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SPWO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPWOVOO
YTD Return15.96%21.37%
Daily Std Dev15.97%12.19%
Max Drawdown-9.89%-33.99%
Current Drawdown-2.00%-2.31%

Correlation

-0.50.00.51.00.7

The correlation between SPWO and VOO is 0.70, 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.

Performance

SPWO vs. VOO - Performance Comparison

In the year-to-date period, SPWO achieves a 15.96% return, which is significantly lower than VOO's 21.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.24%
11.32%
SPWO
VOO

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SPWO vs. VOO - Expense Ratio Comparison

SPWO has a 0.55% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SPWO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P World ETF (SPWO) and Vanguard S&P 500 ETF (VOO). 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.


SPWO
Sharpe ratio
No data
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.04, compared to the broader market-2.000.002.004.003.04
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.03, compared to the broader market0.005.0010.004.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.57, compared to the broader market1.001.502.002.503.003.501.57
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.39, compared to the broader market0.005.0010.0015.0020.004.39
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.12

SPWO vs. VOO - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

SPWO vs. VOO - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 0.95%, less than VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
SPWO
SP Funds S&P World ETF
0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SPWO vs. VOO - Drawdown Comparison

The maximum SPWO drawdown since its inception was -9.89%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPWO and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.00%
-2.31%
SPWO
VOO

Volatility

SPWO vs. VOO - Volatility Comparison

SP Funds S&P World ETF (SPWO) has a higher volatility of 4.64% compared to Vanguard S&P 500 ETF (VOO) at 3.28%. This indicates that SPWO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.64%
3.28%
SPWO
VOO