XAR vs. SPYG
Compare and contrast key facts about SPDR S&P Aerospace & Defense ETF (XAR) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
XAR and SPYG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XAR is a passively managed fund by State Street that tracks the performance of the S&P Aerospace & Defense Select Industry. It was launched on Sep 28, 2011. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. Both XAR and SPYG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAR or SPYG.
Performance
XAR vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, XAR achieves a 23.77% return, which is significantly lower than SPYG's 33.28% return. Over the past 10 years, XAR has underperformed SPYG with an annualized return of 13.26%, while SPYG has yielded a comparatively higher 14.98% annualized return.
XAR
23.77%
2.47%
15.53%
33.50%
9.37%
13.26%
SPYG
33.28%
2.17%
14.69%
38.23%
17.66%
14.98%
Key characteristics
| XAR | SPYG | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.31 |
| Sortino Ratio | 2.77 | 3.00 |
| Omega Ratio | 1.35 | 1.42 |
| Calmar Ratio | 5.00 | 2.97 |
| Martin Ratio | 12.52 | 12.27 |
| Ulcer Index | 2.80% | 3.21% |
| Daily Std Dev | 17.12% | 17.06% |
| Max Drawdown | -46.37% | -67.79% |
| Current Drawdown | -2.53% | -1.46% |
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XAR vs. SPYG - Expense Ratio Comparison
XAR has a 0.35% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Correlation
The correlation between XAR and SPYG is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XAR vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Aerospace & Defense ETF (XAR) and 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.
Dividends
XAR vs. SPYG - Dividend Comparison
XAR's dividend yield for the trailing twelve months is around 0.52%, less than SPYG's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XAR SPDR S&P Aerospace & Defense ETF | 0.52% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.10% | 2.31% | 1.07% | 1.96% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
XAR vs. SPYG - Drawdown Comparison
The maximum XAR drawdown since its inception was -46.37%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for XAR and SPYG. For additional features, visit the drawdowns tool.
Volatility
XAR vs. SPYG - Volatility Comparison
SPDR S&P Aerospace & Defense ETF (XAR) has a higher volatility of 7.97% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.57%. This indicates that XAR'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.