XTL vs. VOO
Compare and contrast key facts about SPDR S&P Telecom ETF (XTL) and Vanguard S&P 500 ETF (VOO).
XTL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTL is a passively managed fund by State Street that tracks the performance of the S&P Telecom Select Industry Index. It was launched on Jan 26, 2011. 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 XTL 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: XTL or VOO.
Performance
XTL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XTL achieves a 31.72% return, which is significantly higher than VOO's 25.48% return. Over the past 10 years, XTL has underperformed VOO with an annualized return of 7.60%, while VOO has yielded a comparatively higher 13.15% annualized return.
XTL
31.72%
0.24%
40.47%
49.28%
10.05%
7.60%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| XTL | VOO | |
|---|---|---|
| Sharpe Ratio | 2.38 | 2.69 |
| Sortino Ratio | 3.17 | 3.59 |
| Omega Ratio | 1.40 | 1.50 |
| Calmar Ratio | 1.54 | 3.89 |
| Martin Ratio | 8.49 | 17.64 |
| Ulcer Index | 6.04% | 1.86% |
| Daily Std Dev | 21.53% | 12.20% |
| Max Drawdown | -37.01% | -33.99% |
| Current Drawdown | -4.19% | -1.40% |
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XTL vs. VOO - Expense Ratio Comparison
XTL has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between XTL and VOO is 0.70, 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
XTL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) 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
XTL vs. VOO - Dividend Comparison
XTL's dividend yield for the trailing twelve months is around 0.59%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTL SPDR S&P Telecom ETF | 0.59% | 0.80% | 0.74% | 1.25% | 0.88% | 0.92% | 1.89% | 2.08% | 1.11% | 1.38% | 1.03% | 0.45% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XTL vs. VOO - Drawdown Comparison
The maximum XTL drawdown since its inception was -37.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XTL and VOO. For additional features, visit the drawdowns tool.
Volatility
XTL vs. VOO - Volatility Comparison
SPDR S&P Telecom ETF (XTL) has a higher volatility of 5.31% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that XTL'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.