TUG vs. SPY
Compare and contrast key facts about STF Tactical Growth ETF (TUG) and State Street SPDR S&P 500 ETF (SPY).
TUG and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUG is an actively managed fund by STF. It was launched on May 18, 2022. 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
TUG vs. SPY - Performance Comparison
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TUG vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUG STF Tactical Growth ETF | -6.31% | 20.43% | 19.37% | 38.24% | -12.62% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -0.52% |
Returns By Period
In the year-to-date period, TUG achieves a -6.31% return, which is significantly lower than SPY's -4.37% return.
TUG
- 1D
- 3.35%
- 1M
- -4.80%
- YTD
- -6.31%
- 6M
- -3.64%
- 1Y
- 22.12%
- 3Y*
- 17.38%
- 5Y*
- —
- 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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TUG vs. SPY - Expense Ratio Comparison
TUG has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TUG vs. SPY — Risk / Return Rank
TUG
SPY
TUG vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) 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.
| TUG | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.93 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.45 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.53 | +0.30 |
Martin ratioReturn relative to average drawdown | 6.55 | 7.30 | -0.74 |
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
| TUG | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.93 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.56 | +0.19 |
Correlation
The correlation between TUG and SPY is 0.86, 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
TUG vs. SPY - Dividend Comparison
TUG's dividend yield for the trailing twelve months is around 1.83%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TUG STF Tactical Growth ETF | 1.83% | 1.75% | 4.97% | 1.34% | 1.14% | 0.00% | 0.00% | 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
TUG vs. SPY - Drawdown Comparison
The maximum TUG drawdown since its inception was -22.27%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TUG and SPY.
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Drawdown Indicators
| TUG | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.27% | -55.19% | +32.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -12.05% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -9.37% | -6.24% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -9.09% | +4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.52% | +0.92% |
Volatility
TUG vs. SPY - Volatility Comparison
STF Tactical Growth ETF (TUG) has a higher volatility of 6.53% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that TUG's price experiences larger fluctuations and is considered to be riskier 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
| TUG | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 5.31% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 9.47% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.07% | 19.05% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 17.06% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 17.92% | +0.16% |