HACK vs. VOO
Compare and contrast key facts about ETFMG Prime Cyber Security ETF (HACK) and Vanguard S&P 500 ETF (VOO).
HACK and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HACK is a passively managed fund by ETFMG that tracks the performance of the Prime Cyber Defense Index. It was launched on Nov 11, 2014. 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 HACK 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: HACK or VOO.
Performance
HACK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HACK achieves a 17.54% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, HACK has underperformed VOO with an annualized return of 11.47%, while VOO has yielded a comparatively higher 13.12% annualized return.
HACK
17.54%
-0.46%
12.76%
31.35%
12.15%
11.47%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| HACK | VOO | |
|---|---|---|
| Sharpe Ratio | 1.63 | 2.64 |
| Sortino Ratio | 2.15 | 3.53 |
| Omega Ratio | 1.29 | 1.49 |
| Calmar Ratio | 1.52 | 3.81 |
| Martin Ratio | 6.25 | 17.34 |
| Ulcer Index | 4.83% | 1.86% |
| Daily Std Dev | 18.54% | 12.20% |
| Max Drawdown | -42.68% | -33.99% |
| Current Drawdown | -5.20% | -2.16% |
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HACK vs. VOO - Expense Ratio Comparison
HACK has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between HACK and VOO is 0.74, 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
HACK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) 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
HACK vs. VOO - Dividend Comparison
HACK's dividend yield for the trailing twelve months is around 0.19%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 0.19% | 0.21% | 0.24% | 0.26% | 1.11% | 0.14% | 0.09% | 0.01% | 1.23% | 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
HACK vs. VOO - Drawdown Comparison
The maximum HACK drawdown since its inception was -42.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HACK and VOO. For additional features, visit the drawdowns tool.
Volatility
HACK vs. VOO - Volatility Comparison
ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 6.74% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that HACK'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.