SPX5.L vs. VOO
Compare and contrast key facts about SPDR S&P 500 UCITS ETF (SPX5.L) and Vanguard S&P 500 ETF (VOO).
SPX5.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SPX5.L and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPX5.L or VOO.
Performance
SPX5.L vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SPX5.L having a 24.95% return and VOO slightly lower at 24.51%. Over the past 10 years, SPX5.L has outperformed VOO with an annualized return of 15.14%, while VOO has yielded a comparatively lower 13.12% annualized return.
SPX5.L
24.95%
4.07%
12.04%
29.99%
15.42%
15.14%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| SPX5.L | VOO | |
|---|---|---|
| Sharpe Ratio | 2.63 | 2.64 |
| Sortino Ratio | 3.75 | 3.53 |
| Omega Ratio | 1.51 | 1.49 |
| Calmar Ratio | 4.64 | 3.81 |
| Martin Ratio | 18.60 | 17.34 |
| Ulcer Index | 1.59% | 1.86% |
| Daily Std Dev | 11.23% | 12.20% |
| Max Drawdown | -41.23% | -33.99% |
| Current Drawdown | -1.15% | -2.16% |
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SPX5.L vs. VOO - Expense Ratio Comparison
SPX5.L has a 0.09% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SPX5.L and VOO is 0.61, 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
SPX5.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPX5.L) 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.
Dividends
SPX5.L vs. VOO - Dividend Comparison
SPX5.L's dividend yield for the trailing twelve months is around 79.01%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 79.01% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SPX5.L vs. VOO - Drawdown Comparison
The maximum SPX5.L drawdown since its inception was -41.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPX5.L and VOO. For additional features, visit the drawdowns tool.
Volatility
SPX5.L vs. VOO - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPX5.L) is 3.55%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that SPX5.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.