SPY Variations
SPY variation ETF’s
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPHQ Invesco S&P 500® Quality ETF | Large Cap Blend Equities | 14.29% |
SPHY SPDR Portfolio High Yield Bond ETF | High Yield Bonds | 14.29% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 14.29% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | All Cap Equities, Dividend | 14.29% |
SPYG SPDR Portfolio S&P 500 Growth ETF | Large Cap Growth Equities | 14.29% |
SPYV SPDR Portfolio S&P 500 Value ETF | Large Cap Blend Equities | 14.29% |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | Large Cap Growth Equities | 14.29% |
Performance
Performance Chart
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
The earliest data available for this chart is Dec 1, 2015, corresponding to the inception date of SPYX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.11% | -0.36% | 7.02% | 23.15% | 12.80% | 11.01% |
| SPY Variations | 20.75% | -1.09% | 7.04% | 20.83% | 12.06% | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 24.51% | -0.32% | 7.56% | 24.63% | 14.51% | 12.94% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 14.01% | -5.65% | 9.47% | 14.24% | 6.60% | N/A |
SPYG SPDR Portfolio S&P 500 Growth ETF | 35.92% | 3.00% | 9.07% | 35.77% | 17.21% | 15.11% |
SPYV SPDR Portfolio S&P 500 Value ETF | 11.81% | -4.59% | 5.78% | 12.15% | 10.45% | 9.86% |
SPHQ Invesco S&P 500® Quality ETF | 26.00% | 0.24% | 3.92% | 25.67% | 14.87% | 13.11% |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 25.37% | 0.10% | 7.94% | 25.34% | 14.43% | N/A |
SPHY SPDR Portfolio High Yield Bond ETF | 7.88% | -0.48% | 4.79% | 8.16% | 4.26% | 4.50% |
Monthly Returns
The table below presents the monthly returns of SPY Variations, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.19% | 3.82% | 3.39% | -3.47% | 4.41% | 2.48% | 2.45% | 2.73% | 1.96% | -1.21% | 5.08% | 20.75% | |
| 2023 | 5.66% | -2.59% | 2.51% | 1.27% | -1.13% | 5.86% | 3.28% | -1.51% | -4.25% | -2.32% | 8.20% | 4.93% | 20.80% |
| 2022 | -3.72% | -2.18% | 2.67% | -7.01% | 1.11% | -8.50% | 7.89% | -3.81% | -8.62% | 7.69% | 5.68% | -4.71% | -14.45% |
| 2021 | -0.40% | 3.37% | 4.24% | 4.25% | 1.17% | 1.76% | 1.57% | 2.40% | -3.66% | 5.23% | -1.08% | 4.66% | 25.76% |
| 2020 | -0.66% | -7.38% | -13.93% | 11.55% | 4.09% | 1.24% | 4.64% | 5.43% | -3.00% | -1.81% | 10.57% | 3.62% | 12.08% |
| 2019 | 7.23% | 2.96% | 1.85% | 3.38% | -5.86% | 6.44% | 1.03% | -1.76% | 2.45% | 1.73% | 2.90% | 2.87% | 27.53% |
| 2018 | 4.02% | -3.62% | -1.84% | 0.14% | 1.90% | 0.58% | 2.97% | 2.74% | 0.48% | -5.52% | 1.54% | -7.37% | -4.59% |
| 2017 | 1.58% | 3.35% | -0.09% | 0.80% | 1.18% | 0.65% | 1.49% | 0.02% | 2.09% | 1.58% | 2.89% | 1.19% | 18.00% |
| 2016 | -3.44% | 1.08% | 6.49% | 0.60% | 1.10% | 0.80% | 3.59% | 0.13% | 0.11% | -1.71% | 2.88% | 1.83% | 13.94% |
| 2015 | -2.24% | -2.24% |
Expense Ratio
SPY Variations has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPY Variations is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.03 | 2.71 | 1.38 | 3.02 | 13.49 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 1.20 | 1.68 | 1.21 | 1.54 | 7.02 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.08 | 2.70 | 1.38 | 2.86 | 11.29 |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.27 | 1.81 | 1.23 | 1.80 | 6.93 |
SPHQ Invesco S&P 500® Quality ETF | 2.13 | 2.93 | 1.39 | 4.27 | 16.24 |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 2.05 | 2.75 | 1.38 | 3.09 | 13.71 |
SPHY SPDR Portfolio High Yield Bond ETF | 2.05 | 2.93 | 1.38 | 3.75 | 15.03 |
Dividends
Dividend yield
SPY Variations provided a 2.10% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.10% | 2.70% | 2.81% | 2.14% | 2.61% | 2.65% | 2.74% | 2.61% | 2.60% | 2.05% | 1.58% | 1.66% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 0.87% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 3.04% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.41% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.60% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
SPHQ Invesco S&P 500® Quality ETF | 0.86% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% | 1.99% |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 0.77% | 1.21% | 1.41% | 1.04% | 1.33% | 1.56% | 1.92% | 1.68% | 1.91% | 0.49% | 0.00% | 0.00% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.18% | 7.30% | 6.46% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.28% | 4.29% | 3.98% | 4.40% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SPY Variations. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SPY Variations was 33.32%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current SPY Variations drawdown is 3.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.32% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -21.78% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -16.18% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -9.57% | Dec 2, 2015 | 49 | Feb 11, 2016 | 24 | Mar 17, 2016 | 73 |
| -8.75% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current SPY Variations volatility is 3.12%, 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.
Diversification
Asset Correlations Table
| SPHY | SPYD | SPYG | SPYV | SPHQ | SPYX | SPY | |
|---|---|---|---|---|---|---|---|
| SPHY | 1.00 | 0.44 | 0.52 | 0.50 | 0.52 | 0.54 | 0.55 |
| SPYD | 0.44 | 1.00 | 0.54 | 0.88 | 0.68 | 0.67 | 0.71 |
| SPYG | 0.52 | 0.54 | 1.00 | 0.71 | 0.91 | 0.93 | 0.95 |
| SPYV | 0.50 | 0.88 | 0.71 | 1.00 | 0.84 | 0.84 | 0.88 |
| SPHQ | 0.52 | 0.68 | 0.91 | 0.84 | 1.00 | 0.92 | 0.95 |
| SPYX | 0.54 | 0.67 | 0.93 | 0.84 | 0.92 | 1.00 | 0.97 |
| SPY | 0.55 | 0.71 | 0.95 | 0.88 | 0.95 | 0.97 | 1.00 |