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

Key characteristics


SPYGSPYD
YTD Return9.80%-0.64%
1Y Return28.91%6.53%
3Y Return (Ann)6.61%3.57%
5Y Return (Ann)14.78%4.88%
Sharpe Ratio2.120.37
Daily Std Dev13.48%16.04%
Max Drawdown-67.79%-46.42%
Current Drawdown-3.26%-7.01%

Correlation

-0.50.00.51.00.6

The correlation between SPYG and SPYD is 0.56, 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.

Performance

SPYG vs. SPYD - Performance Comparison

In the year-to-date period, SPYG achieves a 9.80% return, which is significantly higher than SPYD's -0.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.42%
12.73%
SPYG
SPYD

Compare stocks, funds, or ETFs

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


SPDR Portfolio S&P 500 Growth ETF

SPDR Portfolio S&P 500 High Dividend ETF

SPYG vs. SPYD - Expense Ratio Comparison

SPYG has a 0.04% expense ratio, which is lower than SPYD's 0.07% expense ratio.

SPYD
SPDR Portfolio S&P 500 High Dividend ETF
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SPYG vs. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Growth ETF (SPYG) 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.


SPYG
Sharpe ratio
The chart of Sharpe ratio for SPYG, currently valued at 2.12, compared to the broader market0.002.004.002.12
Sortino ratio
The chart of Sortino ratio for SPYG, currently valued at 3.08, compared to the broader market-2.000.002.004.006.008.0010.003.08
Omega ratio
The chart of Omega ratio for SPYG, currently valued at 1.38, compared to the broader market1.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for SPYG, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.0012.001.17
Martin ratio
The chart of Martin ratio for SPYG, currently valued at 11.90, compared to the broader market0.0020.0040.0060.0080.0011.90
SPYD
Sharpe ratio
The chart of Sharpe ratio for SPYD, currently valued at 0.37, compared to the broader market0.002.004.000.37
Sortino ratio
The chart of Sortino ratio for SPYD, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.67
Omega ratio
The chart of Omega ratio for SPYD, currently valued at 1.07, compared to the broader market1.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for SPYD, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.000.27
Martin ratio
The chart of Martin ratio for SPYD, currently valued at 1.12, compared to the broader market0.0020.0040.0060.0080.001.12

SPYG vs. SPYD - Sharpe Ratio Comparison

The current SPYG Sharpe Ratio is 2.12, which is higher than the SPYD Sharpe Ratio of 0.37. The chart below compares the 12-month rolling Sharpe Ratio of SPYG and SPYD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
2.12
0.37
SPYG
SPYD

Dividends

SPYG vs. SPYD - Dividend Comparison

SPYG's dividend yield for the trailing twelve months is around 0.95%, less than SPYD's 4.70% yield.


TTM20232022202120202019201820172016201520142013
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.95%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.70%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%0.00%

Drawdowns

SPYG vs. SPYD - Drawdown Comparison

The maximum SPYG drawdown since its inception was -67.79%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for SPYG and SPYD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.26%
-7.01%
SPYG
SPYD

Volatility

SPYG vs. SPYD - Volatility Comparison

The current volatility for SPDR Portfolio S&P 500 Growth ETF (SPYG) is 4.33%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 4.92%. This indicates that SPYG experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.33%
4.92%
SPYG
SPYD