USXF vs. SPY
Compare and contrast key facts about iShares ESG Advanced MSCI USA ETF (USXF) and SPDR S&P 500 ETF (SPY).
USXF and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both USXF and SPY 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: USXF or SPY.
Performance
USXF vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, USXF achieves a 29.61% return, which is significantly higher than SPY's 25.36% return.
USXF
29.61%
0.77%
14.04%
38.63%
N/A
N/A
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| USXF | SPY | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.69 |
| Sortino Ratio | 3.28 | 3.59 |
| Omega Ratio | 1.44 | 1.50 |
| Calmar Ratio | 3.93 | 3.89 |
| Martin Ratio | 15.23 | 17.53 |
| Ulcer Index | 2.63% | 1.87% |
| Daily Std Dev | 16.32% | 12.15% |
| Max Drawdown | -29.54% | -55.19% |
| Current Drawdown | -1.95% | -1.41% |
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USXF vs. SPY - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between USXF and SPY is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
USXF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) and SPDR S&P 500 ETF (SPY). 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
USXF vs. SPY - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.98%, less than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 0.98% | 1.21% | 1.39% | 0.85% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
USXF vs. SPY - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for USXF and SPY. For additional features, visit the drawdowns tool.
Volatility
USXF vs. SPY - Volatility Comparison
iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 4.57% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.