SPRE vs. VOO
Compare and contrast key facts about SP Funds S&P Global REIT Sharia ETF (SPRE) and Vanguard S&P 500 ETF (VOO).
SPRE and VOO 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. 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 SPRE 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: SPRE or VOO.
Performance
SPRE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SPRE achieves a 10.22% return, which is significantly lower than VOO's 26.99% return.
SPRE
10.22%
1.95%
15.49%
23.80%
N/A
N/A
VOO
26.99%
3.19%
13.59%
33.13%
15.51%
13.26%
Key characteristics
| SPRE | VOO | |
|---|---|---|
| Sharpe Ratio | 1.47 | 2.72 |
| Sortino Ratio | 2.12 | 3.62 |
| Omega Ratio | 1.26 | 1.51 |
| Calmar Ratio | 0.76 | 3.92 |
| Martin Ratio | 5.84 | 17.77 |
| Ulcer Index | 4.07% | 1.86% |
| Daily Std Dev | 16.16% | 12.19% |
| Max Drawdown | -38.34% | -33.99% |
| Current Drawdown | -14.98% | -0.21% |
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SPRE vs. VOO - Expense Ratio Comparison
SPRE has a 0.69% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between SPRE and VOO is 0.63, 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. VOO - 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 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
SPRE vs. VOO - Dividend Comparison
SPRE's dividend yield for the trailing twelve months is around 3.90%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPRE SP Funds S&P Global REIT Sharia ETF | 3.59% | 4.16% | 4.17% | 2.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
SPRE vs. VOO - Drawdown Comparison
The maximum SPRE drawdown since its inception was -38.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPRE and VOO. For additional features, visit the drawdowns tool.
Volatility
SPRE vs. VOO - Volatility Comparison
SP Funds S&P Global REIT Sharia ETF (SPRE) has a higher volatility of 4.77% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that SPRE'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.