MSTB vs. SPY
Compare and contrast key facts about LHA Market State Tactical Beta ETF (MSTB) and SPDR S&P 500 ETF (SPY).
MSTB and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSTB is an actively managed fund by Little Harbor Advisors. It was launched on Sep 30, 2020. 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: MSTB or SPY.
Correlation
The correlation between MSTB and SPY is 0.92, 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
MSTB vs. SPY - Performance Comparison
Key characteristics
MSTB:
1.38
SPY:
1.88
MSTB:
1.97
SPY:
2.53
MSTB:
1.25
SPY:
1.35
MSTB:
2.48
SPY:
2.83
MSTB:
8.77
SPY:
11.74
MSTB:
1.94%
SPY:
2.02%
MSTB:
12.32%
SPY:
12.64%
MSTB:
-25.64%
SPY:
-55.19%
MSTB:
-0.60%
SPY:
-0.42%
Returns By Period
In the year-to-date period, MSTB achieves a 3.39% return, which is significantly lower than SPY's 4.15% return.
MSTB
3.39%
0.23%
5.90%
17.51%
N/A
N/A
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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MSTB vs. SPY - Expense Ratio Comparison
MSTB has a 1.18% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
MSTB vs. SPY — Risk-Adjusted Performance Rank
MSTB
SPY
MSTB vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LHA Market State Tactical Beta ETF (MSTB) 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
MSTB vs. SPY - Dividend Comparison
MSTB's dividend yield for the trailing twelve months is around 0.90%, less than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTB LHA Market State Tactical Beta ETF | 0.90% | 0.93% | 0.16% | 1.34% | 2.20% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
MSTB vs. SPY - Drawdown Comparison
The maximum MSTB drawdown since its inception was -25.64%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MSTB and SPY. For additional features, visit the drawdowns tool.
Volatility
MSTB vs. SPY - Volatility Comparison
LHA Market State Tactical Beta ETF (MSTB) and SPDR S&P 500 ETF (SPY) have volatilities of 3.04% and 2.93%, 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.