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ONEV vs. ONEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ONEV and ONEY is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ONEV vs. ONEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and SPDR Russell 1000 Yield Focus ETF (ONEY). The values are adjusted to include any dividend payments, if applicable.

130.00%140.00%150.00%160.00%170.00%180.00%NovemberDecember2025FebruaryMarchApril
157.83%
152.27%
ONEV
ONEY

Key characteristics

Sharpe Ratio

ONEV:

0.42

ONEY:

0.18

Sortino Ratio

ONEV:

0.71

ONEY:

0.37

Omega Ratio

ONEV:

1.09

ONEY:

1.05

Calmar Ratio

ONEV:

0.42

ONEY:

0.17

Martin Ratio

ONEV:

1.51

ONEY:

0.66

Ulcer Index

ONEV:

4.12%

ONEY:

4.63%

Daily Std Dev

ONEV:

14.71%

ONEY:

16.57%

Max Drawdown

ONEV:

-39.72%

ONEY:

-46.80%

Current Drawdown

ONEV:

-8.38%

ONEY:

-10.35%

Returns By Period

In the year-to-date period, ONEV achieves a -1.75% return, which is significantly higher than ONEY's -3.97% return.


ONEV

YTD

-1.75%

1M

-2.74%

6M

-3.55%

1Y

5.39%

5Y*

15.22%

10Y*

N/A

ONEY

YTD

-3.97%

1M

-4.44%

6M

-5.51%

1Y

2.10%

5Y*

18.81%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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ONEV vs. ONEY - Expense Ratio Comparison

Both ONEV and ONEY have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for ONEV: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ONEV: 0.20%
Expense ratio chart for ONEY: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ONEY: 0.20%

Risk-Adjusted Performance

ONEV vs. ONEY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ONEV
The Risk-Adjusted Performance Rank of ONEV is 5353
Overall Rank
The Sharpe Ratio Rank of ONEV is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEV is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ONEV is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ONEV is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ONEV is 5353
Martin Ratio Rank

ONEY
The Risk-Adjusted Performance Rank of ONEY is 3636
Overall Rank
The Sharpe Ratio Rank of ONEY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEY is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ONEY is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ONEY is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ONEY is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ONEV vs. ONEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and SPDR Russell 1000 Yield Focus ETF (ONEY). 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 chart of Sharpe ratio for ONEV, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
ONEV: 0.42
ONEY: 0.18
The chart of Sortino ratio for ONEV, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
ONEV: 0.71
ONEY: 0.37
The chart of Omega ratio for ONEV, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
ONEV: 1.09
ONEY: 1.05
The chart of Calmar ratio for ONEV, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
ONEV: 0.42
ONEY: 0.17
The chart of Martin ratio for ONEV, currently valued at 1.51, compared to the broader market0.0020.0040.0060.00
ONEV: 1.51
ONEY: 0.66

The current ONEV Sharpe Ratio is 0.42, which is higher than the ONEY Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ONEV and ONEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.18
ONEV
ONEY

Dividends

ONEV vs. ONEY - Dividend Comparison

ONEV's dividend yield for the trailing twelve months is around 1.96%, less than ONEY's 3.33% yield.


TTM2024202320222021202020192018201720162015
ONEV
SPDR Russell 1000 Low Volatility Focus ETF
1.96%1.88%1.79%1.80%1.44%1.87%2.07%2.14%6.91%2.02%0.08%
ONEY
SPDR Russell 1000 Yield Focus ETF
3.33%3.18%3.14%3.17%2.46%2.74%3.17%3.72%10.73%3.19%0.29%

Drawdowns

ONEV vs. ONEY - Drawdown Comparison

The maximum ONEV drawdown since its inception was -39.72%, smaller than the maximum ONEY drawdown of -46.80%. Use the drawdown chart below to compare losses from any high point for ONEV and ONEY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.38%
-10.35%
ONEV
ONEY

Volatility

ONEV vs. ONEY - Volatility Comparison

The current volatility for SPDR Russell 1000 Low Volatility Focus ETF (ONEV) is 9.96%, while SPDR Russell 1000 Yield Focus ETF (ONEY) has a volatility of 11.86%. This indicates that ONEV experiences smaller price fluctuations and is considered to be less risky than ONEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.96%
11.86%
ONEV
ONEY