PortfoliosLab logoPortfoliosLab logo
SPYA vs. ONEH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYA vs. ONEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Twin Oak Endure ETF (SPYA) and TrueShares Equity Hedge ETF (ONEH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


SPYA

1D
0.36%
1M
4.56%
YTD
8.43%
6M
8.12%
1Y
20.03%
3Y*
5Y*
10Y*

ONEH

1D
0.47%
1M
0.45%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYA vs. ONEH - Yearly Performance Comparison


Correlation

The correlation between SPYA and ONEH is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 30, 2026

0.13

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPYA vs. ONEH — Risk / Return Rank

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

SPYA
SPYA Risk / Return Rank: 5151
Overall Rank
SPYA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPYA Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPYA Omega Ratio Rank: 5353
Omega Ratio Rank
SPYA Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPYA Martin Ratio Rank: 5050
Martin Ratio Rank

ONEH
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYA vs. ONEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Twin Oak Endure ETF (SPYA) and TrueShares Equity Hedge ETF (ONEH). 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.


SPYAONEHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.11

Martin ratioReturn relative to average drawdown

8.33

SPYA vs. ONEH - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SPYAONEHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

-1.05

+2.95

Drawdowns

SPYA vs. ONEH - Drawdown Comparison

The maximum SPYA drawdown since its inception was -9.51%, which is greater than ONEH's maximum drawdown of -3.55%. Use the drawdown chart below to compare losses from any high point for SPYA and ONEH.


Loading charts...

Drawdown Indicators


SPYAONEHDifference

Max Drawdown

Largest peak-to-trough decline

-9.51%

-3.55%

-5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

Current Drawdown

Current decline from peak

-0.31%

-1.72%

+1.41%

Average Drawdown

Average peak-to-trough decline

-1.44%

-1.58%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

Volatility

SPYA vs. ONEH - Volatility Comparison


Loading charts...

Volatility by Period


SPYAONEHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

4.71%

+6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.13%

4.71%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.13%

4.71%

+6.42%

SPYA vs. ONEH - Expense Ratio Comparison

SPYA has a 0.49% expense ratio, which is lower than ONEH's 0.79% expense ratio.


Dividends

SPYA vs. ONEH - Dividend Comparison

SPYA's dividend yield for the trailing twelve months is around 0.35%, while ONEH has not paid dividends to shareholders.


PositionTTM2025
ONEH
TrueShares Equity Hedge ETF
0.00%0.00%
SPYA
Twin Oak Endure ETF
0.35%0.37%

Frequently Asked Questions


SPYA and ONEH have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYA is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYA is cheaper with a 0.49% expense ratio, compared with 0.79% for ONEH.

SPYA has the higher dividend yield at 0.35%, compared with 0.00% for ONEH.

They also come from different issuers: Twin Oak and TrueShares. Their fees differ too: 0.49% for SPYA and 0.79% for ONEH.

Portfolio Optimizer

Find the right allocation for SPYA and ONEH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer