PortfoliosLab logo
SPDR Portfolio S&P Sector Neutral Dividend ETF (SP...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R4653

CUSIP

78468R465

Inception Date

Sep 11, 2023

Region

North America (U.S.)

Category

Dividend

Leveraged

1x

Index Tracked

S&P Sector-Neutral High Yield Dividend Aristocrats Index

Distribution Policy

Distributing

Asset Class

Equity

Expense Ratio

SPDG has an expense ratio of 0.05%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio S&P Sector Neutral Dividend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
27.55%
26.85%
SPDG (SPDR Portfolio S&P Sector Neutral Dividend ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) returned -1.89% year-to-date (YTD) and 11.62% over the past 12 months.


SPDG

YTD

-1.89%

1M

2.81%

6M

-4.05%

1Y

11.62%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of SPDG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.34%1.23%-3.23%-4.32%1.30%-1.89%
20241.45%2.11%4.28%-4.49%2.67%2.37%4.72%2.57%3.21%-1.37%4.16%-2.66%20.22%
2023-3.29%-2.88%7.82%6.78%8.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPDG is 74, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPDG is 7474
Overall Rank
The Sharpe Ratio Rank of SPDG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SPDG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SPDG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPDG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPDG is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR Portfolio S&P Sector Neutral Dividend ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.69
  • All Time: 1.05

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR Portfolio S&P Sector Neutral Dividend ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.69
0.44
SPDG (SPDR Portfolio S&P Sector Neutral Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Portfolio S&P Sector Neutral Dividend ETF provided a 2.86% dividend yield over the last twelve months, with an annual payout of $1.05 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.0020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$1.05$0.98$0.29

Dividend yield

2.86%2.61%0.90%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Portfolio S&P Sector Neutral Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.25$0.00$0.00$0.25
2024$0.00$0.00$0.19$0.00$0.00$0.27$0.00$0.00$0.25$0.00$0.00$0.28$0.98
2023$0.29$0.29

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.31%
-7.88%
SPDG (SPDR Portfolio S&P Sector Neutral Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Portfolio S&P Sector Neutral Dividend ETF. 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 SPDR Portfolio S&P Sector Neutral Dividend ETF was 15.67%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current SPDR Portfolio S&P Sector Neutral Dividend ETF drawdown is 7.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.67%Feb 21, 202533Apr 8, 2025
-8.76%Sep 15, 202331Oct 27, 202323Nov 30, 202354
-6.11%Jul 17, 202416Aug 7, 20248Aug 19, 202424
-5.53%Apr 1, 202414Apr 18, 202419May 15, 202433
-4.67%Dec 17, 202416Jan 10, 20256Jan 21, 202522

Volatility

Volatility Chart

The current SPDR Portfolio S&P Sector Neutral Dividend ETF volatility is 5.18%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.18%
6.82%
SPDG (SPDR Portfolio S&P Sector Neutral Dividend ETF)
Benchmark (^GSPC)