XVOL vs. VOO
Compare and contrast key facts about Acruence Active Hedge U.S. Equity ETF (XVOL) and Vanguard S&P 500 ETF (VOO).
XVOL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XVOL is an actively managed fund by Toroso Investments. It was launched on Apr 22, 2021. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XVOL or VOO.
Key characteristics
| XVOL | VOO | |
|---|---|---|
| YTD Return | 25.20% | 27.15% |
| 1Y Return | 36.38% | 39.90% |
| 3Y Return (Ann) | 2.49% | 10.28% |
| Sharpe Ratio | 1.84 | 3.15 |
| Sortino Ratio | 2.66 | 4.19 |
| Omega Ratio | 1.47 | 1.59 |
| Calmar Ratio | 1.59 | 4.60 |
| Martin Ratio | 7.54 | 21.00 |
| Ulcer Index | 4.74% | 1.85% |
| Daily Std Dev | 19.47% | 12.34% |
| Max Drawdown | -25.82% | -33.99% |
| Current Drawdown | -2.21% | 0.00% |
Correlation
The correlation between XVOL and VOO is 0.88, 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.
Performance
XVOL vs. VOO - Performance Comparison
In the year-to-date period, XVOL achieves a 25.20% return, which is significantly lower than VOO's 27.15% 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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XVOL vs. VOO - Expense Ratio Comparison
XVOL has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
XVOL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Acruence Active Hedge U.S. Equity ETF (XVOL) 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
XVOL vs. VOO - Dividend Comparison
XVOL's dividend yield for the trailing twelve months is around 0.87%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XVOL Acruence Active Hedge U.S. Equity ETF | 0.87% | 1.09% | 2.86% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
XVOL vs. VOO - Drawdown Comparison
The maximum XVOL drawdown since its inception was -25.82%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XVOL and VOO. For additional features, visit the drawdowns tool.
Volatility
XVOL vs. VOO - Volatility Comparison
Acruence Active Hedge U.S. Equity ETF (XVOL) has a higher volatility of 4.76% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that XVOL'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.