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WSHR.NEO vs. SPUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WSHR.NEO vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Wealthsimple Shariah World Equity Index ETF (WSHR.NEO) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

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WSHR.NEO vs. SPUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WSHR.NEO
Wealthsimple Shariah World Equity Index ETF
1.59%5.34%12.31%11.88%-10.32%16.05%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-4.27%14.28%37.36%31.29%-17.26%33.66%
Different Trading Currencies

WSHR.NEO is traded in CAD, while SPUS is traded in USD. To make them comparable, the SPUS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WSHR.NEO achieves a 1.59% return, which is significantly higher than SPUS's -4.27% return.


WSHR.NEO

1D
1.98%
1M
-5.02%
YTD
1.59%
6M
1.19%
1Y
2.71%
3Y*
8.12%
5Y*
10Y*

SPUS

1D
3.12%
1M
-3.52%
YTD
-4.27%
6M
-2.33%
1Y
20.34%
3Y*
20.48%
5Y*
16.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WSHR.NEO vs. SPUS - Expense Ratio Comparison

WSHR.NEO has a 0.56% expense ratio, which is higher than SPUS's 0.49% expense ratio.


Return for Risk

WSHR.NEO vs. SPUS — Risk / Return Rank

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

WSHR.NEO
WSHR.NEO Risk / Return Rank: 1818
Overall Rank
WSHR.NEO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WSHR.NEO Sortino Ratio Rank: 1616
Sortino Ratio Rank
WSHR.NEO Omega Ratio Rank: 1616
Omega Ratio Rank
WSHR.NEO Calmar Ratio Rank: 2020
Calmar Ratio Rank
WSHR.NEO Martin Ratio Rank: 2121
Martin Ratio Rank

SPUS
SPUS Risk / Return Rank: 7676
Overall Rank
SPUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPUS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPUS Omega Ratio Rank: 7474
Omega Ratio Rank
SPUS Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPUS Martin Ratio Rank: 8282
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.

WSHR.NEO vs. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wealthsimple Shariah World Equity Index ETF (WSHR.NEO) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.


WSHR.NEOSPUSDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.98

-0.79

Sortino ratio

Return per unit of downside risk

0.36

1.47

-1.11

Omega ratio

Gain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratio

Return relative to maximum drawdown

0.36

1.71

-1.35

Martin ratio

Return relative to average drawdown

1.19

5.90

-4.70

WSHR.NEO vs. SPUS - Sharpe Ratio Comparison

The current WSHR.NEO Sharpe Ratio is 0.19, which is lower than the SPUS Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of WSHR.NEO and SPUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WSHR.NEOSPUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.98

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.89

-0.25

Correlation

The correlation between WSHR.NEO and SPUS is 0.55, 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.


Dividends

WSHR.NEO vs. SPUS - Dividend Comparison

WSHR.NEO's dividend yield for the trailing twelve months is around 1.37%, more than SPUS's 0.63% yield.


TTM202520242023202220212020
WSHR.NEO
Wealthsimple Shariah World Equity Index ETF
1.37%1.34%1.31%1.34%2.58%0.44%0.00%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.63%0.60%0.70%0.87%1.21%1.15%1.04%

Drawdowns

WSHR.NEO vs. SPUS - Drawdown Comparison

The maximum WSHR.NEO drawdown since its inception was -20.86%, smaller than the maximum SPUS drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for WSHR.NEO and SPUS.


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Drawdown Indicators


WSHR.NEOSPUSDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-30.80%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-12.76%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

Current Drawdown

Current decline from peak

-5.02%

-7.77%

+2.75%

Average Drawdown

Average peak-to-trough decline

-4.87%

-6.35%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.98%

-0.05%

Volatility

WSHR.NEO vs. SPUS - Volatility Comparison

The current volatility for Wealthsimple Shariah World Equity Index ETF (WSHR.NEO) is 5.33%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 5.99%. This indicates that WSHR.NEO experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSHR.NEOSPUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.99%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

11.32%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

20.79%

-6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.18%

17.53%

-6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.18%

19.49%

-8.31%