PortfoliosLab logo
XMPT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMPT and VOO is -0.74. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

XMPT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors CEF Municipal Income ETF (XMPT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

XMPT:

4.67%

VOO:

19.11%

Max Drawdown

XMPT:

0.00%

VOO:

-33.99%

Current Drawdown

XMPT:

0.00%

VOO:

-7.67%

Returns By Period


XMPT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

Compare stocks, funds, or ETFs

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


XMPT vs. VOO - Expense Ratio Comparison

XMPT has a 1.86% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

XMPT vs. VOO — Risk-Adjusted Performance Rank

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

XMPT
The Risk-Adjusted Performance Rank of XMPT is 5353
Overall Rank
The Sharpe Ratio Rank of XMPT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of XMPT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of XMPT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of XMPT is 3939
Calmar Ratio Rank
The Martin Ratio Rank of XMPT is 5050
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XMPT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors CEF Municipal Income ETF (XMPT) 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.



Loading data...

Dividends

XMPT vs. VOO - Dividend Comparison

XMPT's dividend yield for the trailing twelve months is around 5.97%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
XMPT
VanEck Vectors CEF Municipal Income ETF
5.97%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
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

XMPT vs. VOO - Drawdown Comparison

The maximum XMPT drawdown since its inception was 0.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XMPT and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

XMPT vs. VOO - Volatility Comparison


Loading data...