STCE vs. VOO
Compare and contrast key facts about Schwab Crypto Thematic ETF (STCE) and Vanguard S&P 500 ETF (VOO).
STCE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STCE is a passively managed fund by Schwab Funds that tracks the performance of the Schwab Crypto Thematic Index. It was launched on Aug 4, 2022. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both STCE and VOO 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: STCE or VOO.
Key characteristics
| STCE | VOO | |
|---|---|---|
| YTD Return | 67.94% | 26.88% |
| 1Y Return | 153.43% | 37.59% |
| Sharpe Ratio | 2.66 | 3.06 |
| Sortino Ratio | 3.28 | 4.08 |
| Omega Ratio | 1.37 | 1.58 |
| Calmar Ratio | 4.93 | 4.43 |
| Martin Ratio | 10.52 | 20.25 |
| Ulcer Index | 14.27% | 1.85% |
| Daily Std Dev | 56.41% | 12.23% |
| Max Drawdown | -47.19% | -33.99% |
| Current Drawdown | 0.00% | -0.30% |
Correlation
The correlation between STCE and VOO is 0.62, 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.
Performance
STCE vs. VOO - Performance Comparison
In the year-to-date period, STCE achieves a 67.94% return, which is significantly higher than VOO's 26.88% 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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STCE vs. VOO - Expense Ratio Comparison
STCE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
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.
Dividends
STCE vs. VOO - Dividend Comparison
STCE's dividend yield for the trailing twelve months is around 0.21%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STCE Schwab Crypto Thematic ETF | 0.21% | 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 | 1.23% | 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.
Volatility
STCE vs. VOO - Volatility Comparison
Schwab Crypto Thematic ETF (STCE) has a higher volatility of 23.67% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. 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.