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SPXT vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPXT and SPYD is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SPXT vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Technology ETF (SPXT) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
152.95%
112.62%
SPXT
SPYD

Key characteristics

Sharpe Ratio

SPXT:

0.57

SPYD:

0.63

Sortino Ratio

SPXT:

0.89

SPYD:

0.95

Omega Ratio

SPXT:

1.13

SPYD:

1.13

Calmar Ratio

SPXT:

0.59

SPYD:

0.61

Martin Ratio

SPXT:

2.54

SPYD:

2.11

Ulcer Index

SPXT:

3.63%

SPYD:

4.65%

Daily Std Dev

SPXT:

16.30%

SPYD:

15.51%

Max Drawdown

SPXT:

-34.38%

SPYD:

-46.42%

Current Drawdown

SPXT:

-8.24%

SPYD:

-10.12%

Returns By Period

The year-to-date returns for both stocks are quite close, with SPXT having a -2.77% return and SPYD slightly lower at -2.89%.


SPXT

YTD

-2.77%

1M

-3.72%

6M

-1.45%

1Y

9.92%

5Y*

13.65%

10Y*

N/A

SPYD

YTD

-2.89%

1M

-5.22%

6M

-5.91%

1Y

9.94%

5Y*

15.01%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SPXT vs. SPYD - Expense Ratio Comparison

SPXT has a 0.27% expense ratio, which is higher than SPYD's 0.07% 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%.


Expense ratio chart for SPXT: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPXT: 0.27%
Expense ratio chart for SPYD: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYD: 0.07%

Risk-Adjusted Performance

SPXT vs. SPYD — Risk-Adjusted Performance Rank

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

SPXT
The Risk-Adjusted Performance Rank of SPXT is 6464
Overall Rank
The Sharpe Ratio Rank of SPXT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXT is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SPXT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPXT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPXT is 6666
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 6464
Overall Rank
The Sharpe Ratio Rank of SPYD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPXT vs. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Technology ETF (SPXT) 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.


The chart of Sharpe ratio for SPXT, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.00
SPXT: 0.57
SPYD: 0.63
The chart of Sortino ratio for SPXT, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.00
SPXT: 0.89
SPYD: 0.95
The chart of Omega ratio for SPXT, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
SPXT: 1.13
SPYD: 1.13
The chart of Calmar ratio for SPXT, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
SPXT: 0.59
SPYD: 0.61
The chart of Martin ratio for SPXT, currently valued at 2.54, compared to the broader market0.0020.0040.0060.00
SPXT: 2.54
SPYD: 2.11

The current SPXT Sharpe Ratio is 0.57, which is comparable to the SPYD Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SPXT and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.57
0.63
SPXT
SPYD

Dividends

SPXT vs. SPYD - Dividend Comparison

SPXT's dividend yield for the trailing twelve months is around 1.41%, less than SPYD's 4.59% yield.


TTM2024202320222021202020192018201720162015
SPXT
ProShares S&P 500 Ex-Technology ETF
1.41%1.29%1.53%1.86%1.15%1.64%1.63%2.03%1.55%2.35%0.56%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.59%4.31%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%

Drawdowns

SPXT vs. SPYD - Drawdown Comparison

The maximum SPXT drawdown since its inception was -34.38%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for SPXT and SPYD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.24%
-10.12%
SPXT
SPYD

Volatility

SPXT vs. SPYD - Volatility Comparison

ProShares S&P 500 Ex-Technology ETF (SPXT) has a higher volatility of 12.16% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 10.51%. This indicates that SPXT'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.16%
10.51%
SPXT
SPYD