SPXD vs. SPYV
SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and SPYV (SPDR Portfolio S&P 500 Value ETF) are both exchange-traded funds - SPXD is a Large Cap Value Equities fund tracking the S&P 500 Diversified Sector Weight Index, while SPYV is a S&P 500 fund tracking the S&P 500 Value Index. Both are passively managed. Their correlation of 0.92 suggests significant overlap in exposure. SPXD charges 0.09%/yr vs 0.04%/yr for SPYV.
Performance
SPXD vs. SPYV - Performance Comparison
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Returns By Period
In the year-to-date period, SPXD achieves a 10.76% return, which is significantly higher than SPYV's 7.46% return.
SPXD
- 1D
- 0.31%
- 1M
- 1.45%
- YTD
- 10.76%
- 6M
- 9.67%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYV
- 1D
- -0.08%
- 1M
- -0.40%
- YTD
- 7.46%
- 6M
- 6.41%
- 1Y
- 19.42%
- 3Y*
- 15.14%
- 5Y*
- 11.05%
- 10Y*
- 12.37%
SPXD vs. SPYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 10.76% | 4.54% |
SPYV SPDR Portfolio S&P 500 Value ETF | 7.46% | 6.93% |
Correlation
The correlation between SPXD and SPYV is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.92 |
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Return for Risk
SPXD vs. SPYV — Risk / Return Rank
SPXD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPYV
SPXD vs. SPYV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.
| SPXD | SPYV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.14 | — |
| Martin ratioReturn relative to average drawdown | — | 11.91 | — |
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Drawdowns
SPXD vs. SPYV - Drawdown Comparison
The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for SPXD and SPYV.
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Drawdown Indicators
| SPXD | SPYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.53% | -58.45% | +50.92% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.22% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.54% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.89% | — |
Current DrawdownCurrent decline from peak | -0.59% | -1.25% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -8.70% | +7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.63% | — |
Volatility
SPXD vs. SPYV - Volatility Comparison
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Volatility by Period
| SPXD | SPYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.78% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.31% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 9.92% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 14.37% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.84% | 16.92% | -6.08% |
SPXD vs. SPYV - Expense Ratio Comparison
SPXD has a 0.09% expense ratio, which is higher than SPYV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPXD vs. SPYV - Dividend Comparison
SPXD's dividend yield for the trailing twelve months is around 1.40%, less than SPYV's 1.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 1.40% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.73% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
Frequently Asked Questions
With a correlation of 0.92, SPXD and SPYV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SPYV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYV is cheaper with a 0.04% expense ratio, compared with 0.09% for SPXD.
SPYV has the higher dividend yield at 1.73%, compared with 1.40% for SPXD.
SPXD is categorized as Large Cap Value Equities, while SPYV is S&P 500. SPXD tracks S&P 500 Diversified Sector Weight Index, while SPYV tracks S&P 500 Value Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.09% for SPXD and 0.04% for SPYV.
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