BRNY vs. SPLG
Compare and contrast key facts about Burney U.S. Factor Rotation ETF (BRNY) and SPDR Portfolio S&P 500 ETF (SPLG).
BRNY and SPLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRNY is an actively managed fund by Alpha Architect. It was launched on Oct 13, 2022. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRNY or SPLG.
Correlation
The correlation between BRNY and SPLG is 0.90, 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
BRNY vs. SPLG - Performance Comparison
Key characteristics
BRNY:
0.36
SPLG:
0.28
BRNY:
0.63
SPLG:
0.52
BRNY:
1.09
SPLG:
1.08
BRNY:
0.38
SPLG:
0.28
BRNY:
1.63
SPLG:
1.33
BRNY:
4.51%
SPLG:
3.92%
BRNY:
20.57%
SPLG:
18.79%
BRNY:
-19.14%
SPLG:
-54.52%
BRNY:
-13.32%
SPLG:
-12.61%
Returns By Period
In the year-to-date period, BRNY achieves a -7.68% return, which is significantly higher than SPLG's -8.61% return.
BRNY
-7.68%
-3.66%
-5.15%
6.65%
N/A
N/A
SPLG
-8.61%
-4.18%
-7.27%
4.45%
15.71%
11.78%
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BRNY vs. SPLG - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
BRNY vs. SPLG — Risk-Adjusted Performance Rank
BRNY
SPLG
BRNY vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and SPDR Portfolio S&P 500 ETF (SPLG). 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
BRNY vs. SPLG - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.26%, less than SPLG's 1.43% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.26% | 0.23% | 0.69% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.43% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
BRNY vs. SPLG - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for BRNY and SPLG. For additional features, visit the drawdowns tool.
Volatility
BRNY vs. SPLG - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 13.97% and 13.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.