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SPICHA.SW vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPICHA.SW and VOO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SPICHA.SW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SPICHA.SW:

0.38

VOO:

0.72

Sortino Ratio

SPICHA.SW:

0.65

VOO:

1.20

Omega Ratio

SPICHA.SW:

1.10

VOO:

1.18

Calmar Ratio

SPICHA.SW:

0.43

VOO:

0.81

Martin Ratio

SPICHA.SW:

1.63

VOO:

3.09

Ulcer Index

SPICHA.SW:

4.22%

VOO:

4.88%

Daily Std Dev

SPICHA.SW:

15.29%

VOO:

19.37%

Max Drawdown

SPICHA.SW:

-26.92%

VOO:

-33.99%

Current Drawdown

SPICHA.SW:

-2.64%

VOO:

-2.75%

Returns By Period

In the year-to-date period, SPICHA.SW achieves a 9.22% return, which is significantly higher than VOO's 1.73% return. Over the past 10 years, SPICHA.SW has underperformed VOO with an annualized return of 5.51%, while VOO has yielded a comparatively higher 12.85% annualized return.


SPICHA.SW

YTD

9.22%

1M

8.06%

6M

9.22%

1Y

5.71%

5Y*

6.91%

10Y*

5.51%

VOO

YTD

1.73%

1M

13.04%

6M

2.12%

1Y

13.91%

5Y*

17.57%

10Y*

12.85%

*Annualized

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SPICHA.SW vs. VOO - Expense Ratio Comparison

SPICHA.SW has a 0.10% 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

SPICHA.SW vs. VOO — Risk-Adjusted Performance Rank

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

SPICHA.SW
The Risk-Adjusted Performance Rank of SPICHA.SW is 4343
Overall Rank
The Sharpe Ratio Rank of SPICHA.SW is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SPICHA.SW is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SPICHA.SW is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SPICHA.SW is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SPICHA.SW is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.

SPICHA.SW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) 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.


The current SPICHA.SW Sharpe Ratio is 0.38, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SPICHA.SW 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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Dividends

SPICHA.SW vs. VOO - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 3.84%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
3.84%2.70%2.73%2.59%2.01%2.37%2.20%2.62%2.17%2.19%2.87%1.45%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPICHA.SW vs. VOO - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and VOO. For additional features, visit the drawdowns tool.


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Volatility

SPICHA.SW vs. VOO - Volatility Comparison

The current volatility for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) is 2.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.49%. This indicates that SPICHA.SW 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.


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