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

Performance

XVOL vs. VOO - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
17.33%
13.23%
XVOL
VOO

Returns By Period

In the year-to-date period, XVOL achieves a 30.22% return, which is significantly higher than VOO's 26.58% return.


XVOL

YTD

30.22%

1M

9.31%

6M

17.33%

1Y

36.35%

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


XVOLVOO
Sharpe Ratio1.872.69
Sortino Ratio2.693.59
Omega Ratio1.471.50
Calmar Ratio1.863.88
Martin Ratio7.6517.58
Ulcer Index4.75%1.86%
Daily Std Dev19.43%12.19%
Max Drawdown-25.82%-33.99%
Current Drawdown0.00%-0.53%

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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.


XVOL
Acruence Active Hedge U.S. Equity ETF
Expense ratio chart for XVOL: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
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%

Correlation

-0.50.00.51.00.9

The correlation between XVOL and VOO is 0.87, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for XVOL, currently valued at 1.87, compared to the broader market0.002.004.001.872.69
The chart of Sortino ratio for XVOL, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.0012.002.693.59
The chart of Omega ratio for XVOL, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.50
The chart of Calmar ratio for XVOL, currently valued at 1.86, compared to the broader market0.005.0010.0015.0020.001.863.88
The chart of Martin ratio for XVOL, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.00100.007.6517.58
XVOL
VOO

The current XVOL Sharpe Ratio is 1.87, which is lower than the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of XVOL 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.87
2.69
XVOL
VOO

Dividends

XVOL vs. VOO - Dividend Comparison

XVOL's dividend yield for the trailing twelve months is around 0.84%, less than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
XVOL
Acruence Active Hedge U.S. Equity ETF
0.84%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
1.24%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.53%
XVOL
VOO

Volatility

XVOL vs. VOO - Volatility Comparison

Acruence Active Hedge U.S. Equity ETF (XVOL) has a higher volatility of 4.44% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.44%
3.99%
XVOL
VOO