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XVV vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XVV and SPLG is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

XVV vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
85.24%
87.46%
XVV
SPLG

Key characteristics

Sharpe Ratio

XVV:

0.69

SPLG:

0.75

Sortino Ratio

XVV:

1.09

SPLG:

1.15

Omega Ratio

XVV:

1.16

SPLG:

1.17

Calmar Ratio

XVV:

0.72

SPLG:

0.77

Martin Ratio

XVV:

2.79

SPLG:

3.04

Ulcer Index

XVV:

5.02%

SPLG:

4.72%

Daily Std Dev

XVV:

20.30%

SPLG:

19.25%

Max Drawdown

XVV:

-27.20%

SPLG:

-54.52%

Current Drawdown

XVV:

-7.82%

SPLG:

-7.27%

Returns By Period

In the year-to-date period, XVV achieves a -3.77% return, which is significantly lower than SPLG's -3.02% return.


XVV

YTD

-3.77%

1M

12.09%

6M

-0.69%

1Y

12.06%

5Y*

N/A

10Y*

N/A

SPLG

YTD

-3.02%

1M

12.09%

6M

-0.11%

1Y

12.31%

5Y*

16.48%

10Y*

12.49%

*Annualized

Compare stocks, funds, or ETFs

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XVV vs. SPLG - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is higher than SPLG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XVV: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XVV: 0.08%
Expense ratio chart for SPLG: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPLG: 0.03%

Risk-Adjusted Performance

XVV vs. SPLG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XVV
The Risk-Adjusted Performance Rank of XVV is 6464
Overall Rank
The Sharpe Ratio Rank of XVV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of XVV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of XVV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XVV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of XVV is 6464
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 6767
Overall Rank
The Sharpe Ratio Rank of SPLG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XVV vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) and SPDR Portfolio S&P 500 ETF (SPLG). 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.


The chart of Sharpe ratio for XVV, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
XVV: 0.69
SPLG: 0.75
The chart of Sortino ratio for XVV, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
XVV: 1.09
SPLG: 1.15
The chart of Omega ratio for XVV, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
XVV: 1.16
SPLG: 1.17
The chart of Calmar ratio for XVV, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
XVV: 0.72
SPLG: 0.77
The chart of Martin ratio for XVV, currently valued at 2.79, compared to the broader market0.0020.0040.0060.00
XVV: 2.79
SPLG: 3.04

The current XVV Sharpe Ratio is 0.69, which is comparable to the SPLG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of XVV and SPLG, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.69
0.75
XVV
SPLG

Dividends

XVV vs. SPLG - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 1.11%, less than SPLG's 1.34% yield.


TTM20242023202220212020201920182017201620152014
XVV
iShares ESG Screened S&P 500 ETF
1.11%1.05%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF
1.34%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

Drawdowns

XVV vs. SPLG - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for XVV and SPLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.82%
-7.27%
XVV
SPLG

Volatility

XVV vs. SPLG - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 14.47% and 14.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.47%
14.11%
XVV
SPLG