SPY Variations
SPY variation ETF’s
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
SPHQ Invesco S&P 500® Quality ETF | Large Cap Blend Equities | 14.29% |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | Large Cap Growth Equities | 14.29% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.95% |
| SPY Variations | 0.59% | 10.10% | 11.55% | 14.73% | 8.71% | 10.34% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SPHY | SPYD | SPYG | SPYV | SPHQ | SPYX | SPY | |
|---|---|---|---|---|---|---|---|
| SPHY | 1.00 | 0.42 | 0.52 | 0.49 | 0.51 | 0.53 | 0.54 |
| SPYD | 0.42 | 1.00 | 0.58 | 0.88 | 0.71 | 0.70 | 0.74 |
| SPYG | 0.52 | 0.58 | 1.00 | 0.75 | 0.91 | 0.93 | 0.95 |
| SPYV | 0.49 | 0.88 | 0.75 | 1.00 | 0.86 | 0.86 | 0.90 |
| SPHQ | 0.51 | 0.71 | 0.91 | 0.86 | 1.00 | 0.92 | 0.95 |
| SPYX | 0.53 | 0.70 | 0.93 | 0.86 | 0.92 | 1.00 | 0.97 |
| SPY | 0.54 | 0.74 | 0.95 | 0.90 | 0.95 | 0.97 | 1.00 |
Dividend yield
SPY Variations granted a 2.79% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY Variations | 2.79% | 2.89% | 2.30% | 2.89% | 3.06% | 3.22% | 3.20% | 3.27% | 2.63% | 2.09% | 2.26% | 2.01% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -21.78% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -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 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.