TTAI vs. SPYG

Last updated Jun 23, 2026

TTAI (TrimTabs International Free Cash Flow Quality ETF of Benef Interest) and SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) are both exchange-traded funds - TTAI is a Foreign Large Cap Equities fund actively managed by TrimTabs, while SPYG is a S&P 500 fund tracking the S&P 500 Growth Index. TTAI is actively managed, while SPYG is passively managed. Over the past 5 years, TTAI returned 2.59%/yr vs 14.78%/yr for SPYG. A 0.65 correlation means they provide meaningful diversification when combined. TTAI charges 0.61%/yr vs 0.04%/yr for SPYG.

Performance

TTAI vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAI achieves a 6.84% return, which is significantly lower than SPYG's 11.38% return.

TTAI

• 1D: 0.75%
• 1M: 4.46%
• YTD: 6.84%
• 6M: 6.37%
• 1Y: 14.17%
• 3Y*: 10.39%
• 5Y*: 2.59%
• 10Y*: —

SPYG

• 1D: -0.71%
• 1M: 0.34%
• YTD: 11.38%
• 6M: 11.00%
• 1Y: 31.61%
• 3Y*: 26.51%
• 5Y*: 14.78%
• 10Y*: 18.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTAI vs. SPYG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest	6.84%	13.27%	0.39%	18.22%	-24.37%	16.87%	18.30%	24.52%	-17.73%	7.78%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	11.38%	22.09%	35.99%	30.02%	-29.41%	32.01%	33.46%	30.84%	-0.12%	12.25%

Correlation

The correlation between TTAI and SPYG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017	0.65

The correlation between TTAI and SPYG has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

TTAI vs. SPYG - Sectors Allocation Comparison

Sectors	TTAI	SPYG
Technology	34.4%	52.1%
Consumer Cyclical	15.2%	8.5%
Healthcare	14.8%	5.9%
Industrials	11.1%	5.4%
Consumer Defensive	7.2%	1.0%
Financial Services	6.2%	9.0%
Communication Services	5.8%	15.9%
Basic Materials	2.4%	0.3%
Energy	1.9%	0.1%
Utilities	1.2%	1.2%
Real Estate	-	0.6%

Return for Risk

TTAI vs. SPYG — Risk / Return Rank

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

TTAI

TTAI Risk / Return Rank: 24
TTAI Sharpe Ratio Rank: 22
TTAI Sortino Ratio Rank: 22
TTAI Omega Ratio Rank: 22
TTAI Calmar Ratio Rank: 24
TTAI Martin Ratio Rank: 29

SPYG

SPYG Risk / Return Rank: 54
SPYG Sharpe Ratio Rank: 57
SPYG Sortino Ratio Rank: 54
SPYG Omega Ratio Rank: 54
SPYG Calmar Ratio Rank: 48
SPYG Martin Ratio Rank: 54

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.

TTAI vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TTAI	SPYG	Difference
Sharpe ratio: Return per unit of total volatility	0.78	1.86	-1.08
Sortino ratio: Return per unit of downside risk	1.22	2.53	-1.31
Omega ratio: Gain probability vs. loss probability	1.15	1.33	-0.17
Calmar ratio: Return relative to maximum drawdown	1.09	2.31	-1.21
Martin ratio: Return relative to average drawdown	3.79	9.21	-5.43

TTAI vs. SPYG - Sharpe Ratio Comparison

The current TTAI Sharpe Ratio is 0.78, which is lower than the SPYG Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of TTAI and SPYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TTAI vs. SPYG - Drawdown Comparison

The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for TTAI and SPYG.

Drawdown Indicators

	TTAI	SPYG	Difference
Max Drawdown Largest peak-to-trough decline	-34.17%	-67.63%	+33.46%
Max Drawdown (1Y) Largest decline over 1 year	-13.00%	-13.76%	+0.76%
Max Drawdown (3Y) Largest decline over 3 years	-21.34%	-22.14%	+0.80%
Max Drawdown (5Y) Largest decline over 5 years	-34.13%	-32.67%	-1.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.67%	—
Current Drawdown Current decline from peak	0.00%	-3.19%	+3.19%
Average Drawdown Average peak-to-trough decline	-9.17%	-24.28%	+15.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	3.44%	+0.31%

Volatility

TTAI vs. SPYG - Volatility Comparison

TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 7.84% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.83%. This indicates that TTAI's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAI	SPYG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	6.83%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	15.80%	13.72%	+2.08%
Volatility (1Y) Calculated over the trailing 1-year period	18.35%	17.11%	+1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	21.34%	-4.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.00%	20.74%	-1.74%

TTAI vs. SPYG - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is higher than SPYG's 0.04% expense ratio.

Dividends

TTAI vs. SPYG - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 2.38%, more than SPYG's 0.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.60%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest	2.38%	2.30%	2.13%	2.39%	9.36%	2.01%	0.64%	1.90%	0.92%	0.26%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TTAI and SPYG in my portfolio?

TTAI and SPYG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAI or SPYG?

TTAI has higher volatility (7.84%) compared to SPYG (6.83%). In terms of maximum drawdown, TTAI dropped -34.17% vs SPYG's -67.63%.

Which ETF is better, TTAI or SPYG?

On 5-year performance, SPYG leads with 14.78% vs 2.59% for TTAI. On fees, SPYG is cheaper at 0.04% per year. On volatility, SPYG has been the lower-risk option at 6.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAI or SPYG?

Over the 5-year period, SPYG has performed better with a 14.78% return vs 2.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAI or SPYG?

SPYG is cheaper with a 0.04% expense ratio, compared with 0.61% for TTAI.

Which ETF pays a higher dividend yield, TTAI or SPYG?

TTAI has the higher dividend yield at 2.38%, compared with 0.60% for SPYG.

What is the main difference between TTAI and SPYG?

TTAI is categorized as Foreign Large Cap Equities, while SPYG is S&P 500. They also come from different issuers: TrimTabs and State Street. Their fees differ too: 0.61% for TTAI and 0.04% for SPYG.

Which has better risk-adjusted returns?

SPYG currently has the higher Sharpe Ratio (1.86 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.