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TDAX vs. TSPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. TSPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and TappAlpha SPY Growth & Daily Income ETF (TSPY). The values are adjusted to include any dividend payments, if applicable.

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TDAX vs. TSPY - Yearly Performance Comparison


Returns By Period


TDAX

1D
2.51%
1M
-5.10%
YTD
6M
1Y
3Y*
5Y*
10Y*

TSPY

1D
0.30%
1M
-5.24%
YTD
-4.47%
6M
-1.73%
1Y
15.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. TSPY - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than TSPY's 0.68% expense ratio.


Return for Risk

TDAX vs. TSPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TDAX

TSPY
TSPY Risk / Return Rank: 4949
Overall Rank
TSPY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TSPY Sortino Ratio Rank: 4646
Sortino Ratio Rank
TSPY Omega Ratio Rank: 5151
Omega Ratio Rank
TSPY Calmar Ratio Rank: 5252
Calmar Ratio Rank
TSPY Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TDAX vs. TSPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and TappAlpha SPY Growth & Daily Income ETF (TSPY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAX vs. TSPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXTSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.34

0.69

-2.02

Correlation

The correlation between TDAX and TSPY is 0.93, 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.


Dividends

TDAX vs. TSPY - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.53%, less than TSPY's 16.33% yield.


TTM20252024
TDAX
TDAQ Lift ETF
5.53%0.00%0.00%
TSPY
TappAlpha SPY Growth & Daily Income ETF
16.33%13.69%3.45%

Drawdowns

TDAX vs. TSPY - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum TSPY drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for TDAX and TSPY.


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Drawdown Indicators


TDAXTSPYDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-18.02%

+3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

Current Drawdown

Current decline from peak

-9.43%

-6.65%

-2.78%

Average Drawdown

Average peak-to-trough decline

-5.19%

-2.68%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

Volatility

TDAX vs. TSPY - Volatility Comparison


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Volatility by Period


TDAXTSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

17.76%

+6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

16.52%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

16.52%

+8.06%