SPFF vs. VOO
Compare and contrast key facts about Global X SuperIncome Preferred ETF (SPFF) and Vanguard S&P 500 ETF (VOO).
SPFF and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPFF is a passively managed fund by Global X that tracks the performance of the S&P Enhanced Yield North American Preferred Stock Index. It was launched on Jul 17, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SPFF and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPFF or VOO.
Key characteristics
| SPFF | VOO | |
|---|---|---|
| YTD Return | 12.20% | 26.94% |
| 1Y Return | 17.77% | 35.06% |
| 3Y Return (Ann) | -0.20% | 10.23% |
| 5Y Return (Ann) | 2.50% | 15.77% |
| 10Y Return (Ann) | 2.35% | 13.41% |
| Sharpe Ratio | 2.29 | 3.08 |
| Sortino Ratio | 3.27 | 4.09 |
| Omega Ratio | 1.44 | 1.58 |
| Calmar Ratio | 1.17 | 4.46 |
| Martin Ratio | 11.53 | 20.36 |
| Ulcer Index | 1.74% | 1.85% |
| Daily Std Dev | 8.80% | 12.23% |
| Max Drawdown | -35.92% | -33.99% |
| Current Drawdown | -1.85% | -0.25% |
Correlation
The correlation between SPFF and VOO is 0.46, 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
SPFF vs. VOO - Performance Comparison
In the year-to-date period, SPFF achieves a 12.20% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, SPFF has underperformed VOO with an annualized return of 2.35%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPFF vs. VOO - Expense Ratio Comparison
SPFF has a 0.58% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SPFF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) 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.
Dividends
SPFF vs. VOO - Dividend Comparison
SPFF's dividend yield for the trailing twelve months is around 5.81%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFF Global X SuperIncome Preferred ETF | 5.81% | 6.64% | 7.20% | 5.84% | 5.80% | 6.01% | 7.64% | 7.29% | 7.08% | 7.54% | 6.82% | 7.37% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SPFF vs. VOO - Drawdown Comparison
The maximum SPFF drawdown since its inception was -35.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPFF and VOO. For additional features, visit the drawdowns tool.
Volatility
SPFF vs. VOO - Volatility Comparison
The current volatility for Global X SuperIncome Preferred ETF (SPFF) is 2.58%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that SPFF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.