SROI vs. VT

Last updated Jun 26, 2026

SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and VT (Vanguard Total World Stock ETF) are both Global Equities funds. SROI is actively managed, while VT is passively managed. Over the past 3 years, SROI returned 13.73%/yr vs 20.08%/yr for VT. With a 0.96 correlation, they move nearly in lockstep. SROI charges 0.95%/yr vs 0.06%/yr for VT.

Performance

SROI vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SROI achieves a 9.10% return, which is significantly lower than VT's 10.43% return.

SROI

• 1D: 0.32%
• 1M: -1.58%
• YTD: 9.10%
• 6M: 8.56%
• 1Y: 17.32%
• 3Y*: 13.73%
• 5Y*: —
• 10Y*: —

VT

• 1D: 0.38%
• 1M: -1.25%
• YTD: 10.43%
• 6M: 9.42%
• 1Y: 24.79%
• 3Y*: 20.08%
• 5Y*: 10.49%
• 10Y*: 13.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SROI vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	9.10%	16.36%	9.48%	9.06%
VT Vanguard Total World Stock ETF	10.43%	22.43%	16.49%	12.48%

Correlation

The correlation between SROI and VT is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Feb 6, 2023	0.96

The correlation between SROI and VT has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

SROI vs. VT - Sectors Allocation Comparison

Sectors	SROI	VT
Technology	31.4%	31.1%
Industrials	18.5%	11.4%
Financial Services	12.8%	15.2%
Consumer Cyclical	9.1%	9.3%
Communication Services	8.5%	8.0%
Healthcare	7.3%	7.9%
Consumer Defensive	4.9%	4.5%
Basic Materials	4.1%	4.1%
Utilities	2.4%	2.4%
Real Estate	1.0%	2.3%
Energy	0.8%	3.8%

Return for Risk

SROI vs. VT — Risk / Return Rank

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

SROI

SROI Risk / Return Rank: 39
SROI Sharpe Ratio Rank: 38
SROI Sortino Ratio Rank: 36
SROI Omega Ratio Rank: 36
SROI Calmar Ratio Rank: 37
SROI Martin Ratio Rank: 48

VT

VT Risk / Return Rank: 65
VT Sharpe Ratio Rank: 65
VT Sortino Ratio Rank: 64
VT Omega Ratio Rank: 65
VT Calmar Ratio Rank: 61
VT Martin Ratio Rank: 69

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.

SROI vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Vanguard Total World Stock ETF (VT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SROI	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.84	-0.61
Sortino ratio: Return per unit of downside risk	1.78	2.54	-0.75
Omega ratio: Gain probability vs. loss probability	1.23	1.34	-0.11
Calmar ratio: Return relative to maximum drawdown	1.71	2.57	-0.87
Martin ratio: Return relative to average drawdown	7.17	11.09	-3.93

SROI vs. VT - Sharpe Ratio Comparison

The current SROI Sharpe Ratio is 1.24, which is lower than the VT Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SROI and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SROI vs. VT - Drawdown Comparison

The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SROI and VT.

Drawdown Indicators

	SROI	VT	Difference
Max Drawdown Largest peak-to-trough decline	-15.38%	-50.27%	+34.89%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-9.67%	-0.52%
Max Drawdown (3Y) Largest decline over 3 years	-15.38%	-16.51%	+1.13%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.24%	—
Current Drawdown Current decline from peak	-2.46%	-2.47%	+0.01%
Average Drawdown Average peak-to-trough decline	-2.41%	-7.00%	+4.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.24%	+0.18%

Volatility

SROI vs. VT - Volatility Comparison

Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Vanguard Total World Stock ETF (VT) have volatilities of 5.40% and 5.53%, 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.

Volatility by Period

	SROI	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	5.53%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	11.28%	+0.53%
Volatility (1Y) Calculated over the trailing 1-year period	14.07%	13.51%	+0.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	16.19%	-2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.03%	17.19%	-3.16%

SROI vs. VT - Expense Ratio Comparison

SROI has a 0.95% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

SROI vs. VT - Dividend Comparison

SROI's dividend yield for the trailing twelve months is around 0.55%, less than VT's 1.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	0.55%	0.60%	0.68%	0.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.60%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both SROI and VT in my portfolio?

With a correlation of 0.96, SROI and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SROI or VT?

VT has higher volatility (5.53%) compared to SROI (5.40%). In terms of maximum drawdown, SROI dropped -15.38% vs VT's -50.27%.

Which ETF is better, SROI or VT?

On 3-year performance, VT leads with 20.08% vs 13.73% for SROI. On fees, VT is cheaper at 0.06% per year. On volatility, SROI has been the lower-risk option at 5.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SROI or VT?

Over the 3-year period, VT has performed better with a 20.08% return vs 13.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SROI or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.95% for SROI.

Which ETF pays a higher dividend yield, SROI or VT?

VT has the higher dividend yield at 1.60%, compared with 0.55% for SROI.

What is the main difference between SROI and VT?

They also come from different issuers: Calamos and Vanguard. Their fees differ too: 0.95% for SROI and 0.06% for VT.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.84 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.