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

Correlation

The correlation between SMLE and VOO is 0.69, 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

SMLE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P SmallCap 600 ESG ETF (SMLE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


SMLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.17%

1M

10.68%

6M

-1.11%

1Y

11.53%

3Y*

15.43%

5Y*

16.33%

10Y*

12.60%

*Annualized

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Vanguard S&P 500 ETF

SMLE vs. VOO - Expense Ratio Comparison

SMLE has a 0.15% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

SMLE vs. VOO — Risk-Adjusted Performance Rank

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

SMLE
The Risk-Adjusted Performance Rank of SMLE is 6767
Overall Rank
The Sharpe Ratio Rank of SMLE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SMLE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SMLE is 9999
Omega Ratio Rank
The Calmar Ratio Rank of SMLE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SMLE is 3232
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

SMLE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P SmallCap 600 ESG ETF (SMLE) 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.



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Dividends

SMLE vs. VOO - Dividend Comparison

SMLE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
SMLE
Xtrackers S&P SmallCap 600 ESG ETF
0.00%0.42%1.35%0.15%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SMLE vs. VOO - Drawdown Comparison


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Volatility

SMLE vs. VOO - Volatility Comparison


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