PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPWO vs. SPUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SPWO vs. SPUS - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.53%
10.77%
SPWO
SPUS

Returns By Period

In the year-to-date period, SPWO achieves a 10.84% return, which is significantly lower than SPUS's 24.69% return.


SPWO

YTD

10.84%

1M

-4.92%

6M

0.53%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SPUS

YTD

24.69%

1M

-0.06%

6M

10.77%

1Y

29.57%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SPWOSPUS
Daily Std Dev16.17%15.30%
Max Drawdown-9.89%-30.80%
Current Drawdown-6.33%-2.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPWO vs. SPUS - Expense Ratio Comparison

SPWO has a 0.55% expense ratio, which is higher than SPUS's 0.49% expense ratio.


SPWO
SP Funds S&P World ETF
Expense ratio chart for SPWO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for SPUS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Correlation

-0.50.00.51.00.7

The correlation between SPWO and SPUS is 0.68, 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.

Risk-Adjusted Performance

SPWO vs. SPUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P World ETF (SPWO) 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.


Sharpe ratio
No data
SPWO
SPUS

Chart placeholderNot enough data

Dividends

SPWO vs. SPUS - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 1.00%, more than SPUS's 0.70% yield.


TTM2023202220212020
SPWO
SP Funds S&P World ETF
1.00%0.00%0.00%0.00%0.00%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.70%0.87%1.21%0.93%1.04%

Drawdowns

SPWO vs. SPUS - Drawdown Comparison

The maximum SPWO drawdown since its inception was -9.89%, smaller than the maximum SPUS drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for SPWO and SPUS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.33%
-2.15%
SPWO
SPUS

Volatility

SPWO vs. SPUS - Volatility Comparison

SP Funds S&P World ETF (SPWO) has a higher volatility of 5.39% compared to SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) at 4.90%. This indicates that SPWO's price experiences larger fluctuations and is considered to be riskier than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.39%
4.90%
SPWO
SPUS