ACSI vs. SPMO
Compare and contrast key facts about American Customer Satisfaction ETF (ACSI) and Invesco S&P 500® Momentum ETF (SPMO).
ACSI and SPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACSI is a passively managed fund by Exponential ETFs that tracks the performance of the American Customer Satisfaction Investable Index. It was launched on Nov 1, 2016. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015. Both ACSI and SPMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACSI or SPMO.
Key characteristics
| ACSI | SPMO | |
|---|---|---|
| YTD Return | 17.45% | 44.22% |
| 1Y Return | 35.59% | 67.44% |
| 3Y Return (Ann) | 4.90% | 15.45% |
| 5Y Return (Ann) | 12.53% | 20.35% |
| Sharpe Ratio | 2.77 | 3.68 |
| Sortino Ratio | 3.58 | 4.64 |
| Omega Ratio | 1.49 | 1.64 |
| Calmar Ratio | 1.67 | 4.95 |
| Martin Ratio | 18.73 | 20.68 |
| Ulcer Index | 1.73% | 3.15% |
| Daily Std Dev | 11.39% | 17.65% |
| Max Drawdown | -34.49% | -30.95% |
| Current Drawdown | -0.53% | -0.06% |
Correlation
The correlation between ACSI and SPMO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ACSI vs. SPMO - Performance Comparison
In the year-to-date period, ACSI achieves a 17.45% return, which is significantly lower than SPMO's 44.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACSI vs. SPMO - Expense Ratio Comparison
ACSI has a 0.66% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Risk-Adjusted Performance
ACSI vs. SPMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) and Invesco S&P 500® Momentum ETF (SPMO). 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.
Dividends
ACSI vs. SPMO - Dividend Comparison
ACSI's dividend yield for the trailing twelve months is around 0.86%, more than SPMO's 0.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACSI American Customer Satisfaction ETF | 0.86% | 1.01% | 0.81% | 0.31% | 0.82% | 1.64% | 1.59% | 1.20% | 0.18% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.46% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
ACSI vs. SPMO - Drawdown Comparison
The maximum ACSI drawdown since its inception was -34.49%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for ACSI and SPMO. For additional features, visit the drawdowns tool.
Volatility
ACSI vs. SPMO - Volatility Comparison
American Customer Satisfaction ETF (ACSI) and Invesco S&P 500® Momentum ETF (SPMO) have volatilities of 3.09% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.