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USPX vs. SPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPX vs. SPCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Equity Index ETF (USPX) and Liberty One Spectrum ETF (SPCT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with USPX having a 10.27% return and SPCT slightly lower at 9.92%.


USPX

1D
-0.63%
1M
0.29%
6M
8.73%
YTD
10.27%
1Y
20.92%
3Y*
19.96%
5Y*
12.17%
10Y*
12.27%

SPCT

1D
0.99%
1M
1.35%
6M
7.01%
YTD
9.92%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPX vs. SPCT - Yearly Performance Comparison


2026 (YTD)2025
USPX
Franklin U.S. Equity Index ETF
10.27%2.79%
SPCT
Liberty One Spectrum ETF
9.92%1.93%

Correlation

The correlation between USPX and SPCT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.47

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Return for Risk

USPX vs. SPCT — Risk / Return Rank

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

USPX
USPX Risk / Return Rank: 6262
Overall Rank
USPX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
USPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
USPX Omega Ratio Rank: 6161
Omega Ratio Rank
USPX Calmar Ratio Rank: 5757
Calmar Ratio Rank
USPX Martin Ratio Rank: 6969
Martin Ratio Rank

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

USPX vs. SPCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Equity Index ETF (USPX) and Liberty One Spectrum ETF (SPCT). 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.


USPXSPCTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.30

Martin ratioReturn relative to average drawdown

9.84

USPX vs. SPCT - Sharpe Ratio Comparison


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Drawdowns

USPX vs. SPCT - Drawdown Comparison

The maximum USPX drawdown since its inception was -31.21%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for USPX and SPCT.


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Drawdown Indicators


USPXSPCTDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-7.17%

-24.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

Current Drawdown

Current decline from peak

-1.08%

0.00%

-1.08%

Average Drawdown

Average peak-to-trough decline

-4.41%

-1.49%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

USPX vs. SPCT - Volatility Comparison


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Volatility by Period


USPXSPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

9.27%

+3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

9.27%

+7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

9.27%

+6.68%

USPX vs. SPCT - Expense Ratio Comparison

USPX has a 0.03% expense ratio, which is lower than SPCT's 0.85% expense ratio.


Dividends

USPX vs. SPCT - Dividend Comparison

USPX's dividend yield for the trailing twelve months is around 1.09%, more than SPCT's 0.73% yield.


PositionTTM2025202420232022202120202019201820172016
SPCT
Liberty One Spectrum ETF
0.73%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USPX
Franklin U.S. Equity Index ETF
1.09%1.07%1.23%1.35%2.21%2.40%2.51%3.07%2.91%2.60%4.89%

Frequently Asked Questions


USPX and SPCT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USPX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USPX is cheaper with a 0.03% expense ratio, compared with 0.85% for SPCT.

USPX has the higher dividend yield at 1.09%, compared with 0.73% for SPCT.

They also come from different issuers: Franklin Templeton and Liberty One. Their fees differ too: 0.03% for USPX and 0.85% for SPCT.

Portfolio Optimizer

Find the right allocation for USPX and SPCT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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