SPUSX vs. SPUS

Last updated Apr 1, 2026

Compare and contrast key facts about Symmetry Panoramic US Equity Fund (SPUSX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).

SPUSX is managed by Symmetry Partners. It was launched on Nov 12, 2018. 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.

Performance

SPUSX vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic US Equity Fund (SPUSX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

SPUSX vs. SPUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SPUSX Symmetry Panoramic US Equity Fund	-3.27%	13.14%	17.83%	19.93%	-13.24%	28.30%	8.97%	1.10%
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%

Returns By Period

In the year-to-date period, SPUSX achieves a -3.27% return, which is significantly higher than SPUS's -5.55% return.

SPUSX

• 1D: -0.47%
• 1M: -7.45%
• YTD: -3.27%
• 6M: -2.27%
• 1Y: 13.88%
• 3Y*: 14.62%
• 5Y*: 9.50%
• 10Y*: —

SPUS

• 1D: 3.24%
• 1M: -5.39%
• YTD: -5.55%
• 6M: -2.24%
• 1Y: 24.49%
• 3Y*: 19.34%
• 5Y*: 13.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPUSX vs. SPUS - Expense Ratio Comparison

SPUSX has a 0.64% expense ratio, which is higher than SPUS's 0.49% expense ratio.

SPUSX

Symmetry Panoramic US Equity Fund

SPUS

SP Funds S&P 500 Sharia Industry Exclusions ETF

Return for Risk

SPUSX vs. SPUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPUSX

SPUSX Risk / Return Rank: 41
SPUSX Sharpe Ratio Rank: 38
SPUSX Sortino Ratio Rank: 41
SPUSX Omega Ratio Rank: 43
SPUSX Calmar Ratio Rank: 37
SPUSX Martin Ratio Rank: 48

SPUS

SPUS Risk / Return Rank: 76
SPUS Sharpe Ratio Rank: 70
SPUS Sortino Ratio Rank: 75
SPUS Omega Ratio Rank: 74
SPUS Calmar Ratio Rank: 78
SPUS Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPUSX vs. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic US Equity Fund (SPUSX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.

	SPUSX	SPUS	Difference
Sharpe ratio Return per unit of total volatility	0.82	1.18	-0.36
Sortino ratio Return per unit of downside risk	1.27	1.80	-0.53
Omega ratio Gain probability vs. loss probability	1.19	1.26	-0.07
Calmar ratio Return relative to maximum drawdown	0.99	1.96	-0.97
Martin ratio Return relative to average drawdown	4.76	8.40	-3.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPUSX vs. SPUS - Sharpe Ratio Comparison

The current SPUSX Sharpe Ratio is 0.82, which is lower than the SPUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SPUSX and SPUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SPUSX	SPUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	1.18	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.72	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.75	-0.17

Correlation

The correlation between SPUSX and SPUS is 0.82, 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.

Dividends

SPUSX vs. SPUS - Dividend Comparison

SPUSX's dividend yield for the trailing twelve months is around 6.50%, more than SPUS's 0.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SPUSX Symmetry Panoramic US Equity Fund	6.50%	6.29%	15.88%	4.05%	3.88%	6.99%	1.11%	1.99%	0.44%
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%

Drawdowns

SPUSX vs. SPUS - Drawdown Comparison

The maximum SPUSX drawdown since its inception was -36.46%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for SPUSX and SPUS.

Drawdown Indicators

	SPUSX	SPUS	Difference
Max Drawdown Largest peak-to-trough decline	-36.46%	-30.80%	-5.66%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-12.76%	+0.24%
Max Drawdown (5Y) Largest decline over 5 years	-21.72%	-28.06%	+6.34%
Current Drawdown Current decline from peak	-8.14%	-7.77%	-0.37%
Average Drawdown Average peak-to-trough decline	-5.35%	-6.35%	+1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.98%	-0.37%

Volatility

SPUSX vs. SPUS - Volatility Comparison

The current volatility for Symmetry Panoramic US Equity Fund (SPUSX) is 4.21%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 6.04%. This indicates that SPUSX experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPUSX	SPUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	6.04%	-1.83%
Volatility (6M) Calculated over the trailing 6-month period	9.02%	11.25%	-2.23%
Volatility (1Y) Calculated over the trailing 1-year period	17.82%	20.90%	-3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.61%	19.20%	-2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.23%	21.43%	-2.20%