BIBDX vs. SPY
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and State Street SPDR S&P 500 ETF (SPY).
BIBDX is managed by BlackRock. It was launched on Apr 6, 2008. 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.
Performance
BIBDX vs. SPY - Performance Comparison
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BIBDX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | -2.28% | 19.32% | 9.72% | 16.59% | -13.72% | 17.70% | 6.91% | 22.80% | -10.46% | 19.39% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, BIBDX achieves a -2.28% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, BIBDX has underperformed SPY with an annualized return of 8.17%, while SPY has yielded a comparatively higher 14.06% annualized return.
BIBDX
- 1D
- 2.94%
- 1M
- -6.85%
- YTD
- -2.28%
- 6M
- -0.73%
- 1Y
- 15.24%
- 3Y*
- 11.77%
- 5Y*
- 7.49%
- 10Y*
- 8.17%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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BIBDX vs. SPY - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
BIBDX vs. SPY — Risk / Return Rank
BIBDX
SPY
BIBDX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) and State Street 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.
| BIBDX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.96 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.49 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.53 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.06 | 7.27 | -1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIBDX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.96 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.79 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.09 |
Correlation
The correlation between BIBDX and SPY is 0.88, 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.
Dividends
BIBDX vs. SPY - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 20.61%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 20.61% | 20.14% | 8.09% | 2.00% | 6.51% | 18.01% | 5.94% | 7.97% | 7.05% | 6.47% | 2.47% | 4.34% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
BIBDX vs. SPY - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -41.81%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BIBDX and SPY.
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Drawdown Indicators
| BIBDX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.81% | -55.19% | +13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -12.05% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -24.50% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -33.72% | +0.57% |
Current DrawdownCurrent decline from peak | -7.75% | -5.53% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -9.09% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.54% | +0.14% |
Volatility
BIBDX vs. SPY - Volatility Comparison
BlackRock Global Dividend Portfolio (BIBDX) has a higher volatility of 6.23% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that BIBDX'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.
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Volatility by Period
| BIBDX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 5.35% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 9.50% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 19.06% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 17.06% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 17.92% | -2.79% |