DLR vs. SPHD
Compare and contrast key facts about Digital Realty Trust, Inc. (DLR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DLR or SPHD.
Performance
DLR vs. SPHD - Performance Comparison
Returns By Period
In the year-to-date period, DLR achieves a 39.55% return, which is significantly higher than SPHD's 21.91% return. Over the past 10 years, DLR has outperformed SPHD with an annualized return of 14.59%, while SPHD has yielded a comparatively lower 8.70% annualized return.
DLR
39.55%
10.83%
29.90%
40.86%
12.58%
14.59%
SPHD
21.91%
-1.53%
12.57%
31.10%
7.65%
8.70%
Key characteristics
| DLR | SPHD | |
|---|---|---|
| Sharpe Ratio | 1.54 | 2.85 |
| Sortino Ratio | 2.20 | 4.07 |
| Omega Ratio | 1.29 | 1.53 |
| Calmar Ratio | 2.04 | 2.25 |
| Martin Ratio | 7.99 | 19.60 |
| Ulcer Index | 5.03% | 1.62% |
| Daily Std Dev | 26.16% | 11.17% |
| Max Drawdown | -56.80% | -41.39% |
| Current Drawdown | -0.01% | -1.53% |
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Correlation
The correlation between DLR and SPHD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DLR vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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
DLR vs. SPHD - Dividend Comparison
DLR's dividend yield for the trailing twelve months is around 2.66%, less than SPHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 2.66% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.40% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
DLR vs. SPHD - Drawdown Comparison
The maximum DLR drawdown since its inception was -56.80%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for DLR and SPHD. For additional features, visit the drawdowns tool.
Volatility
DLR vs. SPHD - Volatility Comparison
Digital Realty Trust, Inc. (DLR) has a higher volatility of 11.67% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.64%. This indicates that DLR's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.