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

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.


-0.50.00.51.00.7

Performance

XTL vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
151.98%
493.05%
XTL
VOO

Key characteristics

Sharpe Ratio

XTL:

2.03

VOO:

2.25

Sortino Ratio

XTL:

2.72

VOO:

2.98

Omega Ratio

XTL:

1.35

VOO:

1.42

Calmar Ratio

XTL:

1.28

VOO:

3.31

Martin Ratio

XTL:

7.04

VOO:

14.77

Ulcer Index

XTL:

6.06%

VOO:

1.90%

Daily Std Dev

XTL:

21.03%

VOO:

12.46%

Max Drawdown

XTL:

-37.01%

VOO:

-33.99%

Current Drawdown

XTL:

-2.67%

VOO:

-2.47%

Returns By Period

In the year-to-date period, XTL achieves a 37.08% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, XTL has underperformed VOO with an annualized return of 7.72%, while VOO has yielded a comparatively higher 13.08% annualized return.


XTL

YTD

37.08%

1M

1.12%

6M

44.57%

1Y

39.10%

5Y*

10.34%

10Y*

7.72%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


XTL vs. VOO - Expense Ratio Comparison

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


XTL
SPDR S&P Telecom ETF
Expense ratio chart for XTL: 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

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.


Sharpe ratio
The chart of Sharpe ratio for XTL, currently valued at 2.03, compared to the broader market0.002.004.002.032.25
The chart of Sortino ratio for XTL, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.722.98
The chart of Omega ratio for XTL, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.42
The chart of Calmar ratio for XTL, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.283.31
The chart of Martin ratio for XTL, currently valued at 7.04, compared to the broader market0.0020.0040.0060.0080.00100.007.0414.77
XTL
VOO

The current XTL Sharpe Ratio is 2.03, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of XTL 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
2.03
2.25
XTL
VOO

Dividends

XTL vs. VOO - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 0.49%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
XTL
SPDR S&P Telecom ETF
0.49%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
0.91%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-2.47%
XTL
VOO

Volatility

XTL vs. VOO - Volatility Comparison

SPDR S&P Telecom ETF (XTL) has a higher volatility of 5.50% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
3.75%
XTL
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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