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NZAC vs. SPYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NZAC vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NZAC achieves a 7.28% return, which is significantly lower than SPYD's 16.95% return. Over the past 10 years, NZAC has outperformed SPYD with an annualized return of 11.72%, while SPYD has yielded a comparatively lower 8.85% annualized return.


NZAC

1D
0.40%
1M
0.10%
6M
6.19%
YTD
7.28%
1Y
18.88%
3Y*
16.58%
5Y*
9.32%
10Y*
11.72%
ALL TIME*
10.06%

SPYD

1D
-0.48%
1M
2.23%
6M
11.71%
YTD
16.95%
1Y
22.08%
3Y*
13.78%
5Y*
9.35%
10Y*
8.85%
ALL TIME*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$201.08K$143.38K$203.83K
$48.08M$45.65M$55.32M

NZAC vs. SPYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
7.28%20.55%16.67%23.22%-19.77%18.35%17.21%28.24%-9.80%22.93%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
16.95%4.65%15.34%3.91%-1.17%32.73%-11.64%21.20%-4.89%12.67%

Correlation

The correlation between NZAC and SPYD is 0.22, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.22

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2015

0.58

Over the past year, the correlation between NZAC and SPYD has dropped to 0.22 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

NZAC vs. SPYD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NZAC
NZAC Risk / Return Rank: 5151
Overall Rank
NZAC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 5050
Sortino Ratio Rank
NZAC Omega Ratio Rank: 4949
Omega Ratio Rank
NZAC Calmar Ratio Rank: 4848
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5858
Martin Ratio Rank

SPYD
SPYD Risk / Return Rank: 7878
Overall Rank
SPYD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYD Omega Ratio Rank: 7474
Omega Ratio Rank
SPYD Calmar Ratio Rank: 8282
Calmar Ratio Rank
SPYD Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NZAC vs. SPYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NZACSPYDDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.74

3.01

-1.27

Martin ratioReturn relative to average drawdown

6.88

8.94

-2.06

NZAC vs. SPYD - Sharpe Ratio Comparison

The current NZAC Sharpe Ratio is 1.25, which is lower than the SPYD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of NZAC and SPYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NZAC vs. SPYD - Drawdown Comparison

The maximum NZAC drawdown since its inception was -33.72%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for NZAC and SPYD.


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Drawdown Indicators


NZACSPYDDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-46.42%

+12.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-7.05%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-16.13%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-22.25%

-6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-46.42%

+12.70%

Current Drawdown

Current decline from peak

-2.23%

-2.06%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.28%

-6.09%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.37%

+0.18%

Volatility

NZAC vs. SPYD - Volatility Comparison

SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) have volatilities of 4.07% and 4.00%, 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.


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Volatility by Period


NZACSPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

4.00%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

8.41%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

11.94%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

15.98%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

19.77%

-2.70%

NZAC vs. SPYD - Expense Ratio Comparison

NZAC has a 0.12% expense ratio, which is higher than SPYD's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NZAC vs. SPYD - Dividend Comparison

NZAC's dividend yield for the trailing twelve months is around 2.07%, less than SPYD's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
2.07%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
4.10%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%

Frequently Asked Questions


NZAC and SPYD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NZAC has higher volatility (4.07%) compared to SPYD (4.00%). In terms of maximum drawdown, NZAC dropped -33.72% vs SPYD's -46.42%.

On 10-year performance, NZAC leads with 11.72% vs 8.85% for SPYD. On fees, SPYD is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NZAC has performed better with a 11.72% return vs 8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYD is cheaper with a 0.07% expense ratio, compared with 0.12% for NZAC.

SPYD has the higher dividend yield at 4.10%, compared with 2.07% for NZAC.

NZAC is categorized as Global Equities, while SPYD is S&P 500. NZAC tracks MSCI ACWI Climate Paris Aligned Index, while SPYD tracks S&P 500 High Dividend Index. Their fees differ too: 0.12% for NZAC and 0.07% for SPYD.

SPYD currently has the higher Sharpe Ratio (1.79 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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