AESR vs. SPY
Compare and contrast key facts about Anfield U.S. Equity Sector Rotation ETF (AESR) and SPDR S&P 500 ETF (SPY).
AESR and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AESR is an actively managed fund by Regents Park Funds. It was launched on Dec 17, 2019. 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: AESR or SPY.
Performance
AESR vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, AESR achieves a 27.88% return, which is significantly higher than SPY's 26.47% return.
AESR
27.88%
3.09%
11.56%
35.28%
N/A
N/A
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| AESR | SPY | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.69 |
| Sortino Ratio | 3.31 | 3.59 |
| Omega Ratio | 1.43 | 1.50 |
| Calmar Ratio | 3.60 | 3.88 |
| Martin Ratio | 14.45 | 17.47 |
| Ulcer Index | 2.43% | 1.87% |
| Daily Std Dev | 14.50% | 12.14% |
| Max Drawdown | -31.06% | -55.19% |
| Current Drawdown | -1.01% | -0.54% |
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AESR vs. SPY - Expense Ratio Comparison
AESR has a 1.46% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between AESR and SPY is 0.95, 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.
Risk-Adjusted Performance
AESR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Anfield U.S. Equity Sector Rotation ETF (AESR) 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.
Dividends
AESR vs. SPY - Dividend Comparison
AESR's dividend yield for the trailing twelve months is around 0.15%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AESR Anfield U.S. Equity Sector Rotation ETF | 0.15% | 0.33% | 0.73% | 6.59% | 1.06% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
AESR vs. SPY - Drawdown Comparison
The maximum AESR drawdown since its inception was -31.06%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AESR and SPY. For additional features, visit the drawdowns tool.
Volatility
AESR vs. SPY - Volatility Comparison
Anfield U.S. Equity Sector Rotation ETF (AESR) has a higher volatility of 4.24% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that AESR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.