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

Correlation

The correlation between ONEY and DGRO is 0.77, 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.


-0.50.00.51.00.8

Performance

ONEY vs. DGRO - Performance Comparison

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

140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
162.47%
195.95%
ONEY
DGRO

Key characteristics

Sharpe Ratio

ONEY:

1.08

DGRO:

1.91

Sortino Ratio

ONEY:

1.56

DGRO:

2.69

Omega Ratio

ONEY:

1.19

DGRO:

1.35

Calmar Ratio

ONEY:

1.68

DGRO:

3.15

Martin Ratio

ONEY:

5.27

DGRO:

11.43

Ulcer Index

ONEY:

2.51%

DGRO:

1.63%

Daily Std Dev

ONEY:

12.28%

DGRO:

9.75%

Max Drawdown

ONEY:

-46.80%

DGRO:

-35.10%

Current Drawdown

ONEY:

-6.73%

DGRO:

-4.91%

Returns By Period

In the year-to-date period, ONEY achieves a 11.53% return, which is significantly lower than DGRO's 16.70% return.


ONEY

YTD

11.53%

1M

-3.57%

6M

6.45%

1Y

12.14%

5Y*

10.90%

10Y*

N/A

DGRO

YTD

16.70%

1M

-2.05%

6M

7.52%

1Y

17.72%

5Y*

10.51%

10Y*

11.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ONEY vs. DGRO - Expense Ratio Comparison

ONEY has a 0.20% expense ratio, which is higher than DGRO's 0.08% 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%.


ONEY
SPDR Russell 1000 Yield Focus ETF
Expense ratio chart for ONEY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

ONEY vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Yield Focus ETF (ONEY) and iShares Core Dividend Growth ETF (DGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for ONEY, currently valued at 1.08, compared to the broader market0.002.004.001.081.91
The chart of Sortino ratio for ONEY, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.562.69
The chart of Omega ratio for ONEY, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.35
The chart of Calmar ratio for ONEY, currently valued at 1.68, compared to the broader market0.005.0010.0015.001.683.15
The chart of Martin ratio for ONEY, currently valued at 5.27, compared to the broader market0.0020.0040.0060.0080.00100.005.2711.43
ONEY
DGRO

The current ONEY Sharpe Ratio is 1.08, which is lower than the DGRO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ONEY and DGRO, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.08
1.91
ONEY
DGRO

Dividends

ONEY vs. DGRO - Dividend Comparison

ONEY's dividend yield for the trailing twelve months is around 2.37%, more than DGRO's 2.26% yield.


TTM2023202220212020201920182017201620152014
ONEY
SPDR Russell 1000 Yield Focus ETF
2.37%3.14%3.17%2.46%2.74%3.17%3.72%10.73%3.19%0.29%0.00%
DGRO
iShares Core Dividend Growth ETF
2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

ONEY vs. DGRO - Drawdown Comparison

The maximum ONEY drawdown since its inception was -46.80%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ONEY and DGRO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.73%
-4.91%
ONEY
DGRO

Volatility

ONEY vs. DGRO - Volatility Comparison

SPDR Russell 1000 Yield Focus ETF (ONEY) has a higher volatility of 4.11% compared to iShares Core Dividend Growth ETF (DGRO) at 3.52%. This indicates that ONEY's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.11%
3.52%
ONEY
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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