SDY vs. SYLD
Compare and contrast key facts about SPDR S&P Dividend ETF (SDY) and Cambria Shareholder Yield ETF (SYLD).
SDY and SYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDY or SYLD.
Performance
SDY vs. SYLD - Performance Comparison
Returns By Period
In the year-to-date period, SDY achieves a 13.77% return, which is significantly higher than SYLD's 10.02% return. Over the past 10 years, SDY has underperformed SYLD with an annualized return of 9.57%, while SYLD has yielded a comparatively higher 11.81% annualized return.
SDY
13.77%
-2.68%
6.74%
21.72%
8.61%
9.57%
SYLD
10.02%
-0.52%
4.68%
21.48%
15.87%
11.81%
Key characteristics
| SDY | SYLD | |
|---|---|---|
| Sharpe Ratio | 2.14 | 1.25 |
| Sortino Ratio | 3.00 | 1.84 |
| Omega Ratio | 1.39 | 1.22 |
| Calmar Ratio | 2.35 | 2.35 |
| Martin Ratio | 12.33 | 5.51 |
| Ulcer Index | 1.76% | 3.59% |
| Daily Std Dev | 10.16% | 15.82% |
| Max Drawdown | -54.75% | -45.36% |
| Current Drawdown | -2.79% | -2.27% |
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SDY vs. SYLD - Expense Ratio Comparison
SDY has a 0.35% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Correlation
The correlation between SDY and SYLD is 0.85, 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.
Risk-Adjusted Performance
SDY vs. SYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Dividend ETF (SDY) 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.
Dividends
SDY vs. SYLD - Dividend Comparison
SDY's dividend yield for the trailing twelve months is around 2.95%, more than SYLD's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDY SPDR S&P Dividend ETF | 2.95% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
SYLD Cambria Shareholder Yield ETF | 1.79% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
Drawdowns
SDY vs. SYLD - Drawdown Comparison
The maximum SDY drawdown since its inception was -54.75%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for SDY and SYLD. For additional features, visit the drawdowns tool.
Volatility
SDY vs. SYLD - Volatility Comparison
The current volatility for SPDR S&P Dividend ETF (SDY) is 2.69%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 5.70%. This indicates that SDY experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.