SPUS vs. ^SP500TR
Compare and contrast key facts about SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) and S&P 500 Total Return (^SP500TR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPUS or ^SP500TR.
Key characteristics
| SPUS | ^SP500TR | |
|---|---|---|
| YTD Return | 10.46% | 9.83% |
| 1Y Return | 29.11% | 27.99% |
| 3Y Return (Ann) | 12.46% | 9.28% |
| Sharpe Ratio | 2.24 | 2.47 |
| Daily Std Dev | 13.46% | 11.57% |
| Max Drawdown | -30.80% | -55.25% |
| Current Drawdown | -0.91% | -0.65% |
Correlation
The correlation between SPUS and ^SP500TR is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPUS vs. ^SP500TR - Performance Comparison
In the year-to-date period, SPUS achieves a 10.46% return, which is significantly higher than ^SP500TR's 9.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPUS vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
SPUS vs. ^SP500TR - Drawdown Comparison
The maximum SPUS drawdown since its inception was -30.80%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SPUS and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
SPUS vs. ^SP500TR - Volatility Comparison
SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a higher volatility of 4.96% compared to S&P 500 Total Return (^SP500TR) at 3.99%. This indicates that SPUS's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.