XBI vs. VOO
Compare and contrast key facts about SPDR S&P Biotech ETF (XBI) and Vanguard S&P 500 ETF (VOO).
XBI and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBI is a passively managed fund by State Street that tracks the performance of the S&P Biotechnology Select Industry Index. It was launched on Feb 6, 2006. 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 XBI 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: XBI or VOO.
Performance
XBI vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XBI achieves a 5.76% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, XBI has underperformed VOO with an annualized return of 4.95%, while VOO has yielded a comparatively higher 13.18% annualized return.
XBI
5.76%
-4.04%
5.72%
29.73%
1.44%
4.95%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| XBI | VOO | |
|---|---|---|
| Sharpe Ratio | 1.18 | 2.70 |
| Sortino Ratio | 1.73 | 3.60 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 0.54 | 3.90 |
| Martin Ratio | 3.96 | 17.65 |
| Ulcer Index | 7.86% | 1.86% |
| Daily Std Dev | 26.34% | 12.19% |
| Max Drawdown | -63.89% | -33.99% |
| Current Drawdown | -45.70% | -0.86% |
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XBI vs. VOO - Expense Ratio Comparison
XBI has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between XBI and VOO is 0.59, 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.
Risk-Adjusted Performance
XBI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) 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
XBI vs. VOO - Dividend Comparison
XBI's dividend yield for the trailing twelve months is around 0.15%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XBI SPDR S&P Biotech ETF | 0.15% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% | 0.17% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XBI vs. VOO - Drawdown Comparison
The maximum XBI drawdown since its inception was -63.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XBI and VOO. For additional features, visit the drawdowns tool.
Volatility
XBI vs. VOO - Volatility Comparison
SPDR S&P Biotech ETF (XBI) has a higher volatility of 8.40% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that XBI'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.