CSD
Invesco S&P Spin-Off ETF
SMB
Adj. R2
0.833
Rel. Sharpe
0.927
Mkt beta
1.13
AUM
US$114M
MER
0.67%
Valuation
420
ETF comparison
Verified factor-similar pair
CSD vs XJR
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
81
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- CSD has the higher backtested relative Sharpe (0.927 vs 0.880).
- XJR has the lower published fee (0.12% vs 0.67%).
- XJR is cheaper on dividend valuation (179 vs 420, where 100 is each fund's historical median).
- XJR has the stronger regression fit (adjusted R-squared 0.976 vs 0.833).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
XJR
iShares ESG Select Screened S&P Small-Cap ETF
SMB
Adj. R2
0.976
Rel. Sharpe
0.880
Mkt beta
0.98
AUM
US$130M
MER
0.12%
Valuation
179
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 -0.48
HML
diff -0.03
RMW
diff -0.10
CMA
diff +0.02
UMD
diff -0.09
Why This Pair Matches
Exposure level
78
Exposure shape
99
Mkt beta diff
0.14
Rel. Sharpe diff
0.047
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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