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YALL vs. SPHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YALL vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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YALL vs. SPHD - Yearly Performance Comparison


2026 (YTD)2025202420232022
YALL
God Bless America ETF
-3.19%14.36%29.99%40.74%8.62%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.64%3.41%18.08%1.32%12.50%

Returns By Period

In the year-to-date period, YALL achieves a -3.19% return, which is significantly lower than SPHD's 4.64% return.


YALL

1D
2.10%
1M
-5.47%
YTD
-3.19%
6M
-6.50%
1Y
15.15%
3Y*
21.74%
5Y*
10Y*

SPHD

1D
0.55%
1M
-4.99%
YTD
4.64%
6M
2.81%
1Y
3.20%
3Y*
9.99%
5Y*
7.05%
10Y*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YALL vs. SPHD - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than SPHD's 0.30% expense ratio.


Return for Risk

YALL vs. SPHD — Risk / Return Rank

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

YALL
YALL Risk / Return Rank: 4848
Overall Rank
YALL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 4848
Sortino Ratio Rank
YALL Omega Ratio Rank: 4545
Omega Ratio Rank
YALL Calmar Ratio Rank: 5252
Calmar Ratio Rank
YALL Martin Ratio Rank: 5252
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 2020
Overall Rank
SPHD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 1818
Sortino Ratio Rank
SPHD Omega Ratio Rank: 1818
Omega Ratio Rank
SPHD Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2222
Martin Ratio Rank
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.

YALL vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


YALLSPHDDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.22

+0.55

Sortino ratio

Return per unit of downside risk

1.25

0.41

+0.84

Omega ratio

Gain probability vs. loss probability

1.17

1.05

+0.12

Calmar ratio

Return relative to maximum drawdown

1.27

0.38

+0.88

Martin ratio

Return relative to average drawdown

4.85

1.22

+3.62

YALL vs. SPHD - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.77, which is higher than the SPHD Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of YALL and SPHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YALLSPHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.22

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.59

+0.87

Correlation

The correlation between YALL and SPHD is 0.56, 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.


Dividends

YALL vs. SPHD - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.51%, less than SPHD's 4.31% yield.


TTM20252024202320222021202020192018201720162015
YALL
God Bless America ETF
0.51%0.49%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.31%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Drawdowns

YALL vs. SPHD - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for YALL and SPHD.


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Drawdown Indicators


YALLSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-41.39%

+21.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-11.33%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

Current Drawdown

Current decline from peak

-7.52%

-5.14%

-2.38%

Average Drawdown

Average peak-to-trough decline

-2.90%

-4.70%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.67%

-0.46%

Volatility

YALL vs. SPHD - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 4.98% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.21%. This indicates that YALL's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YALLSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

3.21%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

7.91%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.66%

14.51%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

14.20%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

17.65%

+0.06%