SYLD vs. SDY
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and SPDR S&P Dividend ETF (SDY).
SYLD and SDY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYLD or SDY.
Key characteristics
| SYLD | SDY | |
|---|---|---|
| YTD Return | 5.10% | 6.58% |
| 1Y Return | 25.33% | 11.82% |
| 3Y Return (Ann) | 5.01% | 4.74% |
| 5Y Return (Ann) | 17.49% | 9.00% |
| 10Y Return (Ann) | 12.16% | 9.82% |
| Sharpe Ratio | 1.73 | 1.04 |
| Daily Std Dev | 15.36% | 11.47% |
| Max Drawdown | -45.36% | -54.75% |
| Current Drawdown | -3.77% | 0.00% |
Correlation
The correlation between SYLD and SDY is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SYLD vs. SDY - Performance Comparison
In the year-to-date period, SYLD achieves a 5.10% return, which is significantly lower than SDY's 6.58% return. Over the past 10 years, SYLD has outperformed SDY with an annualized return of 12.16%, while SDY has yielded a comparatively lower 9.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SYLD vs. SDY - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is higher than SDY's 0.35% expense ratio.
Risk-Adjusted Performance
SYLD vs. SDY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.
Dividends
SYLD vs. SDY - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.76%, less than SDY's 2.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.76% | 1.92% | 2.20% | 2.22% | 1.99% | 2.08% | 2.52% | 1.40% | 1.92% | 2.11% | 1.77% | 0.83% |
SDY SPDR S&P Dividend ETF | 2.49% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
Drawdowns
SYLD vs. SDY - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum SDY drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for SYLD and SDY. For additional features, visit the drawdowns tool.
Volatility
SYLD vs. SDY - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 3.74% compared to SPDR S&P Dividend ETF (SDY) at 1.97%. This indicates that SYLD'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.