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SNSR vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNSR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNSR achieves a 44.93% return, which is significantly higher than VOO's 10.91% return.


SNSR

1D
-0.45%
1M
19.62%
YTD
44.93%
6M
43.21%
1Y
49.79%
3Y*
18.10%
5Y*
9.51%
10Y*

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNSR vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNSR
Global X Internet of Things ETF
44.93%6.46%-0.45%23.06%-25.50%23.66%35.05%47.90%-17.66%28.59%
VOO
Vanguard S&P 500 ETF
10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between SNSR and VOO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2016

0.81

The correlation between SNSR and VOO has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

SNSR vs. VOO - Sectors Allocation Comparison


Sectors
SNSR
VOO

Technology

78.7%
35.7%

Industrials

15.7%
8.3%

Healthcare

4.8%
8.5%

Communication Services

0.8%
11.3%

Basic Materials

0.2%
1.8%

Utilities

0.1%
2.4%

Consumer Cyclical

-

10.2%

Consumer Defensive

-

4.9%

Energy

-

3.5%

Financial Services

-

11.6%

Real Estate

-

1.9%

Technology

SNSR
78.7%
VOO
35.7%

Industrials

SNSR
15.7%
VOO
8.3%

Healthcare

SNSR
4.8%
VOO
8.5%

Communication Services

SNSR
0.8%
VOO
11.3%

Basic Materials

SNSR
0.2%
VOO
1.8%

Utilities

SNSR
0.1%
VOO
2.4%

Consumer Cyclical

SNSR

-

VOO
10.2%

Consumer Defensive

SNSR

-

VOO
4.9%

Energy

SNSR

-

VOO
3.5%

Financial Services

SNSR

-

VOO
11.6%

Real Estate

SNSR

-

VOO
1.9%

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Return for Risk

SNSR vs. VOO — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 6262
Overall Rank
SNSR Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 5959
Sortino Ratio Rank
SNSR Omega Ratio Rank: 5656
Omega Ratio Rank
SNSR Calmar Ratio Rank: 7070
Calmar Ratio Rank
SNSR Martin Ratio Rank: 6161
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNSR vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) 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.


SNSRVOODifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.09

Calmar ratioReturn relative to maximum drawdown

3.50

3.16

+0.33

Martin ratioReturn relative to average drawdown

10.86

14.73

-3.87

SNSR vs. VOO - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 2.10, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SNSR and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNSRVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.39

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.83

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.89

-0.29

Drawdowns

SNSR vs. VOO - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNSR and VOO.


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Drawdown Indicators


SNSRVOODifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-33.99%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-8.90%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-18.69%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-24.52%

-13.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-0.45%

-0.70%

+0.25%

Average Drawdown

Average peak-to-trough decline

-9.50%

-3.69%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

1.91%

+2.69%

Volatility

SNSR vs. VOO - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 9.35% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that SNSR'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.


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Volatility by Period


SNSRVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

2.84%

+6.51%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

8.90%

+9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

11.80%

+12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

16.81%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

18.01%

+6.66%

SNSR vs. VOO - Expense Ratio Comparison

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


Dividends

SNSR vs. VOO - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.37%, less than VOO's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
SNSR
Global X Internet of Things ETF
0.37%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%0.00%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


SNSR and VOO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNSR has higher volatility (9.35%) compared to VOO (2.84%). In terms of maximum drawdown, SNSR dropped -38.46% vs VOO's -33.99%.

On 5-year performance, VOO leads with 13.90% vs 9.51% for SNSR. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VOO has performed better with a 13.90% return vs 9.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO is cheaper with a 0.03% expense ratio, compared with 0.68% for SNSR.

VOO has the higher dividend yield at 1.03%, compared with 0.37% for SNSR.

SNSR is categorized as Technology Equities, while VOO is S&P 500. SNSR tracks Indxx Global Internet of Things Thematic Index, while VOO tracks S&P 500 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.68% for SNSR and 0.03% for VOO.

VOO currently has the higher Sharpe Ratio (2.39 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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