sharpe diff
0.184
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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