GXC vs. VOO
Compare and contrast key facts about SPDR S&P China ETF (GXC) and Vanguard S&P 500 ETF (VOO).
GXC and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXC is a passively managed fund by State Street that tracks the performance of the S&P China BMI Index. It was launched on Mar 19, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both GXC and VOO 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: GXC or VOO.
Performance
GXC vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GXC achieves a 14.24% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, GXC has underperformed VOO with an annualized return of 1.98%, while VOO has yielded a comparatively higher 13.12% annualized return.
GXC
14.24%
-4.77%
1.09%
11.33%
-2.36%
1.98%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| GXC | VOO | |
|---|---|---|
| Sharpe Ratio | 0.28 | 2.64 |
| Sortino Ratio | 0.63 | 3.53 |
| Omega Ratio | 1.08 | 1.49 |
| Calmar Ratio | 0.14 | 3.81 |
| Martin Ratio | 0.83 | 17.34 |
| Ulcer Index | 10.28% | 1.86% |
| Daily Std Dev | 30.49% | 12.20% |
| Max Drawdown | -72.16% | -33.99% |
| Current Drawdown | -46.13% | -2.16% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GXC vs. VOO - Expense Ratio Comparison
GXC has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between GXC and VOO is 0.60, 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.
Risk-Adjusted Performance
GXC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P China ETF (GXC) 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.
Dividends
GXC vs. VOO - Dividend Comparison
GXC's dividend yield for the trailing twelve months is around 3.00%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXC SPDR S&P China ETF | 3.00% | 3.70% | 2.67% | 1.35% | 1.04% | 1.60% | 2.03% | 1.84% | 2.05% | 2.85% | 2.11% | 2.29% |
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
GXC vs. VOO - Drawdown Comparison
The maximum GXC drawdown since its inception was -72.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GXC and VOO. For additional features, visit the drawdowns tool.
Volatility
GXC vs. VOO - Volatility Comparison
SPDR S&P China ETF (GXC) has a higher volatility of 10.32% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that GXC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.