- ISIN
- US78468R7888
- CUSIP
- 78468R788
- Issuer
- State Street
- Inception Date
- Oct 21, 2015
- Region
- North America (U.S.)
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 High Dividend Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $7B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SPYD Performance Chart
State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) is up 11.5% since the beginning of the year. SPYD is currently trading at $47 per share. Investors who bought $1,000 worth of SPYD shares 5 years ago would now be looking at an investment worth $1,469.
Loading charts...
Returns By Period
State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has returned 11.52% so far this year and 17.94% over the past 12 months. Over the last ten years, SPYD has returned 8.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
State Street SPDR Portfolio S&P 500 High Dividend ETF
- 1D
- 0.52%
- 1M
- 0.07%
- YTD
- 11.52%
- 6M
- 11.31%
- 1Y
- 17.94%
- 3Y*
- 14.80%
- 5Y*
- 7.99%
- 10Y*
- 8.76%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SPYD Monthly Returns History
Based on dividend-adjusted daily data since Oct 22, 2015, SPYD's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +16.6%, while the worst month was Mar 2020 at -26.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SPYD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -13.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.69% | 5.98% | -4.18% | 3.36% | 1.00% | 0.47% | 11.52% | ||||||
| 2025 | 2.01% | 2.22% | -0.90% | -5.38% | 1.43% | 1.10% | 0.73% | 5.29% | -1.15% | -3.25% | 3.03% | -0.13% | 4.65% |
| 2024 | -1.63% | 0.83% | 5.73% | -3.37% | 3.91% | -0.39% | 7.21% | 4.54% | 2.26% | -1.01% | 4.67% | -7.41% | 15.34% |
| 2023 | 6.39% | -4.87% | -4.14% | 0.45% | -7.96% | 6.87% | 4.75% | -4.15% | -4.67% | -4.28% | 9.32% | 8.23% | 3.91% |
| 2022 | 1.88% | -0.21% | 4.37% | -2.84% | 4.38% | -9.52% | 3.76% | -2.87% | -10.87% | 10.04% | 6.92% | -3.94% | -1.17% |
| 2021 | 1.97% | 9.62% | 6.29% | 4.44% | 3.56% | -2.77% | -1.47% | 2.33% | -2.27% | 3.04% | -2.56% | 7.38% | 32.73% |
Benchmark Metrics
State Street SPDR Portfolio S&P 500 High Dividend ETF has an annualized alpha of -1.01%, beta of 0.85, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since October 22, 2015.
- This ETF participated in 92.65% of S&P 500 Index downside but only 79.42% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.01%
- Beta
- 0.85
- R²
- 0.61
- Upside Capture
- 79.42%
- Downside Capture
- 92.65%
Expense Ratio
SPYD has an expense ratio of 0.07%, which is considered low.
Return for Risk
Risk / Return Rank
SPYD ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPYD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.78 | -0.23 |
| Martin ratioReturn relative to average drawdown | 7.37 | 12.44 | -5.07 |
Dividends
Dividend History
State Street SPDR Portfolio S&P 500 High Dividend ETF provided a 5.36% dividend yield over the last twelve months, with an annual payout of $2.53 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.53 | $1.96 | $1.86 | $1.83 | $1.98 | $1.55 | $1.63 | $1.75 | $1.62 | $1.74 | $1.51 | $0.33 |
Dividend yield | 5.36% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street SPDR Portfolio S&P 500 High Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.54 | $0.99 | ||||||
| 2025 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.55 | $1.96 |
| 2024 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.55 | $1.86 |
| 2023 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.53 | $1.83 |
| 2022 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.51 | $1.98 |
| 2021 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.13 | $1.55 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the State Street SPDR Portfolio S&P 500 High 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 State Street SPDR Portfolio S&P 500 High Dividend ETF was 46.42%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.
The current State Street SPDR Portfolio S&P 500 High Dividend ETF drawdown is 2.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -46.42%Mar 2020 | 2mo 6d | 11mo 8d | 1y 1moJan 2020 - Feb 2021 |
2023 bear market2023 | -22.25%Oct 2023 | 1y 6mo | 8mo 18d | 2y 2moApr 2022 - Jul 2024 |
2025 selloff2025 | -16.13%Apr 2025 | 4mo 10d | 9mo 11d | 1y 1moNov 2024 - Jan 2026 |
Rate-hike selloffLate 2018 | -13.64%Dec 2018 | 4mo 5d | 1mo 27d | 6mo 2dAug 2018 - Feb 2019 |
2016 pullback2016 | -9.69%Jan 2016 | 2mo 17d | 1mo 12d | 3mo 29dNov 2015 - Mar 2016 |
Drawdown Indicators
| SPYD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.42% | -56.78% | +10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -9.10% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -18.90% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -22.25% | -25.43% | +3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -46.42% | -33.92% | -12.50% |
Current DrawdownCurrent decline from peak | -2.80% | -1.80% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -10.71% | +4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.03% | +0.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SPYD
Add State Street SPDR Portfolio S&P 500 High Dividend ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SPYD