SFLO
VictoryShares Small Cap Free Cash Flow ETF
SMB
Adj. R2
0.837
Rel. Sharpe
1.061
Mkt beta
1.03
AUM
US$511M
MER
0.56%
Valuation
129
ETF comparison
Verified factor-similar pair
SFLO vs XTN
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
86
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
XTN
State Street SPDR S&P Transportation ETF
SMB
Adj. R2
0.788
Rel. Sharpe
0.614
Mkt beta
1.18
AUM
US$244M
MER
0.35%
Valuation
108
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 +0.04
HML
diff +0.12
RMW
diff -0.03
CMA
diff +0.00
UMD
diff -0.07
Why This Pair Matches
Exposure level
86
Exposure shape
99
Mkt beta diff
0.15
Rel. Sharpe diff
0.447
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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