SPY vs. VOO
SPDR S&P 500 ETF Trust
Vanguard S&P 500 ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Jan 29, 1993 to Dec 4, 2025
1M Trailing Return:
3M Trailing Return:
1.4%
5.7%
1.3%
5.8%
+0.1%
-0.1%
1M Trailing Return:
3M Trailing Return:
1.4%
5.7%
1.3%
5.8%
+0.1%
-0.1%
Max Drawdown:
Standard Deviation:
-55.2%
18.7%
-34.0%
17.2%
-21.2%
+1.5%
Max Drawdown:
Standard Deviation:
-55.2%
18.7%
-34.0%
17.2%
-21.2%
+1.5%
Sharpe Ratio:
Calmar Ratio:
0.64
0.19
0.89
0.44
-0.25
-0.25
Sharpe Ratio:
Calmar Ratio:
0.64
0.19
0.89
0.44
-0.25
-0.25
What is SPY?
The SPDR S&P 500 ETF is a fund that before expenses generally corresponds to the price and yield performance of the S&P 500 Index.
What is VOO?
Invests in stocks in the S&P 500 Index representing 500 of the largest U.S. companies. Goal is to closely track the index return which is considered a gauge of overall U.S. stock returns. Offers high potential for investment growth; share value rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your moneys growth is essential.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toSPY
Inside Nancy Pelosi's Chips- V3
Category
Semiconductors, mean reversion, momentum, trend filter, RSI, leveraged ETFs, tactical, energy, commodities
OOS Cumulative Return
1775.5%
Trading Strategies
Related toVOO
FTL's 🌟 Starburst GEN-II v1.c w/ BWC Ultimate FR [Removed BB] Added Walter's Champagne and Cocaine Strats and NOVA | (multiple TQQQ, one crypto) KMLM Switcher MonkeyBusiness WM74 + Wash
Category
Tactical multi-asset, leveraged ETFs, volatility hedging, managed futures, mean reversion, momentum, regime switching, daily rebalancing
OOS Cumulative Return
208.65%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.