SPUS vs. SPVM
Compare and contrast key facts about SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) and Invesco S&P 500 Value with Momentum ETF (SPVM).
SPUS and SPVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPVM is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Momentum Value Index. It was launched on Jun 16, 2011. Both SPUS and SPVM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPUS vs. SPVM - Performance Comparison
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SPUS vs. SPVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | -5.55% | 19.77% | 26.49% | 34.24% | -22.76% | 35.92% | 25.68% | 0.81% |
SPVM Invesco S&P 500 Value with Momentum ETF | 2.19% | 20.47% | 15.64% | 5.53% | -2.10% | 28.86% | -3.18% | 0.44% |
Returns By Period
In the year-to-date period, SPUS achieves a -5.55% return, which is significantly lower than SPVM's 2.19% return.
SPUS
- 1D
- 3.24%
- 1M
- -5.39%
- YTD
- -5.55%
- 6M
- -2.24%
- 1Y
- 24.49%
- 3Y*
- 19.34%
- 5Y*
- 13.72%
- 10Y*
- —
SPVM
- 1D
- 1.49%
- 1M
- -3.93%
- YTD
- 2.19%
- 6M
- 5.84%
- 1Y
- 22.71%
- 3Y*
- 15.71%
- 5Y*
- 10.53%
- 10Y*
- 11.59%
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SPUS vs. SPVM - Expense Ratio Comparison
SPUS has a 0.49% expense ratio, which is higher than SPVM's 0.39% expense ratio.
Return for Risk
SPUS vs. SPVM — Risk / Return Rank
SPUS
SPVM
SPUS vs. SPVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) and Invesco S&P 500 Value with Momentum ETF (SPVM). 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.
| SPUS | SPVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.37 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.94 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.95 | +0.01 |
Martin ratioReturn relative to average drawdown | 8.40 | 9.14 | -0.74 |
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
| SPUS | SPVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.37 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.63 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.61 | +0.15 |
Correlation
The correlation between SPUS and SPVM 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.
Dividends
SPUS vs. SPVM - Dividend Comparison
SPUS's dividend yield for the trailing twelve months is around 0.63%, less than SPVM's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.63% | 0.60% | 0.70% | 0.87% | 1.21% | 1.15% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPVM Invesco S&P 500 Value with Momentum ETF | 2.03% | 2.02% | 1.91% | 2.45% | 2.33% | 1.41% | 2.11% | 2.40% | 3.10% | 1.68% | 2.80% | 2.67% |
Drawdowns
SPUS vs. SPVM - Drawdown Comparison
The maximum SPUS drawdown since its inception was -30.80%, smaller than the maximum SPVM drawdown of -45.35%. Use the drawdown chart below to compare losses from any high point for SPUS and SPVM.
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Drawdown Indicators
| SPUS | SPVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.80% | -45.35% | +14.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -12.37% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -28.06% | -19.48% | -8.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.35% | — |
Current DrawdownCurrent decline from peak | -7.77% | -4.34% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -5.03% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.64% | +0.34% |
Volatility
SPUS vs. SPVM - Volatility Comparison
SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a higher volatility of 6.04% compared to Invesco S&P 500 Value with Momentum ETF (SPVM) at 3.55%. This indicates that SPUS's price experiences larger fluctuations and is considered to be riskier than SPVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPUS | SPVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.55% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 8.53% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.90% | 16.68% | +4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.20% | 16.85% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 19.59% | +1.84% |