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SOLR vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOLR vs. VOO - Performance Comparison

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

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SOLR vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOLR
SmartETFs Sustainable Energy II ETF
0.57%26.72%-12.41%-0.78%-11.87%11.48%19.67%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%6.31%

Returns By Period

In the year-to-date period, SOLR achieves a 0.57% return, which is significantly higher than VOO's -3.66% return.


SOLR

1D
1.15%
1M
-7.20%
YTD
0.57%
6M
1.06%
1Y
33.07%
3Y*
0.41%
5Y*
0.97%
10Y*

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOLR vs. VOO - Expense Ratio Comparison

SOLR has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

SOLR vs. VOO — Risk / Return Rank

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

SOLR
SOLR Risk / Return Rank: 7575
Overall Rank
SOLR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SOLR Sortino Ratio Rank: 8080
Sortino Ratio Rank
SOLR Omega Ratio Rank: 7171
Omega Ratio Rank
SOLR Calmar Ratio Rank: 7575
Calmar Ratio Rank
SOLR Martin Ratio Rank: 7070
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

SOLR vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Sustainable Energy II ETF (SOLR) 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.


SOLRVOODifference

Sharpe ratio

Return per unit of total volatility

1.51

1.01

+0.50

Sortino ratio

Return per unit of downside risk

2.19

1.53

+0.66

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

2.29

1.55

+0.74

Martin ratio

Return relative to average drawdown

8.28

7.31

+0.97

SOLR vs. VOO - Sharpe Ratio Comparison

The current SOLR Sharpe Ratio is 1.51, which is higher than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SOLR 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.


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Sharpe Ratios by Period


SOLRVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.01

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.71

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.83

-0.61

Correlation

The correlation between SOLR and VOO is 0.75, 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.


Dividends

SOLR vs. VOO - Dividend Comparison

SOLR's dividend yield for the trailing twelve months is around 0.67%, less than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SOLR
SmartETFs Sustainable Energy II ETF
0.67%0.67%0.93%0.42%1.29%2.62%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SOLR vs. VOO - Drawdown Comparison

The maximum SOLR drawdown since its inception was -39.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SOLR and VOO.


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Drawdown Indicators


SOLRVOODifference

Max Drawdown

Largest peak-to-trough decline

-39.46%

-33.99%

-5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-11.98%

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-39.46%

-24.52%

-14.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-10.58%

-5.55%

-5.03%

Average Drawdown

Average peak-to-trough decline

-15.99%

-3.72%

-12.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

2.55%

+1.50%

Volatility

SOLR vs. VOO - Volatility Comparison

SmartETFs Sustainable Energy II ETF (SOLR) has a higher volatility of 7.70% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that SOLR'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


SOLRVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

5.34%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

9.47%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

18.11%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

16.82%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.68%

17.99%

+4.69%