KRMA vs. VOO

Last updated Jun 4, 2026

KRMA (Global X Conscious Companies ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - KRMA is a Large Cap Growth Equities fund tracking the Concinnity Conscious Companies Index GTR Index, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, KRMA returned 10.89%/yr vs 13.90%/yr for VOO. Their correlation of 0.91 suggests significant overlap in exposure. KRMA charges 0.43%/yr vs 0.03%/yr for VOO.

Performance

KRMA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Conscious Companies ETF (KRMA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KRMA achieves a 11.81% return, which is significantly higher than VOO's 10.91% return.

KRMA

• 1D: -0.90%
• 1M: 6.32%
• YTD: 11.81%
• 6M: 12.13%
• 1Y: 27.87%
• 3Y*: 18.94%
• 5Y*: 10.89%
• 10Y*: —

VOO

• 1D: -0.70%
• 1M: 5.04%
• YTD: 10.91%
• 6M: 10.93%
• 1Y: 28.04%
• 3Y*: 22.44%
• 5Y*: 13.90%
• 10Y*: 15.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KRMA vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KRMA Global X Conscious Companies ETF	11.81%	13.98%	18.12%	22.08%	-18.96%	27.71%	17.53%	30.07%	-3.89%	22.92%
VOO Vanguard S&P 500 ETF	10.91%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between KRMA and VOO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016	0.91

The correlation between KRMA and VOO has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

KRMA vs. VOO - Sectors Allocation Comparison

Sectors	KRMA	VOO
Technology	41.8%	35.7%
Financial Services	11.5%	11.6%
Consumer Cyclical	10.8%	10.2%
Communication Services	9.4%	11.3%
Healthcare	8.7%	8.5%
Industrials	7.1%	8.3%
Consumer Defensive	3.5%	4.9%
Energy	2.7%	3.5%
Real Estate	1.9%	1.9%
Basic Materials	1.6%	1.8%
Utilities	0.9%	2.4%

Return for Risk

KRMA vs. VOO — Risk / Return Rank

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

KRMA

KRMA Risk / Return Rank: 69
KRMA Sharpe Ratio Rank: 69
KRMA Sortino Ratio Rank: 69
KRMA Omega Ratio Rank: 67
KRMA Calmar Ratio Rank: 66
KRMA Martin Ratio Rank: 73

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 70
VOO Omega Ratio Rank: 70
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 75

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.

KRMA vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) 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.

	KRMA	VOO	Difference
Sharpe ratio Return per unit of total volatility	2.28	2.39	-0.11
Sortino ratio Return per unit of downside risk	3.15	3.25	-0.11
Omega ratio Gain probability vs. loss probability	1.40	1.43	-0.03
Calmar ratio Return relative to maximum drawdown	3.25	3.16	+0.08
Martin ratio Return relative to average drawdown	13.76	14.73	-0.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KRMA vs. VOO - Sharpe Ratio Comparison

The current KRMA Sharpe Ratio is 2.28, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of KRMA and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KRMA	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.39	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.83	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.89	-0.13

Drawdowns

KRMA vs. VOO - Drawdown Comparison

The maximum KRMA drawdown since its inception was -36.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KRMA and VOO.

Drawdown Indicators

	KRMA	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-36.16%	-33.99%	-2.17%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	-8.90%	+0.28%
Max Drawdown (3Y) Largest decline over 3 years	-19.41%	-18.69%	-0.72%
Max Drawdown (5Y) Largest decline over 5 years	-26.12%	-24.52%	-1.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-1.02%	-0.70%	-0.32%
Average Drawdown Average peak-to-trough decline	-4.92%	-3.69%	-1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	1.91%	+0.12%

Volatility

KRMA vs. VOO - Volatility Comparison

Global X Conscious Companies ETF (KRMA) has a higher volatility of 3.12% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that KRMA'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.

Volatility by Period

	KRMA	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.12%	2.84%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	9.34%	8.90%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	11.80%	+0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.19%	16.81%	+0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.51%	18.01%	+0.50%

KRMA vs. VOO - Expense Ratio Comparison

KRMA has a 0.43% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

KRMA vs. VOO - Dividend Comparison

KRMA's dividend yield for the trailing twelve months is around 2.32%, more than VOO's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KRMA Global X Conscious Companies ETF	2.32%	2.59%	0.91%	1.16%	0.86%	1.07%	0.96%	1.52%	1.82%	1.21%	0.96%	0.00%
VOO Vanguard S&P 500 ETF	1.03%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both KRMA and VOO in my portfolio?

With a correlation of 0.93, KRMA and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, KRMA or VOO?

KRMA has higher volatility (3.12%) compared to VOO (2.84%). In terms of maximum drawdown, KRMA dropped -36.16% vs VOO's -33.99%.

Which ETF is better, KRMA or VOO?

On 5-year performance, VOO leads with 13.90% vs 10.89% for KRMA. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KRMA or VOO?

Over the 5-year period, VOO has performed better with a 13.90% return vs 10.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KRMA or VOO?

VOO is cheaper with a 0.03% expense ratio, compared with 0.43% for KRMA.

Which ETF pays a higher dividend yield, KRMA or VOO?

KRMA has the higher dividend yield at 2.32%, compared with 1.03% for VOO.

What is the main difference between KRMA and VOO?

KRMA is categorized as Large Cap Growth Equities, while VOO is S&P 500. KRMA tracks Concinnity Conscious Companies Index GTR Index, while VOO tracks S&P 500 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.43% for KRMA and 0.03% for VOO.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.39 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.