SPSK vs. VTBIX
SPSK (SP Funds Dow Jones Global Sukuk ETF) and VTBIX (Vanguard Total Bond Market II Index Fund Investor Shares) are both funds - SPSK is a Global Bonds fund tracking the Dow Jones Sukuk Total Return Index, while VTBIX is a Total Bond Market fund managed by Vanguard. Over the past 5 years, SPSK returned 0.75%/yr vs -0.61%/yr for VTBIX. Their 0.46 correlation means their historical movements had little consistent relationship. SPSK charges 0.50%/yr vs 0.09%/yr for VTBIX.
Performance
SPSK vs. VTBIX - Performance Comparison
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Returns By Period
In the year-to-date period, SPSK achieves a -0.36% return, which is significantly higher than VTBIX's -0.74% return.
SPSK
- 1D
- 0.03%
- 1M
- -0.68%
- 6M
- -0.40%
- YTD
- -0.36%
- 1Y
- 1.62%
- 3Y*
- 4.06%
- 5Y*
- 0.75%
- 10Y*
- —
- ALL TIME*
- 1.05%
VTBIX
- 1D
- 0.11%
- 1M
- -1.16%
- 6M
- -0.87%
- YTD
- -0.74%
- 1Y
- 1.64%
- 3Y*
- 3.52%
- 5Y*
- -0.61%
- 10Y*
- 1.17%
- ALL TIME*
- 1.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.42M | $4.12M | $5.91M | |
| $0.00 | $0.00 | $0.00 |
SPSK vs. VTBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPSK SP Funds Dow Jones Global Sukuk ETF | -0.36% | 6.16% | 2.95% | 3.95% | -7.75% | -1.30% | 3.67% | 0.25% |
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | -0.74% | 7.11% | 1.25% | 5.03% | -13.18% | -1.88% | 7.47% | 0.04% |
Correlation
The correlation between SPSK and VTBIX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019 | 0.46 |
The correlation between SPSK and VTBIX shifts across timeframes, from 0.46 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPSK vs. VTBIX — Risk / Return Rank
SPSK
VTBIX
SPSK vs. VTBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SP Funds Dow Jones Global Sukuk ETF (SPSK) and Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPSK | VTBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.00 | -0.34 |
| Martin ratioReturn relative to average drawdown | 2.01 | 2.48 | -0.47 |
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Drawdowns
SPSK vs. VTBIX - Drawdown Comparison
The maximum SPSK drawdown since its inception was -12.83%, smaller than the maximum VTBIX drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for SPSK and VTBIX.
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Drawdown Indicators
| SPSK | VTBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.83% | -18.72% | +5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -2.84% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -3.02% | -4.93% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | -18.04% | +5.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.72% | — |
Current DrawdownCurrent decline from peak | -1.42% | -4.00% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -4.41% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 1.15% | -0.20% |
Volatility
SPSK vs. VTBIX - Volatility Comparison
The current volatility for SP Funds Dow Jones Global Sukuk ETF (SPSK) is 0.71%, while Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) has a volatility of 1.00%. This indicates that SPSK experiences smaller price fluctuations and is considered to be less risky than VTBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPSK | VTBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 1.00% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 2.96% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 3.80% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.26% | 5.95% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.41% | 4.92% | +0.49% |
SPSK vs. VTBIX - Expense Ratio Comparison
SPSK has a 0.50% expense ratio, which is higher than VTBIX's 0.09% expense ratio.
Dividends
SPSK vs. VTBIX - Dividend Comparison
SPSK's dividend yield for the trailing twelve months is around 4.51%, more than VTBIX's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPSK SP Funds Dow Jones Global Sukuk ETF | 4.51% | 3.63% | 3.53% | 2.95% | 2.22% | 2.56% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTBIX Vanguard Total Bond Market II Index Fund Investor Shares | 3.71% | 3.88% | 3.70% | 2.53% | 2.47% | 1.75% | 3.20% | 2.72% | 2.51% | 2.43% | 2.48% | 2.64% |
Frequently Asked Questions
SPSK and VTBIX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTBIX has higher volatility (1.00%) compared to SPSK (0.71%). In terms of maximum drawdown, SPSK dropped -12.83% vs VTBIX's -18.72%.
VTBIX currently has the higher Sharpe Ratio (0.75 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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