HELO vs. SPLG

The year-to-date returns for both investments are quite close, with HELO having a -3.41% return and SPLG slightly higher at -3.40%.

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HELO has a 0.50% expense ratio, which is higher than SPLG's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Laddered Overlay ETF (HELO) 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.

The current HELO Sharpe Ratio is 0.69, which is higher than the SPLG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HELO and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HELO's dividend yield for the trailing twelve months is around 0.68%, less than SPLG's 1.35% yield.

The maximum HELO drawdown since its inception was -10.89%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for HELO and SPLG. For additional features, visit the drawdowns tool.