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STCE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

STCE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Crypto Thematic ETF (STCE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
38.22%
13.62%
STCE
VOO

Returns By Period

In the year-to-date period, STCE achieves a 56.50% return, which is significantly higher than VOO's 26.16% return.


STCE

YTD

56.50%

1M

22.67%

6M

38.22%

1Y

120.84%

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


STCEVOO
Sharpe Ratio2.212.70
Sortino Ratio2.893.60
Omega Ratio1.321.50
Calmar Ratio4.153.90
Martin Ratio8.8217.65
Ulcer Index14.31%1.86%
Daily Std Dev57.03%12.19%
Max Drawdown-47.19%-33.99%
Current Drawdown-6.81%-0.86%

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STCE vs. VOO - Expense Ratio Comparison

STCE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.


STCE
Schwab Crypto Thematic ETF
Expense ratio chart for STCE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.6

The correlation between STCE 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

STCE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) 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.


Sharpe ratio
The chart of Sharpe ratio for STCE, currently valued at 2.21, compared to the broader market0.002.004.002.212.70
The chart of Sortino ratio for STCE, currently valued at 2.89, compared to the broader market-2.000.002.004.006.008.0010.002.893.60
The chart of Omega ratio for STCE, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.50
The chart of Calmar ratio for STCE, currently valued at 4.15, compared to the broader market0.005.0010.0015.004.153.90
The chart of Martin ratio for STCE, currently valued at 8.82, compared to the broader market0.0020.0040.0060.0080.00100.008.8217.65
STCE
VOO

The current STCE Sharpe Ratio is 2.21, which is comparable to the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of STCE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.21
2.70
STCE
VOO

Dividends

STCE vs. VOO - Dividend Comparison

STCE's dividend yield for the trailing twelve months is around 0.22%, less than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
STCE
Schwab Crypto Thematic ETF
0.22%0.31%1.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

STCE vs. VOO - Drawdown Comparison

The maximum STCE drawdown since its inception was -47.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for STCE and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.81%
-0.86%
STCE
VOO

Volatility

STCE vs. VOO - Volatility Comparison

Schwab Crypto Thematic ETF (STCE) has a higher volatility of 25.38% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that STCE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
25.38%
3.99%
STCE
VOO