SPYX vs. USXF
Compare and contrast key facts about SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and iShares ESG Advanced MSCI USA ETF (USXF).
SPYX and USXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Fossil Fuel Free Index. It was launched on Nov 30, 2015. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020. Both SPYX and USXF 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: SPYX or USXF.
Key characteristics
| SPYX | USXF | |
|---|---|---|
| YTD Return | 27.29% | 31.87% |
| 1Y Return | 37.95% | 46.16% |
| 3Y Return (Ann) | 9.75% | 11.06% |
| Sharpe Ratio | 3.04 | 2.81 |
| Sortino Ratio | 4.07 | 3.72 |
| Omega Ratio | 1.57 | 1.50 |
| Calmar Ratio | 4.48 | 4.51 |
| Martin Ratio | 20.19 | 17.59 |
| Ulcer Index | 1.87% | 2.61% |
| Daily Std Dev | 12.43% | 16.35% |
| Max Drawdown | -32.84% | -29.54% |
| Current Drawdown | -0.28% | -0.25% |
Correlation
The correlation between SPYX and USXF is 0.93, 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.
Performance
SPYX vs. USXF - Performance Comparison
In the year-to-date period, SPYX achieves a 27.29% return, which is significantly lower than USXF's 31.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYX vs. USXF - Expense Ratio Comparison
SPYX has a 0.20% expense ratio, which is higher than USXF's 0.10% 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%.
Risk-Adjusted Performance
SPYX vs. USXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and iShares ESG Advanced MSCI USA ETF (USXF). 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
SPYX vs. USXF - Dividend Comparison
SPYX's dividend yield for the trailing twelve months is around 1.01%, more than USXF's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 1.01% | 1.21% | 1.41% | 1.04% | 1.33% | 1.56% | 1.92% | 1.68% | 1.91% | 0.49% |
USXF iShares ESG Advanced MSCI USA ETF | 0.96% | 1.21% | 1.39% | 0.85% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYX vs. USXF - Drawdown Comparison
The maximum SPYX drawdown since its inception was -32.84%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for SPYX and USXF. For additional features, visit the drawdowns tool.
Volatility
SPYX vs. USXF - Volatility Comparison
The current volatility for SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) is 4.03%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 4.50%. This indicates that SPYX experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.