REP.DE vs. SPYD
Compare and contrast key facts about Repsol (REP.DE) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REP.DE or SPYD.
Key characteristics
| REP.DE | SPYD | |
|---|---|---|
| YTD Return | 13.78% | 6.70% |
| 1Y Return | 17.07% | 19.73% |
| 3Y Return (Ann) | 16.04% | 4.23% |
| 5Y Return (Ann) | 6.46% | 6.84% |
| Sharpe Ratio | 0.74 | 1.30 |
| Daily Std Dev | 25.41% | 15.32% |
| Max Drawdown | -62.99% | -46.42% |
| Current Drawdown | -7.72% | -0.14% |
Correlation
The correlation between REP.DE and SPYD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
REP.DE vs. SPYD - Performance Comparison
In the year-to-date period, REP.DE achieves a 13.78% return, which is significantly higher than SPYD's 6.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
REP.DE vs. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Repsol (REP.DE) and 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.
Dividends
REP.DE vs. SPYD - Dividend Comparison
REP.DE's dividend yield for the trailing twelve months is around 5.04%, more than SPYD's 4.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REP.DE Repsol | 5.04% | 5.19% | 4.23% | 2.87% | 9.40% | 6.59% | 11.66% | 5.48% | 4.61% | 9.17% | 11.91% | 5.03% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.38% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 4.34% | 1.13% | 0.00% | 0.00% |
Drawdowns
REP.DE vs. SPYD - Drawdown Comparison
The maximum REP.DE drawdown since its inception was -62.99%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for REP.DE and SPYD. For additional features, visit the drawdowns tool.
Volatility
REP.DE vs. SPYD - Volatility Comparison
Repsol (REP.DE) has a higher volatility of 6.42% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 2.60%. This indicates that REP.DE's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.