SCHA
Schwab U.S. Small-Cap ETF
SMB
Adj. R2
0.987
Rel. Sharpe
0.861
Mkt beta
1.03
AUM
US$21.0B
MER
0.04%
Valuation
134
ETF comparison
Verified factor-similar pair
SCHA vs VTWG
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
80
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
VTWG
Vanguard Russell 2000 Growth ETF
SMB
Adj. R2
0.983
Rel. Sharpe
0.663
Mkt beta
1.07
AUM
US$1.3B
MER
0.06%
Valuation
117
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 -0.14
HML
diff +0.26
RMW
diff +0.16
CMA
diff +0.06
UMD
diff -0.07
Why This Pair Matches
Exposure level
76
Exposure shape
97
Mkt beta diff
0.03
Rel. Sharpe diff
0.198
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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