SDY
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SDY SPDR S&P Dividend ETF | All Cap Equities, Dividend | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 15, 2005, corresponding to the inception date of SDY
Returns By Period
As of May 23, 2025, the SDY returned 1.47% Year-To-Date and 8.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| SDY | 1.47% | 2.66% | -5.07% | 6.48% | 12.09% | 8.98% |
| Portfolio components: | ||||||
SDY SPDR S&P Dividend ETF | 1.47% | 2.66% | -5.07% | 6.48% | 12.09% | 8.98% |
Monthly Returns
The table below presents the monthly returns of SDY, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.85% | 2.79% | -1.29% | -3.42% | 1.67% | 1.47% | |||||||
| 2024 | -1.15% | 1.74% | 5.00% | -3.05% | 2.26% | -1.60% | 6.02% | 3.75% | 2.68% | -2.72% | 4.21% | -7.55% | 9.06% |
| 2023 | 3.47% | -2.77% | -1.14% | 1.02% | -6.14% | 5.19% | 3.48% | -3.62% | -5.30% | -2.67% | 6.89% | 5.27% | 2.61% |
| 2022 | -2.16% | -1.05% | 3.12% | -3.19% | 2.42% | -5.94% | 6.63% | -2.26% | -9.29% | 10.30% | 6.76% | -4.04% | -0.54% |
| 2021 | -0.62% | 5.25% | 7.26% | 4.00% | 2.17% | -1.89% | 0.69% | 1.31% | -5.09% | 4.77% | -2.02% | 7.82% | 25.32% |
| 2020 | -2.88% | -8.92% | -15.35% | 10.11% | 3.30% | 1.14% | 2.59% | 2.99% | -3.42% | 0.06% | 12.26% | 3.00% | 1.71% |
| 2019 | 6.27% | 4.25% | 0.78% | 2.12% | -5.57% | 5.88% | 0.94% | -2.40% | 3.93% | 1.63% | 1.91% | 1.98% | 23.29% |
| 2018 | 1.95% | -4.88% | 0.13% | -0.35% | 1.27% | 1.41% | 3.93% | 2.00% | 0.25% | -4.80% | 4.92% | -7.79% | -2.74% |
| 2017 | 0.72% | 3.01% | -0.22% | 0.59% | 0.09% | 0.74% | 1.14% | -0.91% | 3.12% | 1.26% | 4.15% | 1.21% | 15.82% |
| 2016 | -1.90% | 3.03% | 8.11% | 0.95% | 1.38% | 3.22% | 2.82% | -0.73% | -0.93% | -3.47% | 4.63% | 2.03% | 20.29% |
| 2015 | -2.40% | 3.07% | -0.85% | -0.66% | 1.00% | -2.25% | 1.73% | -4.99% | -1.38% | 7.75% | 0.21% | -1.46% | -0.80% |
| 2014 | -3.00% | 3.72% | 1.25% | 1.51% | 1.06% | 2.05% | -3.63% | 4.25% | -2.04% | 4.86% | 2.94% | 0.46% | 13.81% |
Expense Ratio
SDY has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SDY is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SDY SPDR S&P Dividend ETF | 0.32 | 0.51 | 1.07 | 0.29 | 0.89 |
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Dividends
Dividend yield
SDY provided a 2.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.62% | 2.56% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% |
| Portfolio components: | ||||||||||||
SDY SPDR S&P Dividend ETF | 2.62% | 2.56% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.82 | $0.00 | $0.00 | $0.82 | |||||||
| 2024 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $1.03 | $3.38 |
| 2023 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.81 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.98 | $3.30 |
| 2022 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.89 | $3.20 |
| 2021 | $0.00 | $0.00 | $0.81 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.97 | $3.39 |
| 2020 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.99 | $3.02 |
| 2019 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.79 | $2.64 |
| 2018 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.67 | $2.44 |
| 2017 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $2.96 | $4.43 |
| 2016 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $1.37 | $2.83 |
| 2015 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $3.17 | $4.56 |
| 2014 | $0.39 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $2.46 | $3.74 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SDY. 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 SDY was 54.75%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current SDY drawdown is 6.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.75% | Jun 4, 2007 | 445 | Mar 9, 2009 | 540 | Apr 28, 2011 | 985 |
| -36.7% | Feb 18, 2020 | 25 | Mar 23, 2020 | 172 | Nov 24, 2020 | 197 |
| -16.06% | Jul 8, 2011 | 22 | Aug 8, 2011 | 98 | Dec 27, 2011 | 120 |
| -15.21% | Aug 17, 2022 | 32 | Sep 30, 2022 | 44 | Dec 2, 2022 | 76 |
| -15.03% | Feb 3, 2023 | 185 | Oct 27, 2023 | 92 | Mar 12, 2024 | 277 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SDY | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.85 | 0.85 |
| SDY | 0.85 | 1.00 | 1.00 |
| Portfolio | 0.85 | 1.00 | 1.00 |