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XDAP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDAP and VOO is 0.96, 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.


-0.50.00.51.01.0

Performance

XDAP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated ETF - April (XDAP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
38.16%
56.07%
XDAP
VOO

Key characteristics

Sharpe Ratio

XDAP:

1.87

VOO:

2.25

Sortino Ratio

XDAP:

2.52

VOO:

2.98

Omega Ratio

XDAP:

1.41

VOO:

1.42

Calmar Ratio

XDAP:

2.32

VOO:

3.31

Martin Ratio

XDAP:

11.85

VOO:

14.77

Ulcer Index

XDAP:

1.36%

VOO:

1.90%

Daily Std Dev

XDAP:

8.65%

VOO:

12.46%

Max Drawdown

XDAP:

-22.39%

VOO:

-33.99%

Current Drawdown

XDAP:

-0.99%

VOO:

-2.47%

Returns By Period

In the year-to-date period, XDAP achieves a 15.22% return, which is significantly lower than VOO's 26.02% return.


XDAP

YTD

15.22%

1M

0.21%

6M

7.38%

1Y

15.67%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XDAP vs. VOO - Expense Ratio Comparison

XDAP has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.


XDAP
Innovator U.S. Equity Accelerated ETF - April
Expense ratio chart for XDAP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

XDAP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated ETF - April (XDAP) 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.


Sharpe ratio
The chart of Sharpe ratio for XDAP, currently valued at 1.87, compared to the broader market0.002.004.001.872.25
The chart of Sortino ratio for XDAP, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.002.522.98
The chart of Omega ratio for XDAP, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.42
The chart of Calmar ratio for XDAP, currently valued at 2.32, compared to the broader market0.005.0010.0015.002.323.31
The chart of Martin ratio for XDAP, currently valued at 11.85, compared to the broader market0.0020.0040.0060.0080.00100.0011.8514.77
XDAP
VOO

The current XDAP Sharpe Ratio is 1.87, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of XDAP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.87
2.25
XDAP
VOO

Dividends

XDAP vs. VOO - Dividend Comparison

XDAP has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
XDAP
Innovator U.S. Equity Accelerated ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

XDAP vs. VOO - Drawdown Comparison

The maximum XDAP drawdown since its inception was -22.39%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XDAP and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.99%
-2.47%
XDAP
VOO

Volatility

XDAP vs. VOO - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated ETF - April (XDAP) is 1.74%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that XDAP 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
3.75%
XDAP
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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