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PSK vs. SPYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSK vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR ICE Preferred Securities ETF (PSK) 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, PSK achieves a -0.93% return, which is significantly lower than SPYD's 12.56% return. Over the past 10 years, PSK has underperformed SPYD with an annualized return of 2.00%, while SPYD has yielded a comparatively higher 8.86% annualized return.


PSK

1D
0.03%
1M
-0.91%
YTD
-0.93%
6M
-1.06%
1Y
3.05%
3Y*
3.78%
5Y*
-1.15%
10Y*
2.00%

SPYD

1D
0.93%
1M
1.01%
YTD
12.56%
6M
12.79%
1Y
18.22%
3Y*
15.16%
5Y*
8.06%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSK vs. SPYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSK
SPDR ICE Preferred Securities ETF
-0.93%2.69%4.81%8.91%-18.86%1.57%6.37%17.59%-4.54%12.44%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
12.56%4.65%15.34%3.91%-1.17%32.73%-11.64%21.20%-4.89%12.67%

Correlation

The correlation between PSK and SPYD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

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

0.39

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Return for Risk

PSK vs. SPYD — Risk / Return Rank

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

PSK
PSK Risk / Return Rank: 1515
Overall Rank
PSK Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PSK Sortino Ratio Rank: 1515
Sortino Ratio Rank
PSK Omega Ratio Rank: 1414
Omega Ratio Rank
PSK Calmar Ratio Rank: 1515
Calmar Ratio Rank
PSK Martin Ratio Rank: 1414
Martin Ratio Rank

SPYD
SPYD Risk / Return Rank: 4747
Overall Rank
SPYD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPYD Omega Ratio Rank: 4242
Omega Ratio Rank
SPYD Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPYD Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSK vs. SPYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR ICE Preferred Securities ETF (PSK) 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.


PSKSPYDDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.09

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.56

2.59

-2.04

Martin ratioReturn relative to average drawdown

1.14

7.47

-6.33

PSK vs. SPYD - Sharpe Ratio Comparison

The current PSK Sharpe Ratio is 0.50, which is lower than the SPYD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PSK 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

PSK vs. SPYD - Drawdown Comparison

The maximum PSK drawdown since its inception was -30.10%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for PSK and SPYD.


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Drawdown Indicators


PSKSPYDDifference

Max Drawdown

Largest peak-to-trough decline

-30.10%

-46.42%

+16.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.50%

-7.05%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-10.30%

-16.13%

+5.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

-22.25%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.10%

-46.42%

+16.32%

Current Drawdown

Current decline from peak

-6.31%

-1.89%

-4.42%

Average Drawdown

Average peak-to-trough decline

-3.98%

-6.14%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.44%

+0.23%

Volatility

PSK vs. SPYD - Volatility Comparison

The current volatility for SPDR ICE Preferred Securities ETF (PSK) is 1.71%, while State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 3.68%. This indicates that PSK experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSKSPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

3.68%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

8.05%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

11.87%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.75%

16.07%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.92%

19.78%

-7.86%

PSK vs. SPYD - Expense Ratio Comparison

PSK has a 0.45% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Dividends

PSK vs. SPYD - Dividend Comparison

PSK's dividend yield for the trailing twelve months is around 7.08%, more than SPYD's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
PSK
SPDR ICE Preferred Securities ETF
7.08%6.82%6.55%6.44%6.55%5.03%5.08%5.44%6.47%6.91%5.92%5.35%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
4.26%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


PSK and SPYD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPYD has higher volatility (3.68%) compared to PSK (1.71%). In terms of maximum drawdown, PSK dropped -30.10% vs SPYD's -46.42%.

On 10-year performance, SPYD leads with 8.86% vs 2.00% for PSK. On fees, SPYD is cheaper at 0.07% per year. On volatility, PSK has been the lower-risk option at 1.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPYD has performed better with a 8.86% return vs 2.00%. 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 0.45% for PSK.

PSK has the higher dividend yield at 7.08%, compared with 4.26% for SPYD.

PSK is categorized as Preferred Stock/Convertible Bonds, while SPYD is S&P 500. PSK tracks PSK-US - ICE Exchange-Listed Fixed& Adjustable Rate Preferred Securities Index, while SPYD tracks S&P 500 High Dividend Index. Their fees differ too: 0.45% for PSK and 0.07% for SPYD.

SPYD currently has the higher Sharpe Ratio (1.54 vs 0.50), 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

Find the right allocation for PSK and SPYD

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