XLU vs. VOO
Compare and contrast key facts about Utilities Select Sector SPDR Fund (XLU) and Vanguard S&P 500 ETF (VOO).
XLU and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998. 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 XLU 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: XLU or VOO.
Performance
XLU vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XLU achieves a 28.05% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, XLU has underperformed VOO with an annualized return of 9.21%, while VOO has yielded a comparatively higher 13.12% annualized return.
XLU
28.05%
-3.60%
11.18%
31.78%
8.14%
9.21%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| XLU | VOO | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.64 |
| Sortino Ratio | 2.85 | 3.53 |
| Omega Ratio | 1.36 | 1.49 |
| Calmar Ratio | 1.67 | 3.81 |
| Martin Ratio | 9.92 | 17.34 |
| Ulcer Index | 3.28% | 1.86% |
| Daily Std Dev | 15.58% | 12.20% |
| Max Drawdown | -52.27% | -33.99% |
| Current Drawdown | -3.60% | -2.16% |
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XLU vs. VOO - Expense Ratio Comparison
XLU has a 0.13% expense ratio, which is higher than VOO's 0.03% 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 XLU and VOO is 0.44, 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
XLU vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector SPDR Fund (XLU) 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
XLU vs. VOO - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.79%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XLU vs. VOO - Drawdown Comparison
The maximum XLU drawdown since its inception was -52.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XLU and VOO. For additional features, visit the drawdowns tool.
Volatility
XLU vs. VOO - Volatility Comparison
Utilities Select Sector SPDR Fund (XLU) has a higher volatility of 5.37% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that XLU'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.