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SPDR Portfolio S&P 500 High Dividend ETF (SPYD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78468R7888
CUSIP78468R788
IssuerState Street
Inception DateOct 21, 2015
RegionNorth America (U.S.)
CategoryAll Cap Equities, Dividend
Index TrackedS&P 500 High Dividend Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

SPYD has an expense ratio of 0.07% which is considered to be low.


Expense ratio chart for SPYD: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

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


SPDR Portfolio S&P 500 High Dividend ETF

Popular comparisons: SPYD vs. SPY, SPYD vs. SCHD, SPYD vs. SPHD, SPYD vs. VYM, SPYD vs. JEPI, SPYD vs. SPYG, SPYD vs. VOO, SPYD vs. SDY, SPYD vs. HDV, SPYD vs. VIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio S&P 500 High 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.


80.00%100.00%120.00%140.00%160.00%2024FebruaryMarchAprilMayJune
98.31%
166.24%
SPYD (SPDR Portfolio S&P 500 High Dividend ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Portfolio S&P 500 High Dividend ETF had a return of 4.48% year-to-date (YTD) and 16.08% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.48%14.57%
1 month-0.84%2.97%
6 months5.15%14.93%
1 year16.08%24.71%
5 years (annualized)6.03%13.14%
10 years (annualized)N/A10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.63%0.83%5.73%-3.37%3.91%4.48%
20236.39%-4.87%-4.14%0.45%-7.96%6.87%4.75%-4.15%-4.67%-4.28%9.32%8.23%3.91%
20221.88%-0.21%4.37%-2.84%4.38%-9.52%3.76%-2.87%-10.87%10.04%6.92%-3.94%-1.17%
20211.97%9.62%6.29%4.44%3.56%-2.77%-1.47%2.33%-2.27%3.04%-2.56%7.38%32.73%
2020-3.37%-10.36%-26.80%13.17%0.86%0.43%0.65%1.61%-2.91%0.73%16.59%4.25%-11.64%
20198.07%2.53%1.14%1.98%-7.10%7.40%-0.34%-4.91%6.60%0.79%1.62%2.73%21.20%
20181.71%-5.46%0.27%1.20%1.52%2.53%1.47%1.06%-0.73%-2.89%3.51%-8.48%-4.89%
20170.72%2.76%-1.39%-0.43%0.14%1.37%1.10%-1.32%3.22%0.49%4.48%1.00%12.67%
2016-1.12%3.08%8.86%1.39%0.05%3.72%3.25%-0.40%0.56%-2.42%5.07%0.64%24.58%
2015-0.82%-1.33%-0.47%-2.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPYD is 44, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SPYD is 4444
SPYD (SPDR Portfolio S&P 500 High Dividend ETF)
The Sharpe Ratio Rank of SPYD is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 4545Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 4444Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 4545Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 4242Martin 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 500 High Dividend ETF (SPYD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SPYD
Sharpe ratio
The chart of Sharpe ratio for SPYD, currently valued at 0.98, compared to the broader market0.002.004.006.000.98
Sortino ratio
The chart of Sortino ratio for SPYD, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for SPYD, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for SPYD, currently valued at 0.66, compared to the broader market0.005.0010.0015.0020.000.66
Martin ratio
The chart of Martin ratio for SPYD, currently valued at 2.96, compared to the broader market0.0020.0040.0060.0080.00100.002.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.008.36

Sharpe Ratio

The current SPDR Portfolio S&P 500 High Dividend ETF Sharpe ratio is 0.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Portfolio S&P 500 High Dividend ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.98
2.24
SPYD (SPDR Portfolio S&P 500 High Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Portfolio S&P 500 High Dividend ETF granted a 4.58% dividend yield in the last twelve months. The annual payout for that period amounted to $1.83 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$1.83$1.83$1.98$1.55$1.63$1.75$1.62$1.74$1.51$0.33

Dividend yield

4.58%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for 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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.37$0.00$0.00$0.49$0.86
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
2020$0.00$0.00$0.40$0.00$0.00$0.37$0.00$0.00$0.26$0.00$0.00$0.61$1.63
2019$0.00$0.00$0.34$0.00$0.00$0.46$0.00$0.00$0.45$0.00$0.00$0.50$1.75
2018$0.00$0.00$0.35$0.00$0.00$0.38$0.00$0.00$0.45$0.00$0.00$0.44$1.62
2017$0.00$0.00$0.32$0.00$0.00$0.34$0.00$0.00$0.36$0.00$0.00$0.71$1.74
2016$0.00$0.00$0.28$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00$0.59$1.51
2015$0.33$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-2.22%
-0.41%
SPYD (SPDR Portfolio S&P 500 High Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the 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 SPDR Portfolio S&P 500 High Dividend ETF was 46.42%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.

The current SPDR Portfolio S&P 500 High Dividend ETF drawdown is 2.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.42%Jan 17, 202045Mar 23, 2020233Feb 24, 2021278
-22.25%Apr 21, 2022383Oct 27, 2023
-13.64%Aug 21, 201887Dec 24, 201837Feb 19, 2019124
-9.69%Nov 4, 201552Jan 20, 201629Mar 2, 201681
-9.6%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131

Volatility

Volatility Chart

The current SPDR Portfolio S&P 500 High Dividend ETF volatility is 3.74%, 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%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.74%
2.38%
SPYD (SPDR Portfolio S&P 500 High Dividend ETF)
Benchmark (^GSPC)