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SPY Variations

Last updated Sep 21, 2023

SPY variation ETF’s

Asset Allocation


SPHY 14.29%SPY 14.29%SPYD 14.29%SPYG 14.29%SPYV 14.29%SPHQ 14.29%SPYX 14.29%BondBondEquityEquity
PositionCategory/SectorWeight
SPHY
SPDR Portfolio High Yield Bond ETF
High Yield Bonds14.29%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities14.29%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
All Cap Equities, Dividend14.29%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities14.29%
SPYV
SPDR Portfolio S&P 500 Value ETF
Large Cap Blend Equities14.29%
SPHQ
Invesco S&P 500® Quality ETF
Large Cap Blend Equities14.29%
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
Large Cap Growth Equities14.29%

Performance

The chart shows the growth of an initial investment of $10,000 in SPY Variations, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
9.46%
10.86%
SPY Variations
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the SPY Variations returned 11.55% Year-To-Date and 10.34% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.95%
SPY Variations0.59%10.10%11.55%14.73%8.71%10.34%
SPY
SPDR S&P 500 ETF
0.46%12.37%15.97%18.06%10.34%11.91%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
1.06%4.57%-5.01%-0.43%3.87%7.53%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.31%13.86%20.67%15.63%11.04%13.03%
SPYV
SPDR Portfolio S&P 500 Value ETF
0.61%10.63%10.96%19.38%8.71%9.98%
SPHQ
Invesco S&P 500® Quality ETF
0.41%12.57%17.13%24.04%11.16%12.25%
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.32%12.20%15.81%17.98%10.17%11.97%
SPHY
SPDR Portfolio High Yield Bond ETF
0.94%4.65%6.33%8.25%3.49%4.11%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SPHYSPYDSPYGSPYVSPHQSPYXSPY
SPHY1.000.420.520.490.510.530.54
SPYD0.421.000.580.880.710.700.74
SPYG0.520.581.000.750.910.930.95
SPYV0.490.880.751.000.860.860.90
SPHQ0.510.710.910.861.000.920.95
SPYX0.530.700.930.860.921.000.97
SPY0.540.740.950.900.950.971.00

Sharpe Ratio

The current SPY Variations Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.75

The Sharpe ratio of SPY Variations lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.75
0.74
SPY Variations
Benchmark (^GSPC)
Portfolio components

Dividend yield

SPY Variations granted a 2.79% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SPY Variations2.79%2.89%2.30%2.89%3.06%3.22%3.20%3.27%2.63%2.09%2.26%2.01%
SPY
SPDR S&P 500 ETF
1.48%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.96%5.19%4.01%5.60%5.29%5.95%6.06%5.96%1.62%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.13%1.03%0.63%0.92%1.42%1.59%1.51%1.69%1.73%1.53%1.61%2.09%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.93%2.25%2.18%2.53%2.45%3.32%3.19%2.83%3.08%2.73%2.49%3.23%
SPHQ
Invesco S&P 500® Quality ETF
1.59%1.87%1.22%1.62%1.60%2.01%1.73%1.87%2.60%1.93%2.36%2.39%
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
1.29%1.43%1.06%1.38%1.64%2.06%1.83%2.12%0.59%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.15%6.79%5.73%6.61%7.14%5.40%6.07%6.14%6.44%6.23%7.16%3.69%

Expense Ratio

The SPY Variations features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.15%
0.00%2.15%
0.10%
0.00%2.15%
0.09%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPY
SPDR S&P 500 ETF
0.84
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
-0.19
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.63
SPYV
SPDR Portfolio S&P 500 Value ETF
1.00
SPHQ
Invesco S&P 500® Quality ETF
1.24
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.84
SPHY
SPDR Portfolio High Yield Bond ETF
0.75

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.34%
-8.22%
SPY Variations
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SPY Variations. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPY Variations is 33.32%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.32%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-21.78%Jan 5, 2022194Oct 12, 2022
-16.18%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-9.57%Dec 2, 201549Feb 11, 201624Mar 17, 201673
-8.75%Jan 29, 20189Feb 8, 2018133Aug 20, 2018142

Volatility Chart

The current SPY Variations volatility is 2.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.96%
3.47%
SPY Variations
Benchmark (^GSPC)
Portfolio components