SPRE vs. SPUS
Compare and contrast key facts about SP Funds S&P Global REIT Sharia ETF (SPRE) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
SPRE and SPUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPRE is a passively managed fund by Toroso Investments that tracks the performance of the S&P Global All Equity REIT Shariah Capped Index. It was launched on Dec 30, 2020. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019. Both SPRE and SPUS 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: SPRE or SPUS.
Performance
SPRE vs. SPUS - Performance Comparison
Returns By Period
In the year-to-date period, SPRE achieves a 7.62% return, which is significantly lower than SPUS's 24.69% return.
SPRE
7.62%
-0.31%
12.35%
21.48%
N/A
N/A
SPUS
24.69%
-0.06%
10.77%
29.57%
N/A
N/A
Key characteristics
| SPRE | SPUS | |
|---|---|---|
| Sharpe Ratio | 1.36 | 1.96 |
| Sortino Ratio | 1.97 | 2.61 |
| Omega Ratio | 1.24 | 1.36 |
| Calmar Ratio | 0.69 | 2.61 |
| Martin Ratio | 5.38 | 10.41 |
| Ulcer Index | 4.06% | 2.87% |
| Daily Std Dev | 16.08% | 15.30% |
| Max Drawdown | -38.34% | -30.80% |
| Current Drawdown | -16.98% | -2.15% |
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SPRE vs. SPUS - Expense Ratio Comparison
SPRE has a 0.69% expense ratio, which is higher than SPUS's 0.49% expense ratio.
Correlation
The correlation between SPRE and SPUS is 0.58, 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.
Risk-Adjusted Performance
SPRE vs. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global REIT Sharia ETF (SPRE) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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
SPRE vs. SPUS - Dividend Comparison
SPRE's dividend yield for the trailing twelve months is around 3.99%, more than SPUS's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
SPRE SP Funds S&P Global REIT Sharia ETF | 3.99% | 4.16% | 4.17% | 2.83% | 0.00% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.70% | 0.87% | 1.21% | 0.93% | 1.04% |
Drawdowns
SPRE vs. SPUS - Drawdown Comparison
The maximum SPRE drawdown since its inception was -38.34%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for SPRE and SPUS. For additional features, visit the drawdowns tool.
Volatility
SPRE vs. SPUS - Volatility Comparison
The current volatility for SP Funds S&P Global REIT Sharia ETF (SPRE) is 4.54%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 4.90%. This indicates that SPRE experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.