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

Correlation

The correlation between SPYD and VOO 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. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
112.62%
217.76%
SPYD
VOO

Key characteristics

Sharpe Ratio

SPYD:

0.63

VOO:

0.54

Sortino Ratio

SPYD:

0.95

VOO:

0.88

Omega Ratio

SPYD:

1.13

VOO:

1.13

Calmar Ratio

SPYD:

0.61

VOO:

0.55

Martin Ratio

SPYD:

2.11

VOO:

2.27

Ulcer Index

SPYD:

4.65%

VOO:

4.55%

Daily Std Dev

SPYD:

15.51%

VOO:

19.19%

Max Drawdown

SPYD:

-46.42%

VOO:

-33.99%

Current Drawdown

SPYD:

-10.12%

VOO:

-9.90%

Returns By Period

In the year-to-date period, SPYD achieves a -2.89% return, which is significantly higher than VOO's -5.74% return.


SPYD

YTD

-2.89%

1M

-4.87%

6M

-5.91%

1Y

10.11%

5Y*

13.63%

10Y*

N/A

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

Compare stocks, funds, or ETFs

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SPYD vs. VOO - Expense Ratio Comparison

SPYD has a 0.07% expense ratio, which is higher than VOO's 0.03% 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 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%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

SPYD vs. VOO — 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 6666
Overall Rank
The Sharpe Ratio Rank of SPYD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 6262
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 0.63, compared to the broader market-1.000.001.002.003.004.00
SPYD: 0.63
VOO: 0.54
The chart of Sortino ratio for SPYD, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
SPYD: 0.95
VOO: 0.88
The chart of Omega ratio for SPYD, currently valued at 1.13, compared to the broader market0.501.001.502.00
SPYD: 1.13
VOO: 1.13
The chart of Calmar ratio for SPYD, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
SPYD: 0.61
VOO: 0.55
The chart of Martin ratio for SPYD, currently valued at 2.11, compared to the broader market0.0020.0040.0060.00
SPYD: 2.11
VOO: 2.27

The current SPYD Sharpe Ratio is 0.63, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SPYD and VOO, 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
0.63
0.54
SPYD
VOO

Dividends

SPYD vs. VOO - Dividend Comparison

SPYD's dividend yield for the trailing twelve months is around 4.59%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.59%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPYD vs. VOO - Drawdown Comparison

The maximum SPYD drawdown since its inception was -46.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPYD and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.12%
-9.90%
SPYD
VOO

Volatility

SPYD vs. VOO - Volatility Comparison

The current volatility for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) is 10.51%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that SPYD experiences smaller price fluctuations and is considered to be less risky than VOO 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%14.00%NovemberDecember2025FebruaryMarchApril
10.51%
13.96%
SPYD
VOO