TDSC vs. SPY
Compare and contrast key facts about Cabana Target Drawdown 10 ETF (TDSC) and State Street SPDR S&P 500 ETF (SPY).
TDSC and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDSC is an actively managed fund by Exchange Traded Concepts. It was launched on Sep 16, 2020. 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.
Performance
TDSC vs. SPY - Performance Comparison
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TDSC vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TDSC Cabana Target Drawdown 10 ETF | 3.10% | 6.56% | 7.10% | 7.63% | -19.67% | 14.81% | -0.11% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 12.25% |
Returns By Period
In the year-to-date period, TDSC achieves a 3.10% return, which is significantly higher than SPY's -4.37% return.
TDSC
- 1D
- 1.72%
- 1M
- -3.51%
- YTD
- 3.10%
- 6M
- 3.92%
- 1Y
- 7.13%
- 3Y*
- 8.26%
- 5Y*
- 2.52%
- 10Y*
- —
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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TDSC vs. SPY - Expense Ratio Comparison
TDSC has a 0.69% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TDSC vs. SPY — Risk / Return Rank
TDSC
SPY
TDSC vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) and State Street 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.
| TDSC | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.93 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.45 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.53 | -0.90 |
Martin ratioReturn relative to average drawdown | 2.23 | 7.30 | -5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDSC | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.93 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.69 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.56 | -0.29 |
Correlation
The correlation between TDSC and SPY is 0.75, 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
TDSC vs. SPY - Dividend Comparison
TDSC's dividend yield for the trailing twelve months is around 2.17%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDSC Cabana Target Drawdown 10 ETF | 2.17% | 2.92% | 2.06% | 2.06% | 1.76% | 1.11% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TDSC vs. SPY - Drawdown Comparison
The maximum TDSC drawdown since its inception was -21.51%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TDSC and SPY.
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Drawdown Indicators
| TDSC | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.51% | -55.19% | +33.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -12.05% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.51% | -24.50% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -3.72% | -6.24% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -9.09% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.52% | +0.87% |
Volatility
TDSC vs. SPY - Volatility Comparison
The current volatility for Cabana Target Drawdown 10 ETF (TDSC) is 3.72%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that TDSC 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.
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Volatility by Period
| TDSC | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.31% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.10% | 9.47% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 19.05% | -6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.32% | 17.06% | -6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.29% | 17.92% | -7.63% |