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

Correlation

The correlation between XSW and VOO is 0.74, 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.


-0.50.00.51.00.7

Performance

XSW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Software & Services ETF (XSW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
32.36%
10.43%
XSW
VOO

Key characteristics

Sharpe Ratio

XSW:

1.26

VOO:

2.22

Sortino Ratio

XSW:

1.78

VOO:

2.95

Omega Ratio

XSW:

1.23

VOO:

1.42

Calmar Ratio

XSW:

1.19

VOO:

3.27

Martin Ratio

XSW:

6.69

VOO:

14.57

Ulcer Index

XSW:

4.28%

VOO:

1.90%

Daily Std Dev

XSW:

22.67%

VOO:

12.47%

Max Drawdown

XSW:

-45.38%

VOO:

-33.99%

Current Drawdown

XSW:

-5.60%

VOO:

-1.77%

Returns By Period

In the year-to-date period, XSW achieves a 28.67% return, which is significantly higher than VOO's 26.92% return. Over the past 10 years, XSW has outperformed VOO with an annualized return of 15.41%, while VOO has yielded a comparatively lower 13.12% annualized return.


XSW

YTD

28.67%

1M

-0.88%

6M

32.36%

1Y

27.36%

5Y*

13.90%

10Y*

15.41%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

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


XSW vs. VOO - Expense Ratio Comparison

XSW has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


XSW
SPDR S&P Software & Services ETF
Expense ratio chart for XSW: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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

XSW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Software & Services ETF (XSW) 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 XSW, currently valued at 1.26, compared to the broader market0.002.004.001.262.22
The chart of Sortino ratio for XSW, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.782.95
The chart of Omega ratio for XSW, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.42
The chart of Calmar ratio for XSW, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.193.27
The chart of Martin ratio for XSW, currently valued at 6.69, compared to the broader market0.0020.0040.0060.0080.00100.006.6914.57
XSW
VOO

The current XSW Sharpe Ratio is 1.26, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of XSW 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.26
2.22
XSW
VOO

Dividends

XSW vs. VOO - Dividend Comparison

XSW's dividend yield for the trailing twelve months is around 0.07%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
XSW
SPDR S&P Software & Services ETF
0.07%0.20%0.09%0.13%0.26%0.12%0.31%0.46%0.87%0.54%0.53%2.07%
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

XSW vs. VOO - Drawdown Comparison

The maximum XSW drawdown since its inception was -45.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XSW and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.60%
-1.77%
XSW
VOO

Volatility

XSW vs. VOO - Volatility Comparison

SPDR S&P Software & Services ETF (XSW) has a higher volatility of 8.53% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that XSW'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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.53%
3.78%
XSW
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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