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LUX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LUX and VOO is 0.59, 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.


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Performance

LUX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tema ETF Trust - Tema Luxury ETF (LUX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.21%
10.52%
LUX
VOO

Key characteristics

Sharpe Ratio

LUX:

0.33

VOO:

2.21

Sortino Ratio

LUX:

0.60

VOO:

2.92

Omega Ratio

LUX:

1.07

VOO:

1.41

Calmar Ratio

LUX:

0.30

VOO:

3.34

Martin Ratio

LUX:

0.49

VOO:

14.07

Ulcer Index

LUX:

10.88%

VOO:

2.01%

Daily Std Dev

LUX:

15.93%

VOO:

12.80%

Max Drawdown

LUX:

-18.56%

VOO:

-33.99%

Current Drawdown

LUX:

-11.05%

VOO:

-1.36%

Returns By Period

In the year-to-date period, LUX achieves a 3.52% return, which is significantly higher than VOO's 1.98% return.


LUX

YTD

3.52%

1M

2.90%

6M

0.05%

1Y

3.21%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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LUX vs. VOO - Expense Ratio Comparison

LUX has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for LUX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LUX vs. VOO — Risk-Adjusted Performance Rank

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

LUX
The Risk-Adjusted Performance Rank of LUX is 1313
Overall Rank
The Sharpe Ratio Rank of LUX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of LUX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of LUX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of LUX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of LUX is 1010
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.

LUX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tema ETF Trust - Tema Luxury ETF (LUX) 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 LUX, currently valued at 0.33, compared to the broader market0.002.004.000.332.21
The chart of Sortino ratio for LUX, currently valued at 0.60, compared to the broader market0.005.0010.000.602.92
The chart of Omega ratio for LUX, currently valued at 1.07, compared to the broader market1.002.003.001.071.41
The chart of Calmar ratio for LUX, currently valued at 0.30, compared to the broader market0.005.0010.0015.0020.000.303.34
The chart of Martin ratio for LUX, currently valued at 0.49, compared to the broader market0.0020.0040.0060.0080.00100.000.4914.07
LUX
VOO

The current LUX Sharpe Ratio is 0.33, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LUX 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.33
2.21
LUX
VOO

Dividends

LUX vs. VOO - Dividend Comparison

LUX's dividend yield for the trailing twelve months is around 2.73%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
LUX
Tema ETF Trust - Tema Luxury ETF
2.73%2.83%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LUX vs. VOO - Drawdown Comparison

The maximum LUX drawdown since its inception was -18.56%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LUX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.05%
-1.36%
LUX
VOO

Volatility

LUX vs. VOO - Volatility Comparison

Tema ETF Trust - Tema Luxury ETF (LUX) has a higher volatility of 5.43% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that LUX'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%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.43%
5.05%
LUX
VOO