PortfoliosLab logo
HLAL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HLAL and VOO is 0.95, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

HLAL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wahed FTSE USA Shariah ETF (HLAL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
103.16%
101.44%
HLAL
VOO

Key characteristics

Sharpe Ratio

HLAL:

0.14

VOO:

0.55

Sortino Ratio

HLAL:

0.34

VOO:

0.89

Omega Ratio

HLAL:

1.05

VOO:

1.13

Calmar Ratio

HLAL:

0.13

VOO:

0.56

Martin Ratio

HLAL:

0.49

VOO:

2.28

Ulcer Index

HLAL:

5.74%

VOO:

4.60%

Daily Std Dev

HLAL:

20.39%

VOO:

19.19%

Max Drawdown

HLAL:

-33.57%

VOO:

-33.99%

Current Drawdown

HLAL:

-12.37%

VOO:

-9.85%

Returns By Period

In the year-to-date period, HLAL achieves a -8.79% return, which is significantly lower than VOO's -5.69% return.


HLAL

YTD

-8.79%

1M

-1.29%

6M

-7.22%

1Y

2.59%

5Y*

15.09%

10Y*

N/A

VOO

YTD

-5.69%

1M

-0.86%

6M

-4.52%

1Y

9.85%

5Y*

15.26%

10Y*

12.13%

*Annualized

Compare stocks, funds, or ETFs

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


HLAL vs. VOO - Expense Ratio Comparison

HLAL has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for HLAL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HLAL: 0.50%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

HLAL vs. VOO — Risk-Adjusted Performance Rank

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

HLAL
The Risk-Adjusted Performance Rank of HLAL is 3333
Overall Rank
The Sharpe Ratio Rank of HLAL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of HLAL is 3333
Sortino Ratio Rank
The Omega Ratio Rank of HLAL is 3434
Omega Ratio Rank
The Calmar Ratio Rank of HLAL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of HLAL is 3434
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HLAL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wahed FTSE USA Shariah ETF (HLAL) 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.


The chart of Sharpe ratio for HLAL, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.00
HLAL: 0.14
VOO: 0.55
The chart of Sortino ratio for HLAL, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.00
HLAL: 0.34
VOO: 0.89
The chart of Omega ratio for HLAL, currently valued at 1.05, compared to the broader market0.501.001.502.00
HLAL: 1.05
VOO: 1.13
The chart of Calmar ratio for HLAL, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.00
HLAL: 0.13
VOO: 0.56
The chart of Martin ratio for HLAL, currently valued at 0.49, compared to the broader market0.0020.0040.0060.00
HLAL: 0.49
VOO: 2.28

The current HLAL Sharpe Ratio is 0.14, which is lower than the VOO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of HLAL and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.14
0.55
HLAL
VOO

Dividends

HLAL vs. VOO - Dividend Comparison

HLAL's dividend yield for the trailing twelve months is around 0.74%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
HLAL
Wahed FTSE USA Shariah ETF
0.74%0.58%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

HLAL vs. VOO - Drawdown Comparison

The maximum HLAL drawdown since its inception was -33.57%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HLAL and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.37%
-9.85%
HLAL
VOO

Volatility

HLAL vs. VOO - Volatility Comparison

Wahed FTSE USA Shariah ETF (HLAL) has a higher volatility of 14.95% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that HLAL'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.95%
13.96%
HLAL
VOO