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CLOU vs. VOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLOU and VOX is 0.73, 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.


-0.50.00.51.00.7

Performance

CLOU vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cloud Computing ETF (CLOU) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.71%
15.36%
CLOU
VOX

Key characteristics

Sharpe Ratio

CLOU:

0.35

VOX:

2.24

Sortino Ratio

CLOU:

0.61

VOX:

2.93

Omega Ratio

CLOU:

1.08

VOX:

1.40

Calmar Ratio

CLOU:

0.18

VOX:

1.71

Martin Ratio

CLOU:

0.62

VOX:

16.04

Ulcer Index

CLOU:

11.87%

VOX:

2.25%

Daily Std Dev

CLOU:

21.20%

VOX:

16.09%

Max Drawdown

CLOU:

-52.92%

VOX:

-57.18%

Current Drawdown

CLOU:

-21.43%

VOX:

-4.17%

Returns By Period

In the year-to-date period, CLOU achieves a 7.59% return, which is significantly lower than VOX's 34.28% return.


CLOU

YTD

7.59%

1M

-0.49%

6M

27.71%

1Y

6.98%

5Y*

9.85%

10Y*

N/A

VOX

YTD

34.28%

1M

2.37%

6M

15.70%

1Y

34.39%

5Y*

11.77%

10Y*

8.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CLOU vs. VOX - Expense Ratio Comparison

CLOU has a 0.68% expense ratio, which is higher than VOX's 0.10% expense ratio.


CLOU
Global X Cloud Computing ETF
Expense ratio chart for CLOU: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VOX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

CLOU vs. VOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cloud Computing ETF (CLOU) and Vanguard Communication Services ETF (VOX). 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.


Sharpe ratio
The chart of Sharpe ratio for CLOU, currently valued at 0.35, compared to the broader market0.002.004.000.352.14
The chart of Sortino ratio for CLOU, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.81
The chart of Omega ratio for CLOU, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.39
The chart of Calmar ratio for CLOU, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.181.63
The chart of Martin ratio for CLOU, currently valued at 0.62, compared to the broader market0.0020.0040.0060.0080.00100.000.6215.18
CLOU
VOX

The current CLOU Sharpe Ratio is 0.35, which is lower than the VOX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of CLOU and VOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.35
2.14
CLOU
VOX

Dividends

CLOU vs. VOX - Dividend Comparison

CLOU has not paid dividends to shareholders, while VOX's dividend yield for the trailing twelve months is around 1.04%.


TTM20232022202120202019201820172016201520142013
CLOU
Global X Cloud Computing ETF
0.00%0.00%0.00%1.76%0.00%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.04%1.03%0.88%0.93%0.74%0.90%2.77%3.83%2.67%3.55%2.66%3.88%

Drawdowns

CLOU vs. VOX - Drawdown Comparison

The maximum CLOU drawdown since its inception was -52.92%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for CLOU and VOX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.43%
-4.17%
CLOU
VOX

Volatility

CLOU vs. VOX - Volatility Comparison

Global X Cloud Computing ETF (CLOU) has a higher volatility of 7.00% compared to Vanguard Communication Services ETF (VOX) at 4.98%. This indicates that CLOU's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.00%
4.98%
CLOU
VOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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