XSHD vs. VOO
Compare and contrast key facts about Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) and Vanguard S&P 500 ETF (VOO).
XSHD and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSHD is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility High Dividend Index. It was launched on Dec 1, 2016. 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 XSHD 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: XSHD or VOO.
Key characteristics
| XSHD | VOO | |
|---|---|---|
| YTD Return | -2.74% | 26.13% |
| 1Y Return | 6.85% | 33.91% |
| 3Y Return (Ann) | -7.27% | 9.98% |
| 5Y Return (Ann) | -3.06% | 15.61% |
| Sharpe Ratio | 0.42 | 2.82 |
| Sortino Ratio | 0.72 | 3.76 |
| Omega Ratio | 1.08 | 1.53 |
| Calmar Ratio | 0.25 | 4.05 |
| Martin Ratio | 1.09 | 18.48 |
| Ulcer Index | 7.09% | 1.85% |
| Daily Std Dev | 18.27% | 12.12% |
| Max Drawdown | -49.52% | -33.99% |
| Current Drawdown | -23.61% | -0.88% |
Correlation
The correlation between XSHD and VOO is 0.62, 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.
Performance
XSHD vs. VOO - Performance Comparison
In the year-to-date period, XSHD achieves a -2.74% return, which is significantly lower than VOO's 26.13% 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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XSHD vs. VOO - Expense Ratio Comparison
XSHD has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
XSHD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) 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
XSHD vs. VOO - Dividend Comparison
XSHD's dividend yield for the trailing twelve months is around 7.26%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 7.26% | 7.62% | 6.77% | 3.86% | 5.55% | 4.88% | 5.49% | 4.11% | 0.41% | 0.00% | 0.00% | 0.00% |
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
XSHD vs. VOO - Drawdown Comparison
The maximum XSHD drawdown since its inception was -49.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XSHD and VOO. For additional features, visit the drawdowns tool.
Volatility
XSHD vs. VOO - Volatility Comparison
Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) has a higher volatility of 5.42% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that XSHD'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.