SPFF vs. ABR
Compare and contrast key facts about Global X SuperIncome Preferred ETF (SPFF) and Arbor Realty Trust, Inc. (ABR).
SPFF is a passively managed fund by Global X that tracks the performance of the S&P Enhanced Yield North American Preferred Stock Index. It was launched on Jul 17, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPFF or ABR.
Key characteristics
| SPFF | ABR | |
|---|---|---|
| YTD Return | 13.59% | 12.38% |
| 1Y Return | 22.73% | 36.91% |
| 3Y Return (Ann) | -0.16% | 2.95% |
| 5Y Return (Ann) | 2.80% | 11.00% |
| 10Y Return (Ann) | 2.50% | 19.16% |
| Sharpe Ratio | 2.31 | 0.85 |
| Sortino Ratio | 3.25 | 1.31 |
| Omega Ratio | 1.44 | 1.18 |
| Calmar Ratio | 1.08 | 1.24 |
| Martin Ratio | 11.84 | 2.77 |
| Ulcer Index | 1.74% | 12.41% |
| Daily Std Dev | 8.94% | 40.23% |
| Max Drawdown | -35.92% | -97.76% |
| Current Drawdown | -0.64% | -0.83% |
Correlation
The correlation between SPFF and ABR is 0.33, 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
SPFF vs. ABR - Performance Comparison
In the year-to-date period, SPFF achieves a 13.59% return, which is significantly higher than ABR's 12.38% return. Over the past 10 years, SPFF has underperformed ABR with an annualized return of 2.50%, while ABR has yielded a comparatively higher 19.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPFF vs. ABR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) and Arbor Realty Trust, Inc. (ABR). 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
SPFF vs. ABR - Dividend Comparison
SPFF's dividend yield for the trailing twelve months is around 5.74%, less than ABR's 11.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFF Global X SuperIncome Preferred ETF | 5.74% | 6.64% | 7.20% | 5.84% | 5.80% | 6.01% | 7.64% | 7.29% | 7.08% | 7.54% | 6.82% | 7.37% |
ABR Arbor Realty Trust, Inc. | 11.08% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
Drawdowns
SPFF vs. ABR - Drawdown Comparison
The maximum SPFF drawdown since its inception was -35.92%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for SPFF and ABR. For additional features, visit the drawdowns tool.
Volatility
SPFF vs. ABR - Volatility Comparison
The current volatility for Global X SuperIncome Preferred ETF (SPFF) is 2.44%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 6.25%. This indicates that SPFF experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.