LUXX vs. VOO
Compare and contrast key facts about Listed Funds Trust - Roundhill S&P Global Luxury ETF (LUXX) and Vanguard S&P 500 ETF (VOO).
LUXX and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LUXX is a passively managed fund by Roundhill that tracks the performance of the S&P Global Luxury Index. It was launched on Aug 22, 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. Both LUXX 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: LUXX or VOO.
Key characteristics
| LUXX | VOO | |
|---|---|---|
| YTD Return | -6.70% | 27.26% |
| 1Y Return | 4.23% | 37.86% |
| Sharpe Ratio | 0.22 | 3.25 |
| Sortino Ratio | 0.46 | 4.31 |
| Omega Ratio | 1.05 | 1.61 |
| Calmar Ratio | 0.24 | 4.74 |
| Martin Ratio | 0.48 | 21.63 |
| Ulcer Index | 8.84% | 1.85% |
| Daily Std Dev | 19.09% | 12.25% |
| Max Drawdown | -17.90% | -33.99% |
| Current Drawdown | -13.89% | 0.00% |
Correlation
The correlation between LUXX and VOO is 0.67, 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
LUXX vs. VOO - Performance Comparison
In the year-to-date period, LUXX achieves a -6.70% return, which is significantly lower than VOO's 27.26% 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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LUXX vs. VOO - Expense Ratio Comparison
LUXX has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
LUXX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Listed Funds Trust - Roundhill S&P Global Luxury ETF (LUXX) 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
LUXX vs. VOO - Dividend Comparison
LUXX's dividend yield for the trailing twelve months is around 0.37%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUXX Listed Funds Trust - Roundhill S&P Global Luxury ETF | 0.37% | 0.34% | 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
LUXX vs. VOO - Drawdown Comparison
The maximum LUXX drawdown since its inception was -17.90%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LUXX and VOO. For additional features, visit the drawdowns tool.
Volatility
LUXX vs. VOO - Volatility Comparison
Listed Funds Trust - Roundhill S&P Global Luxury ETF (LUXX) has a higher volatility of 6.16% compared to Vanguard S&P 500 ETF (VOO) at 3.86%. This indicates that LUXX'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.