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CHIU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CHIUVOO

Correlation

-0.50.00.51.00.4

The correlation between CHIU and VOO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CHIU vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober0
17.13%
CHIU
VOO

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CHIU vs. VOO - Expense Ratio Comparison

CHIU has a 0.66% expense ratio, which is higher than VOO's 0.03% expense ratio.


CHIU
Global X MSCI China Utilities ETF
Expense ratio chart for CHIU: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CHIU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Utilities ETF (CHIU) and Vanguard S&P 500 ETF (VOO). 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.


CHIU
Sharpe ratio
The chart of Sharpe ratio for CHIU, currently valued at 0.41, compared to the broader market0.002.004.000.41
Sortino ratio
The chart of Sortino ratio for CHIU, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.0012.000.69
Omega ratio
The chart of Omega ratio for CHIU, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for CHIU, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.11
Martin ratio
The chart of Martin ratio for CHIU, currently valued at 2.82, compared to the broader market0.0020.0040.0060.0080.00100.002.82
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.85, compared to the broader market0.002.004.002.85
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.80, compared to the broader market-2.000.002.004.006.008.0010.0012.003.80
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.52, compared to the broader market1.001.502.002.503.001.52
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.05, compared to the broader market0.005.0010.0015.003.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 17.77, compared to the broader market0.0020.0040.0060.0080.00100.0017.77

CHIU vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.41
2.85
CHIU
VOO

Dividends

CHIU vs. VOO - Dividend Comparison

CHIU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
CHIU
Global X MSCI China Utilities ETF
2.26%3.45%2.16%3.59%2.56%2.14%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CHIU vs. VOO - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-32.99%
-0.34%
CHIU
VOO

Volatility

CHIU vs. VOO - Volatility Comparison

The current volatility for Global X MSCI China Utilities ETF (CHIU) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.04%. This indicates that CHIU experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober0
3.04%
CHIU
VOO