SYLD vs. SPGP
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and Invesco S&P 500 GARP ETF (SPGP).
SYLD and SPGP 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. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYLD or SPGP.
Performance
SYLD vs. SPGP - Performance Comparison
Returns By Period
In the year-to-date period, SYLD achieves a 10.02% return, which is significantly lower than SPGP's 12.12% return. Over the past 10 years, SYLD has underperformed SPGP with an annualized return of 11.81%, while SPGP has yielded a comparatively higher 14.00% annualized return.
SYLD
10.02%
-0.52%
4.68%
21.48%
15.87%
11.81%
SPGP
12.12%
1.90%
4.71%
19.93%
13.56%
14.00%
Key characteristics
| SYLD | SPGP | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.28 |
| Sortino Ratio | 1.84 | 1.83 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 2.35 | 1.98 |
| Martin Ratio | 5.51 | 5.97 |
| Ulcer Index | 3.59% | 3.17% |
| Daily Std Dev | 15.82% | 14.78% |
| Max Drawdown | -45.36% | -42.08% |
| Current Drawdown | -2.27% | -1.95% |
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SYLD vs. SPGP - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is higher than SPGP's 0.36% expense ratio.
Correlation
The correlation between SYLD and SPGP is 0.79, 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.
Risk-Adjusted Performance
SYLD vs. SPGP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and Invesco S&P 500 GARP ETF (SPGP). 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. SPGP - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.79%, more than SPGP's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.79% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
SPGP Invesco S&P 500 GARP ETF | 1.33% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
Drawdowns
SYLD vs. SPGP - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, which is greater than SPGP's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for SYLD and SPGP. For additional features, visit the drawdowns tool.
Volatility
SYLD vs. SPGP - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 5.70% compared to Invesco S&P 500 GARP ETF (SPGP) at 5.14%. This indicates that SYLD's price experiences larger fluctuations and is considered to be riskier than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.