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SPXV vs. SPXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXV vs. SPXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Health Care ETF (SPXV) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). The values are adjusted to include any dividend payments, if applicable.

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SPXV vs. SPXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXV
ProShares S&P 500 Ex-Health Care ETF
-3.78%18.40%28.02%30.71%-20.47%28.37%18.99%33.58%-3.81%17.01%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
-7.83%9.78%27.10%0.85%-6.92%29.03%-0.37%25.36%-13.42%27.92%

Returns By Period

In the year-to-date period, SPXV achieves a -3.78% return, which is significantly higher than SPXX's -7.83% return. Over the past 10 years, SPXV has outperformed SPXX with an annualized return of 15.43%, while SPXX has yielded a comparatively lower 9.25% annualized return.


SPXV

1D
0.79%
1M
-4.14%
YTD
-3.78%
6M
-2.23%
1Y
19.78%
3Y*
20.22%
5Y*
12.52%
10Y*
15.43%

SPXX

1D
1.43%
1M
-6.59%
YTD
-7.83%
6M
-3.93%
1Y
3.85%
3Y*
9.58%
5Y*
7.13%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPXV vs. SPXX - Expense Ratio Comparison

SPXV has a 0.27% expense ratio, which is lower than SPXX's 0.89% expense ratio.


Return for Risk

SPXV vs. SPXX — Risk / Return Rank

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

SPXV
SPXV Risk / Return Rank: 6161
Overall Rank
SPXV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPXV Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPXV Omega Ratio Rank: 6262
Omega Ratio Rank
SPXV Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPXV Martin Ratio Rank: 6969
Martin Ratio Rank

SPXX
SPXX Risk / Return Rank: 1010
Overall Rank
SPXX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPXX Sortino Ratio Rank: 99
Sortino Ratio Rank
SPXX Omega Ratio Rank: 99
Omega Ratio Rank
SPXX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPXX Martin Ratio Rank: 1212
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.

SPXV vs. SPXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Health Care ETF (SPXV) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.


SPXVSPXXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.22

+0.81

Sortino ratio

Return per unit of downside risk

1.57

0.44

+1.12

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.18

Calmar ratio

Return relative to maximum drawdown

1.60

0.32

+1.28

Martin ratio

Return relative to average drawdown

7.55

1.11

+6.44

SPXV vs. SPXX - Sharpe Ratio Comparison

The current SPXV Sharpe Ratio is 1.03, which is higher than the SPXX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SPXV and SPXX, 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


SPXVSPXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.22

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.45

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.50

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.36

+0.46

Correlation

The correlation between SPXV and SPXX is 0.60, 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.


Dividends

SPXV vs. SPXX - Dividend Comparison

SPXV's dividend yield for the trailing twelve months is around 1.04%, less than SPXX's 8.28% yield.


TTM20252024202320222021202020192018201720162015
SPXV
ProShares S&P 500 Ex-Health Care ETF
1.04%0.97%1.12%1.27%1.67%1.11%1.45%1.58%1.89%1.57%2.66%0.56%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
8.28%7.48%6.87%7.82%7.30%5.27%6.56%6.44%7.98%5.69%5.14%7.75%

Drawdowns

SPXV vs. SPXX - Drawdown Comparison

The maximum SPXV drawdown since its inception was -34.34%, smaller than the maximum SPXX drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for SPXV and SPXX.


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Drawdown Indicators


SPXVSPXXDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-52.39%

+18.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-13.00%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-18.09%

-8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

-43.99%

+9.65%

Current Drawdown

Current decline from peak

-5.78%

-9.24%

+3.46%

Average Drawdown

Average peak-to-trough decline

-4.58%

-7.51%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

3.75%

-1.04%

Volatility

SPXV vs. SPXX - Volatility Comparison

ProShares S&P 500 Ex-Health Care ETF (SPXV) has a higher volatility of 5.52% compared to Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) at 4.96%. This indicates that SPXV's price experiences larger fluctuations and is considered to be riskier than SPXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXVSPXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

4.96%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

9.29%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

17.96%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

15.80%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

18.39%

-0.23%