SRET vs. SPY
Compare and contrast key facts about Global X SuperDividend REIT ETF (SRET) and SPDR S&P 500 ETF (SPY).
SRET and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SRET is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend REIT Index. It was launched on Mar 17, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both SRET and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRET or SPY.
Performance
SRET vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, SRET achieves a 2.26% return, which is significantly lower than SPY's 26.08% return.
SRET
2.26%
-1.92%
10.95%
13.84%
-7.26%
N/A
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| SRET | SPY | |
|---|---|---|
| Sharpe Ratio | 0.92 | 2.70 |
| Sortino Ratio | 1.34 | 3.60 |
| Omega Ratio | 1.17 | 1.50 |
| Calmar Ratio | 0.29 | 3.90 |
| Martin Ratio | 1.96 | 17.52 |
| Ulcer Index | 6.78% | 1.87% |
| Daily Std Dev | 14.46% | 12.14% |
| Max Drawdown | -66.98% | -55.19% |
| Current Drawdown | -35.72% | -0.85% |
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SRET vs. SPY - Expense Ratio Comparison
SRET has a 0.58% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between SRET and SPY is 0.59, 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.
Risk-Adjusted Performance
SRET vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and SPDR S&P 500 ETF (SPY). 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.
Dividends
SRET vs. SPY - Dividend Comparison
SRET's dividend yield for the trailing twelve months is around 8.03%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRET Global X SuperDividend REIT ETF | 8.03% | 7.21% | 8.30% | 6.33% | 8.92% | 7.77% | 8.53% | 8.23% | 7.22% | 7.76% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SRET vs. SPY - Drawdown Comparison
The maximum SRET drawdown since its inception was -66.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SRET and SPY. For additional features, visit the drawdowns tool.
Volatility
SRET vs. SPY - Volatility Comparison
The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.51%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.98%. This indicates that SRET experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.