PortfoliosLab logo
WNDY vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WNDY and SPY is 1.00, 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.


Performance

WNDY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Wind Energy ETF (WNDY) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

WNDY:

23.52%

SPY:

20.02%

Max Drawdown

WNDY:

-1.19%

SPY:

-55.19%

Current Drawdown

WNDY:

0.00%

SPY:

-7.65%

Returns By Period


WNDY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WNDY vs. SPY - Expense Ratio Comparison

WNDY has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.


Risk-Adjusted Performance

WNDY vs. SPY — Risk-Adjusted Performance Rank

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

WNDY
The Risk-Adjusted Performance Rank of WNDY is 1010
Overall Rank
The Sharpe Ratio Rank of WNDY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of WNDY is 99
Sortino Ratio Rank
The Omega Ratio Rank of WNDY is 99
Omega Ratio Rank
The Calmar Ratio Rank of WNDY is 1212
Calmar Ratio Rank
The Martin Ratio Rank of WNDY is 1111
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6767
Overall Rank
The Sharpe Ratio Rank of SPY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WNDY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy ETF (WNDY) and 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.



Loading data...

Dividends

WNDY vs. SPY - Dividend Comparison

WNDY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
WNDY
Global X Wind Energy ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

WNDY vs. SPY - Drawdown Comparison

The maximum WNDY drawdown since its inception was -1.19%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WNDY and SPY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

WNDY vs. SPY - Volatility Comparison


Loading data...