LUX vs. VOO
Compare and contrast key facts about Tema ETF Trust - Tema Luxury ETF (LUX) and Vanguard S&P 500 ETF (VOO).
LUX and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LUX is an actively managed fund by Tema. It was launched on May 10, 2023. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LUX or VOO.
Key characteristics
| LUX | VOO | |
|---|---|---|
| YTD Return | -8.50% | 26.88% |
| 1Y Return | -1.21% | 37.59% |
| Sharpe Ratio | -0.08 | 3.06 |
| Sortino Ratio | 0.00 | 4.08 |
| Omega Ratio | 1.00 | 1.58 |
| Calmar Ratio | -0.07 | 4.43 |
| Martin Ratio | -0.14 | 20.25 |
| Ulcer Index | 9.14% | 1.85% |
| Daily Std Dev | 15.90% | 12.23% |
| Max Drawdown | -18.56% | -33.99% |
| Current Drawdown | -17.11% | -0.30% |
Correlation
The correlation between LUX and VOO is 0.61, 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.
Performance
LUX vs. VOO - Performance Comparison
In the year-to-date period, LUX achieves a -8.50% return, which is significantly lower than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
LUX vs. VOO - Dividend Comparison
LUX's dividend yield for the trailing twelve months is around 0.78%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUX Tema ETF Trust - Tema Luxury ETF | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
LUX vs. VOO - Volatility Comparison
Tema ETF Trust - Tema Luxury ETF (LUX) has a higher volatility of 4.75% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. 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.