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U vs. SPWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

U vs. SPWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unity Software Inc. (U) and SP Funds S&P World ETF (SPWO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, U achieves a -33.85% return, which is significantly lower than SPWO's 26.87% return.


U

1D
-5.04%
1M
5.41%
YTD
-33.85%
6M
-34.51%
1Y
11.53%
3Y*
-1.95%
5Y*
-21.02%
10Y*

SPWO

1D
-1.20%
1M
9.09%
YTD
26.87%
6M
28.47%
1Y
49.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

U vs. SPWO - Yearly Performance Comparison


2026 (YTD)202520242023
U
Unity Software Inc.
-33.85%96.57%-45.05%5.74%
SPWO
SP Funds S&P World ETF
26.87%26.32%9.25%2.96%

Correlation

The correlation between U and SPWO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2023

0.41

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Return for Risk

U vs. SPWO — Risk / Return Rank

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

U
U Risk / Return Rank: 4646
Overall Rank
U Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
U Sortino Ratio Rank: 4747
Sortino Ratio Rank
U Omega Ratio Rank: 4848
Omega Ratio Rank
U Calmar Ratio Rank: 4444
Calmar Ratio Rank
U Martin Ratio Rank: 4444
Martin Ratio Rank

SPWO
SPWO Risk / Return Rank: 7272
Overall Rank
SPWO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPWO Sortino Ratio Rank: 7171
Sortino Ratio Rank
SPWO Omega Ratio Rank: 7171
Omega Ratio Rank
SPWO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPWO Martin Ratio Rank: 7171
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.

U vs. SPWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unity Software Inc. (U) and SP Funds S&P World ETF (SPWO). 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.


USPWODifference
Sharpe ratioReturn per unit of total volatility

-2.35

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.10

1.44

-0.33

Calmar ratioReturn relative to maximum drawdown

0.18

3.58

-3.41

Martin ratioReturn relative to average drawdown

0.36

13.64

-13.28

U vs. SPWO - Sharpe Ratio Comparison

The current U Sharpe Ratio is 0.16, which is lower than the SPWO Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of U and SPWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USPWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

2.51

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

1.44

-1.62

Drawdowns

U vs. SPWO - Drawdown Comparison

The maximum U drawdown since its inception was -93.07%, which is greater than SPWO's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for U and SPWO.


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Drawdown Indicators


USPWODifference

Max Drawdown

Largest peak-to-trough decline

-93.07%

-18.03%

-75.04%

Max Drawdown (1Y)

Largest decline over 1 year

-65.37%

-13.75%

-51.62%

Max Drawdown (3Y)

Largest decline over 3 years

-71.28%

Max Drawdown (5Y)

Largest decline over 5 years

-93.07%

Current Drawdown

Current decline from peak

-85.47%

-1.20%

-84.27%

Average Drawdown

Average peak-to-trough decline

-69.36%

-2.80%

-66.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.46%

3.61%

+28.85%

Volatility

U vs. SPWO - Volatility Comparison

Unity Software Inc. (U) has a higher volatility of 15.90% compared to SP Funds S&P World ETF (SPWO) at 7.56%. This indicates that U's price experiences larger fluctuations and is considered to be riskier than SPWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USPWODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.90%

7.56%

+8.34%

Volatility (6M)

Calculated over the trailing 6-month period

60.85%

16.56%

+44.29%

Volatility (1Y)

Calculated over the trailing 1-year period

74.41%

19.64%

+54.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.25%

19.04%

+58.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.55%

19.04%

+57.51%

Dividends

U vs. SPWO - Dividend Comparison

U has not paid dividends to shareholders, while SPWO's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024
SPWO
SP Funds S&P World ETF
1.02%1.29%1.24%
U
Unity Software Inc.
0.00%0.00%0.00%

Frequently Asked Questions


U and SPWO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

U has higher volatility (15.90%) compared to SPWO (7.56%). In terms of maximum drawdown, U dropped -93.07% vs SPWO's -18.03%.

SPWO currently has the higher Sharpe Ratio (2.51 vs 0.16), 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.

Portfolio Optimizer

Find the right allocation for U and SPWO

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