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SNSR vs. VOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNSR vs. VOX - Performance Comparison

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

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SNSR vs. VOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNSR
Global X Internet of Things ETF
1.79%6.46%-0.45%23.06%-25.50%23.66%35.05%47.90%-17.66%28.59%
VOX
Vanguard Communication Services ETF
-6.08%26.27%33.12%44.81%-38.85%13.83%29.12%28.03%-16.75%-5.50%

Returns By Period

In the year-to-date period, SNSR achieves a 1.79% return, which is significantly higher than VOX's -6.08% return.


SNSR

1D
0.92%
1M
-7.19%
YTD
1.79%
6M
-3.48%
1Y
15.05%
3Y*
4.86%
5Y*
2.79%
10Y*

VOX

1D
0.88%
1M
-5.24%
YTD
-6.08%
6M
-1.73%
1Y
22.72%
3Y*
24.69%
5Y*
7.59%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNSR vs. VOX - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than VOX's 0.10% expense ratio.


Return for Risk

SNSR vs. VOX — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 2929
Overall Rank
SNSR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 3030
Sortino Ratio Rank
SNSR Omega Ratio Rank: 2929
Omega Ratio Rank
SNSR Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNSR Martin Ratio Rank: 3131
Martin Ratio Rank

VOX
VOX Risk / Return Rank: 6464
Overall Rank
VOX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOX Omega Ratio Rank: 6363
Omega Ratio Rank
VOX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VOX Martin Ratio Rank: 6262
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. VOX - Risk-Adjusted Trends Comparison

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


SNSRVOXDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.12

-0.62

Sortino ratio

Return per unit of downside risk

0.93

1.73

-0.80

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratio

Return relative to maximum drawdown

0.86

1.74

-0.87

Martin ratio

Return relative to average drawdown

2.85

6.39

-3.54

SNSR vs. VOX - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 0.50, which is lower than the VOX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SNSR and VOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNSRVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.12

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.36

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.42

+0.02

Correlation

The correlation between SNSR and VOX is 0.64, 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.


Dividends

SNSR vs. VOX - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.53%, less than VOX's 1.05% yield.


TTM20252024202320222021202020192018201720162015
SNSR
Global X Internet of Things ETF
0.53%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%0.00%
VOX
Vanguard Communication Services ETF
1.05%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Drawdowns

SNSR vs. VOX - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for SNSR and VOX.


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Drawdown Indicators


SNSRVOXDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-57.18%

+18.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-13.56%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-46.76%

+8.73%

Max Drawdown (10Y)

Largest decline over 10 years

-46.76%

Current Drawdown

Current decline from peak

-8.08%

-9.23%

+1.15%

Average Drawdown

Average peak-to-trough decline

-9.64%

-11.98%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

3.68%

+1.52%

Volatility

SNSR vs. VOX - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 8.61% compared to Vanguard Communication Services ETF (VOX) at 6.50%. This indicates that SNSR's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNSRVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

6.50%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

11.83%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

20.35%

+9.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.79%

21.18%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

20.87%

+3.67%