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CHRI vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRI vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Christian Values ETF (CHRI) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHRI achieves a 10.12% return, which is significantly lower than SPMO's 30.35% return.


CHRI

1D
-0.67%
1M
5.01%
YTD
10.12%
6M
9.91%
1Y
3Y*
5Y*
10Y*

SPMO

1D
0.50%
1M
15.36%
YTD
30.35%
6M
30.51%
1Y
46.00%
3Y*
43.04%
5Y*
24.29%
10Y*
20.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. SPMO - Yearly Performance Comparison


2026 (YTD)2025
CHRI
Global X S&P 500 Christian Values ETF
10.12%2.78%
SPMO
Invesco S&P 500 Momentum ETF
30.35%-1.07%

Correlation

The correlation between CHRI and SPMO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.86

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Return for Risk

CHRI vs. SPMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHRI

SPMO
SPMO Risk / Return Rank: 7575
Overall Rank
SPMO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPMO Omega Ratio Rank: 7777
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHRI vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Christian Values ETF (CHRI) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CHRI vs. SPMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHRISPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

1.01

+0.48

Drawdowns

CHRI vs. SPMO - Drawdown Comparison

The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for CHRI and SPMO.


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Drawdown Indicators


CHRISPMODifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-30.95%

+21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.74%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-0.67%

0.00%

-0.67%

Average Drawdown

Average peak-to-trough decline

-1.57%

-4.60%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

Volatility

CHRI vs. SPMO - Volatility Comparison


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Volatility by Period


CHRISPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

17.64%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

19.30%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

20.31%

-7.05%

CHRI vs. SPMO - Expense Ratio Comparison

CHRI has a 0.29% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Dividends

CHRI vs. SPMO - Dividend Comparison

CHRI's dividend yield for the trailing twelve months is around 0.16%, less than SPMO's 0.65% yield.


PositionTTM20252024202320222021202020192018201720162015
CHRI
Global X S&P 500 Christian Values ETF
0.16%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.65%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Frequently Asked Questions


CHRI and SPMO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPMO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPMO is cheaper with a 0.13% expense ratio, compared with 0.29% for CHRI.

SPMO has the higher dividend yield at 0.65%, compared with 0.16% for CHRI.

CHRI is categorized as S&P 500, while SPMO is Momentum. CHRI tracks S&P 500 Christian Values Screened Index, while SPMO tracks S&P 500 Momentum Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.29% for CHRI and 0.13% for SPMO.

Portfolio Optimizer

Find the right allocation for CHRI and SPMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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