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^XSP vs. ^SPXEW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XSP and ^SPXEW is 0.90, 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: 0.9

Performance

^XSP vs. ^SPXEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Mini-SPX Options Index (^XSP) and S&P 500 Equal Weighted Index (^SPXEW). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
40.57%
20.21%
^XSP
^SPXEW

Key characteristics

Sharpe Ratio

^XSP:

0.49

^SPXEW:

0.14

Sortino Ratio

^XSP:

0.81

^SPXEW:

0.32

Omega Ratio

^XSP:

1.12

^SPXEW:

1.04

Calmar Ratio

^XSP:

0.50

^SPXEW:

0.13

Martin Ratio

^XSP:

2.07

^SPXEW:

0.50

Ulcer Index

^XSP:

4.57%

^SPXEW:

4.66%

Daily Std Dev

^XSP:

19.43%

^SPXEW:

17.05%

Max Drawdown

^XSP:

-25.43%

^SPXEW:

-60.83%

Current Drawdown

^XSP:

-10.73%

^SPXEW:

-11.93%

Returns By Period

In the year-to-date period, ^XSP achieves a -6.75% return, which is significantly lower than ^SPXEW's -5.86% return.


^XSP

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

N/A

10Y*

N/A

^SPXEW

YTD

-5.86%

1M

-6.00%

6M

-7.84%

1Y

1.31%

5Y*

12.50%

10Y*

7.22%

*Annualized

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Risk-Adjusted Performance

^XSP vs. ^SPXEW — Risk-Adjusted Performance Rank

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

^XSP
The Risk-Adjusted Performance Rank of ^XSP is 7373
Overall Rank
The Sharpe Ratio Rank of ^XSP is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XSP is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^XSP is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^XSP is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ^XSP is 7676
Martin Ratio Rank

^SPXEW
The Risk-Adjusted Performance Rank of ^SPXEW is 3939
Overall Rank
The Sharpe Ratio Rank of ^SPXEW is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXEW is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXEW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXEW is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXEW is 4040
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.

^XSP vs. ^SPXEW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) and S&P 500 Equal Weighted Index (^SPXEW). 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 ^XSP, currently valued at 0.42, compared to the broader market-0.500.000.501.001.50
^XSP: 0.42
^SPXEW: 0.09
The chart of Sortino ratio for ^XSP, currently valued at 0.72, compared to the broader market-1.000.001.002.00
^XSP: 0.72
^SPXEW: 0.24
The chart of Omega ratio for ^XSP, currently valued at 1.11, compared to the broader market0.901.001.101.201.30
^XSP: 1.11
^SPXEW: 1.03
The chart of Calmar ratio for ^XSP, currently valued at 0.43, compared to the broader market-0.500.000.501.00
^XSP: 0.43
^SPXEW: 0.08
The chart of Martin ratio for ^XSP, currently valued at 1.79, compared to the broader market-2.000.002.004.006.00
^XSP: 1.79
^SPXEW: 0.31

The current ^XSP Sharpe Ratio is 0.49, which is higher than the ^SPXEW Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of ^XSP and ^SPXEW, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.09
^XSP
^SPXEW

Drawdowns

^XSP vs. ^SPXEW - Drawdown Comparison

The maximum ^XSP drawdown since its inception was -25.43%, smaller than the maximum ^SPXEW drawdown of -60.83%. Use the drawdown chart below to compare losses from any high point for ^XSP and ^SPXEW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.73%
-11.93%
^XSP
^SPXEW

Volatility

^XSP vs. ^SPXEW - Volatility Comparison

S&P 500 Mini-SPX Options Index (^XSP) has a higher volatility of 14.22% compared to S&P 500 Equal Weighted Index (^SPXEW) at 12.63%. This indicates that ^XSP's price experiences larger fluctuations and is considered to be riskier than ^SPXEW 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%14.00%NovemberDecember2025FebruaryMarchApril
14.22%
12.63%
^XSP
^SPXEW