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

Correlation

The correlation between MOTO and VOO is 0.84, 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: 0.8

Performance

MOTO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Smart Transportation & Technology ETF (MOTO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
-12.48%
-5.55%
MOTO
VOO

Key characteristics

Sharpe Ratio

MOTO:

-0.55

VOO:

0.34

Sortino Ratio

MOTO:

-0.61

VOO:

0.53

Omega Ratio

MOTO:

0.92

VOO:

1.07

Calmar Ratio

MOTO:

-0.62

VOO:

0.42

Martin Ratio

MOTO:

-1.70

VOO:

1.60

Ulcer Index

MOTO:

7.08%

VOO:

3.13%

Daily Std Dev

MOTO:

22.04%

VOO:

14.67%

Max Drawdown

MOTO:

-38.24%

VOO:

-33.99%

Current Drawdown

MOTO:

-19.47%

VOO:

-12.03%

Returns By Period

In the year-to-date period, MOTO achieves a -11.26% return, which is significantly lower than VOO's -7.97% return.


MOTO

YTD

-11.26%

1M

-9.07%

6M

-11.32%

1Y

-12.37%

5Y*

16.70%

10Y*

N/A

VOO

YTD

-7.97%

1M

-6.52%

6M

-4.67%

1Y

4.91%

5Y*

18.59%

10Y*

11.99%

*Annualized

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MOTO vs. VOO - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for MOTO: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MOTO: 0.68%
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

MOTO vs. VOO — Risk-Adjusted Performance Rank

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

MOTO
The Risk-Adjusted Performance Rank of MOTO is 44
Overall Rank
The Sharpe Ratio Rank of MOTO is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of MOTO is 55
Sortino Ratio Rank
The Omega Ratio Rank of MOTO is 55
Omega Ratio Rank
The Calmar Ratio Rank of MOTO is 22
Calmar Ratio Rank
The Martin Ratio Rank of MOTO is 22
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 3737
Overall Rank
The Sharpe Ratio Rank of VOO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4242
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.

MOTO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) 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 MOTO, currently valued at -0.55, compared to the broader market0.002.004.00
MOTO: -0.55
VOO: 0.34
The chart of Sortino ratio for MOTO, currently valued at -0.61, compared to the broader market-2.000.002.004.006.008.0010.0012.00
MOTO: -0.61
VOO: 0.53
The chart of Omega ratio for MOTO, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.00
MOTO: 0.92
VOO: 1.07
The chart of Calmar ratio for MOTO, currently valued at -0.62, compared to the broader market0.005.0010.0015.00
MOTO: -0.62
VOO: 0.42
The chart of Martin ratio for MOTO, currently valued at -1.70, compared to the broader market0.0020.0040.0060.0080.00100.00
MOTO: -1.70
VOO: 1.60

The current MOTO Sharpe Ratio is -0.55, which is lower than the VOO Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of MOTO 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
-0.55
0.34
MOTO
VOO

Dividends

MOTO vs. VOO - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 1.21%, less than VOO's 1.41% yield.


TTM20242023202220212020201920182017201620152014
MOTO
SmartETFs Smart Transportation & Technology ETF
1.21%1.07%2.73%2.33%0.55%2.71%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.41%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MOTO vs. VOO - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MOTO and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.47%
-12.03%
MOTO
VOO

Volatility

MOTO vs. VOO - Volatility Comparison

SmartETFs Smart Transportation & Technology ETF (MOTO) has a higher volatility of 9.98% compared to Vanguard S&P 500 ETF (VOO) at 7.31%. This indicates that MOTO'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%NovemberDecember2025FebruaryMarchApril
9.98%
7.31%
MOTO
VOO