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SPXN vs. SPUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXN vs. SPUS - Performance Comparison

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

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SPXN vs. SPUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPXN
ProShares S&P 500 Ex-Financials ETF
-3.95%18.74%24.35%28.57%-18.87%27.04%22.15%1.17%
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, SPXN achieves a -3.95% return, which is significantly higher than SPUS's -5.55% return.


SPXN

1D
2.93%
1M
-5.17%
YTD
-3.95%
6M
-1.11%
1Y
20.91%
3Y*
18.58%
5Y*
12.14%
10Y*
14.97%

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)

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SPXN vs. SPUS - Expense Ratio Comparison

SPXN has a 0.27% expense ratio, which is lower than SPUS's 0.49% expense ratio.


Return for Risk

SPXN vs. SPUS — Risk / Return Rank

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

SPXN
SPXN Risk / Return Rank: 7070
Overall Rank
SPXN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPXN Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPXN Omega Ratio Rank: 7070
Omega Ratio Rank
SPXN Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPXN Martin Ratio Rank: 7878
Martin Ratio Rank

SPUS
SPUS Risk / Return Rank: 7676
Overall Rank
SPUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPUS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPUS Omega Ratio Rank: 7474
Omega Ratio Rank
SPUS Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPUS Martin Ratio Rank: 8282
Martin Ratio Rank
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.

SPXN vs. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Financials ETF (SPXN) 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.


SPXNSPUSDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.18

-0.07

Sortino ratio

Return per unit of downside risk

1.68

1.80

-0.12

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.75

1.96

-0.20

Martin ratio

Return relative to average drawdown

8.30

8.40

-0.10

SPXN vs. SPUS - Sharpe Ratio Comparison

The current SPXN Sharpe Ratio is 1.11, which is comparable to the SPUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SPXN 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.


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Sharpe Ratios by Period


SPXNSPUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.18

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.72

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.75

+0.08

Correlation

The correlation between SPXN and SPUS 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.


Dividends

SPXN vs. SPUS - Dividend Comparison

SPXN's dividend yield for the trailing twelve months is around 1.03%, more than SPUS's 0.63% yield.


TTM20252024202320222021202020192018201720162015
SPXN
ProShares S&P 500 Ex-Financials ETF
1.03%0.98%1.12%1.19%1.35%0.94%1.09%1.41%1.76%1.54%2.60%0.52%
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%0.00%0.00%0.00%

Drawdowns

SPXN vs. SPUS - Drawdown Comparison

The maximum SPXN drawdown since its inception was -32.10%, roughly equal to the maximum SPUS drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for SPXN and SPUS.


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Drawdown Indicators


SPXNSPUSDifference

Max Drawdown

Largest peak-to-trough decline

-32.10%

-30.80%

-1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-12.76%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

-28.06%

+3.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

Current Drawdown

Current decline from peak

-6.60%

-7.77%

+1.17%

Average Drawdown

Average peak-to-trough decline

-4.05%

-6.35%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.98%

-0.40%

Volatility

SPXN vs. SPUS - Volatility Comparison

ProShares S&P 500 Ex-Financials ETF (SPXN) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) have volatilities of 5.79% and 6.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXNSPUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

6.04%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

11.25%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

20.90%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

19.20%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

21.43%

-3.74%