SPSK vs. VTIBX
Compare and contrast key facts about SP Funds Dow Jones Global Sukuk ETF (SPSK) and Vanguard Total International Bond Index Fund (VTIBX).
SPSK is a passively managed fund by SP Funds that tracks the performance of the Dow Jones Sukuk Total Return (No Coupon Reinvestment). It was launched on Dec 30, 2019. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
SPSK vs. VTIBX - Performance Comparison
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SPSK vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPSK SP Funds Dow Jones Global Sukuk ETF | -1.10% | 6.16% | 2.95% | 3.95% | -7.75% | -1.30% | 3.67% | 0.02% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | -0.09% |
Returns By Period
In the year-to-date period, SPSK achieves a -1.10% return, which is significantly lower than VTIBX's -0.82% return.
SPSK
- 1D
- 0.22%
- 1M
- -2.14%
- YTD
- -1.10%
- 6M
- -0.29%
- 1Y
- 3.33%
- 3Y*
- 3.54%
- 5Y*
- 0.77%
- 10Y*
- —
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
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SPSK vs. VTIBX - Expense Ratio Comparison
SPSK has a 0.50% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
SPSK vs. VTIBX — Risk / Return Rank
SPSK
VTIBX
SPSK vs. VTIBX - 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 International Bond Index Fund (VTIBX). 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.
| SPSK | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.77 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.06 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.87 | +0.34 |
Martin ratioReturn relative to average drawdown | 4.90 | 3.71 | +1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPSK | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.77 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.03 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.68 | -0.51 |
Correlation
The correlation between SPSK and VTIBX is 0.36, 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.
Dividends
SPSK vs. VTIBX - Dividend Comparison
SPSK's dividend yield for the trailing twelve months is around 4.04%, less than VTIBX's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPSK SP Funds Dow Jones Global Sukuk ETF | 4.04% | 3.63% | 3.53% | 2.95% | 2.22% | 2.56% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
SPSK vs. VTIBX - Drawdown Comparison
The maximum SPSK drawdown since its inception was -12.83%, smaller than the maximum VTIBX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for SPSK and VTIBX.
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Drawdown Indicators
| SPSK | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.83% | -16.15% | +3.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -2.95% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | -15.81% | +3.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -2.14% | -2.65% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -3.09% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.70% | 0.00% |
Volatility
SPSK vs. VTIBX - Volatility Comparison
SP Funds Dow Jones Global Sukuk ETF (SPSK) and Vanguard Total International Bond Index Fund (VTIBX) have volatilities of 1.41% and 1.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPSK | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.40% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | 2.08% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 3.11% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.34% | 4.42% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.51% | 3.62% | +1.89% |