ONEY vs. SYLD
Compare and contrast key facts about SPDR Russell 1000 Yield Focus ETF (ONEY) and Cambria Shareholder Yield ETF (SYLD).
ONEY and SYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ONEY is a passively managed fund by State Street that tracks the performance of the Russell 1000 Yield Focused Factor Index. It was launched on Dec 2, 2015. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
ONEY vs. SYLD - Performance Comparison
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ONEY vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ONEY SPDR Russell 1000 Yield Focus ETF | 6.46% | 7.74% | 11.63% | 11.12% | -3.60% | 37.11% | 2.17% | 27.45% | -8.71% | 15.46% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Returns By Period
In the year-to-date period, ONEY achieves a 6.46% return, which is significantly lower than SYLD's 9.10% return. Over the past 10 years, ONEY has underperformed SYLD with an annualized return of 11.41%, while SYLD has yielded a comparatively higher 12.45% annualized return.
ONEY
- 1D
- 1.31%
- 1M
- -4.15%
- YTD
- 6.46%
- 6M
- 7.75%
- 1Y
- 13.49%
- 3Y*
- 11.93%
- 5Y*
- 9.12%
- 10Y*
- 11.41%
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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ONEY vs. SYLD - Expense Ratio Comparison
ONEY has a 0.20% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Return for Risk
ONEY vs. SYLD — Risk / Return Rank
ONEY
SYLD
ONEY vs. SYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Yield Focus ETF (ONEY) and Cambria Shareholder Yield ETF (SYLD). 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.
| ONEY | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.97 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.51 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.42 | -0.31 |
Martin ratioReturn relative to average drawdown | 4.67 | 5.52 | -0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ONEY | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.97 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.33 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.54 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.56 | +0.02 |
Correlation
The correlation between ONEY and SYLD is 0.83, 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.
Dividends
ONEY vs. SYLD - Dividend Comparison
ONEY's dividend yield for the trailing twelve months is around 3.02%, more than SYLD's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONEY SPDR Russell 1000 Yield Focus ETF | 3.02% | 3.15% | 3.18% | 3.14% | 3.17% | 2.46% | 2.74% | 3.17% | 3.72% | 10.73% | 6.31% | 0.29% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
ONEY vs. SYLD - Drawdown Comparison
The maximum ONEY drawdown since its inception was -46.80%, roughly equal to the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for ONEY and SYLD.
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Drawdown Indicators
| ONEY | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.80% | -45.36% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -14.90% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -18.93% | -26.62% | +7.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.80% | -45.36% | -1.44% |
Current DrawdownCurrent decline from peak | -4.51% | -3.17% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -5.72% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.83% | -0.70% |
Volatility
ONEY vs. SYLD - Volatility Comparison
SPDR Russell 1000 Yield Focus ETF (ONEY) and Cambria Shareholder Yield ETF (SYLD) have volatilities of 3.85% and 4.04%, 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
| ONEY | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 4.04% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 11.47% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 21.53% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 20.91% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.87% | 22.97% | -3.10% |