^SP500TR vs. SPY
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or SPY.
Correlation
The correlation between ^SP500TR and SPY is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^SP500TR vs. SPY - Performance Comparison
Key characteristics
^SP500TR:
0.73
SPY:
0.70
^SP500TR:
1.13
SPY:
1.11
^SP500TR:
1.17
SPY:
1.17
^SP500TR:
0.75
SPY:
0.75
^SP500TR:
2.98
SPY:
2.96
^SP500TR:
4.74%
SPY:
4.74%
^SP500TR:
19.40%
SPY:
20.05%
^SP500TR:
-55.25%
SPY:
-55.19%
^SP500TR:
-7.80%
SPY:
-7.79%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^SP500TR having a -3.52% return and SPY slightly lower at -3.56%. Both investments have delivered pretty close results over the past 10 years, with ^SP500TR having a 12.35% annualized return and SPY not far behind at 12.25%.
^SP500TR
-3.52%
11.44%
-0.43%
11.69%
16.53%
12.35%
SPY
-3.56%
11.52%
-0.47%
11.62%
16.42%
12.25%
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Risk-Adjusted Performance
^SP500TR vs. SPY — Risk-Adjusted Performance Rank
^SP500TR
SPY
^SP500TR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and SPDR S&P 500 ETF (SPY). 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.
Drawdowns
^SP500TR vs. SPY - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and SPY. For additional features, visit the drawdowns tool.
Volatility
^SP500TR vs. SPY - Volatility Comparison
The current volatility for S&P 500 Total Return (^SP500TR) is 13.19%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.12%. This indicates that ^SP500TR experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.