BIGT vs. XLG
Compare and contrast key facts about Roundhill Magnificent Seven ETF (BIGT) and Invesco S&P 500® Top 50 ETF (XLG).
BIGT and XLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIGT is an actively managed fund by Roundhill. It was launched on Apr 10, 2023. XLG is a passively managed fund by Invesco that tracks the performance of the Russell Top 50 Index. It was launched on May 10, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGT or XLG.
Performance
BIGT vs. XLG - Performance Comparison
Returns By Period
In the year-to-date period, BIGT achieves a 52.74% return, which is significantly higher than XLG's 31.20% return.
BIGT
52.74%
7.81%
23.44%
55.40%
N/A
N/A
XLG
31.20%
1.67%
13.76%
35.20%
18.47%
14.93%
Key characteristics
| BIGT | XLG | |
|---|---|---|
| Sharpe Ratio | 2.31 | 2.47 |
| Sortino Ratio | 2.95 | 3.23 |
| Omega Ratio | 1.39 | 1.45 |
| Calmar Ratio | 3.17 | 3.23 |
| Martin Ratio | 10.30 | 13.38 |
| Ulcer Index | 5.58% | 2.73% |
| Daily Std Dev | 24.96% | 14.77% |
| Max Drawdown | -18.10% | -52.39% |
| Current Drawdown | -2.37% | -1.26% |
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BIGT vs. XLG - Expense Ratio Comparison
BIGT has a 0.29% expense ratio, which is higher than XLG's 0.20% expense ratio.
Correlation
The correlation between BIGT and XLG is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BIGT vs. XLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (BIGT) and Invesco S&P 500® Top 50 ETF (XLG). 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
BIGT vs. XLG - Dividend Comparison
BIGT's dividend yield for the trailing twelve months is around 0.29%, less than XLG's 0.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGT Roundhill Magnificent Seven ETF | 0.29% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLG Invesco S&P 500® Top 50 ETF | 0.73% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
Drawdowns
BIGT vs. XLG - Drawdown Comparison
The maximum BIGT drawdown since its inception was -18.10%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for BIGT and XLG. For additional features, visit the drawdowns tool.
Volatility
BIGT vs. XLG - Volatility Comparison
Roundhill Magnificent Seven ETF (BIGT) has a higher volatility of 8.22% compared to Invesco S&P 500® Top 50 ETF (XLG) at 5.00%. This indicates that BIGT's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.