XCLR vs. VOO
Compare and contrast key facts about Global X S&P 500 Collar 95-110 ETF (XCLR) and Vanguard S&P 500 ETF (VOO).
XCLR and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCLR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 3-Month Collar 95-110 Index. It was launched on Aug 25, 2021. 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 XCLR 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: XCLR or VOO.
Key characteristics
| XCLR | VOO | |
|---|---|---|
| YTD Return | 22.64% | 26.94% |
| 1Y Return | 29.85% | 35.06% |
| 3Y Return (Ann) | 7.52% | 10.23% |
| Sharpe Ratio | 3.36 | 3.08 |
| Sortino Ratio | 4.78 | 4.09 |
| Omega Ratio | 1.64 | 1.58 |
| Calmar Ratio | 0.78 | 4.46 |
| Martin Ratio | 21.15 | 20.36 |
| Ulcer Index | 1.51% | 1.85% |
| Daily Std Dev | 9.53% | 12.23% |
| Max Drawdown | -46.74% | -33.99% |
| Current Drawdown | -23.26% | -0.25% |
Correlation
The correlation between XCLR and VOO is 0.90, 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.
Performance
XCLR vs. VOO - Performance Comparison
In the year-to-date period, XCLR achieves a 22.64% return, which is significantly lower than VOO's 26.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XCLR vs. VOO - Expense Ratio Comparison
XCLR has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
XCLR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Collar 95-110 ETF (XCLR) 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
XCLR vs. VOO - Dividend Comparison
XCLR's dividend yield for the trailing twelve months is around 1.07%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCLR Global X S&P 500 Collar 95-110 ETF | 1.07% | 1.39% | 1.01% | 2.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XCLR vs. VOO - Drawdown Comparison
The maximum XCLR drawdown since its inception was -46.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XCLR and VOO. For additional features, visit the drawdowns tool.
Volatility
XCLR vs. VOO - Volatility Comparison
The current volatility for Global X S&P 500 Collar 95-110 ETF (XCLR) is 3.04%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that XCLR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.