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

Correlation

The correlation between SPYD and SDY 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

SPYD vs. SDY - Performance Comparison

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

100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2025FebruaryMarchApril
112.00%
132.26%
SPYD
SDY

Key characteristics

Sharpe Ratio

SPYD:

0.72

SDY:

0.40

Sortino Ratio

SPYD:

1.06

SDY:

0.65

Omega Ratio

SPYD:

1.15

SDY:

1.09

Calmar Ratio

SPYD:

0.69

SDY:

0.39

Martin Ratio

SPYD:

2.44

SDY:

1.30

Ulcer Index

SPYD:

4.56%

SDY:

4.34%

Daily Std Dev

SPYD:

15.50%

SDY:

14.14%

Max Drawdown

SPYD:

-46.42%

SDY:

-54.75%

Current Drawdown

SPYD:

-10.38%

SDY:

-8.61%

Returns By Period

In the year-to-date period, SPYD achieves a -3.17% return, which is significantly lower than SDY's -1.15% return.


SPYD

YTD

-3.17%

1M

-5.62%

6M

-7.41%

1Y

9.48%

5Y*

14.96%

10Y*

N/A

SDY

YTD

-1.15%

1M

-3.42%

6M

-6.88%

1Y

4.62%

5Y*

11.95%

10Y*

8.74%

*Annualized

Compare stocks, funds, or ETFs

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SPYD vs. SDY - Expense Ratio Comparison

SPYD has a 0.07% expense ratio, which is lower than SDY's 0.35% expense ratio.


Expense ratio chart for SDY: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SDY: 0.35%
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

SPYD vs. SDY — Risk-Adjusted Performance Rank

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

SPYD
The Risk-Adjusted Performance Rank of SPYD is 7474
Overall Rank
The Sharpe Ratio Rank of SPYD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 7171
Martin Ratio Rank

SDY
The Risk-Adjusted Performance Rank of SDY is 5858
Overall Rank
The Sharpe Ratio Rank of SDY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SDY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SDY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SDY is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SDY is 5656
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.

SPYD vs. SDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and SPDR S&P Dividend ETF (SDY). 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 SPYD, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
SPYD: 0.72
SDY: 0.40
The chart of Sortino ratio for SPYD, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
SPYD: 1.06
SDY: 0.65
The chart of Omega ratio for SPYD, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
SPYD: 1.15
SDY: 1.09
The chart of Calmar ratio for SPYD, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
SPYD: 0.69
SDY: 0.39
The chart of Martin ratio for SPYD, currently valued at 2.44, compared to the broader market0.0020.0040.0060.00
SPYD: 2.44
SDY: 1.30

The current SPYD Sharpe Ratio is 0.72, which is higher than the SDY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SPYD and SDY, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.72
0.40
SPYD
SDY

Dividends

SPYD vs. SDY - Dividend Comparison

SPYD's dividend yield for the trailing twelve months is around 4.61%, more than SDY's 2.69% yield.


TTM20242023202220212020201920182017201620152014
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.61%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%0.00%
SDY
SPDR S&P Dividend ETF
2.69%2.56%2.64%2.55%2.63%2.85%2.45%2.73%4.69%3.30%6.20%4.74%

Drawdowns

SPYD vs. SDY - Drawdown Comparison

The maximum SPYD drawdown since its inception was -46.42%, smaller than the maximum SDY drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for SPYD and SDY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.38%
-8.61%
SPYD
SDY

Volatility

SPYD vs. SDY - Volatility Comparison

SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a higher volatility of 10.50% compared to SPDR S&P Dividend ETF (SDY) at 9.53%. This indicates that SPYD's price experiences larger fluctuations and is considered to be riskier than SDY 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%NovemberDecember2025FebruaryMarchApril
10.50%
9.53%
SPYD
SDY