YALL vs. SPHD
Compare and contrast key facts about God Bless America ETF (YALL) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
YALL and SPHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YALL is an actively managed fund by Tidal ETFs. It was launched on Oct 10, 2022. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YALL or SPHD.
Performance
YALL vs. SPHD - Performance Comparison
Returns By Period
In the year-to-date period, YALL achieves a 31.59% return, which is significantly higher than SPHD's 21.33% return.
YALL
31.59%
2.85%
15.09%
45.00%
N/A
N/A
SPHD
21.33%
-1.88%
11.75%
31.17%
7.36%
8.66%
Key characteristics
| YALL | SPHD | |
|---|---|---|
| Sharpe Ratio | 2.94 | 2.75 |
| Sortino Ratio | 3.97 | 3.94 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 5.02 | 2.13 |
| Martin Ratio | 18.26 | 18.92 |
| Ulcer Index | 2.40% | 1.62% |
| Daily Std Dev | 14.88% | 11.16% |
| Max Drawdown | -12.03% | -41.39% |
| Current Drawdown | -3.55% | -2.00% |
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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.
Correlation
The correlation between YALL and SPHD is 0.62, 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
YALL vs. SPHD - Risk-Adjusted Performance 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.
Dividends
YALL vs. SPHD - Dividend Comparison
YALL's dividend yield for the trailing twelve months is around 2.67%, less than SPHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YALL God Bless America ETF | 2.67% | 3.51% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.41% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
YALL vs. SPHD - Drawdown Comparison
The maximum YALL drawdown since its inception was -12.03%, 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. For additional features, visit the drawdowns tool.
Volatility
YALL vs. SPHD - Volatility Comparison
God Bless America ETF (YALL) has a higher volatility of 5.30% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.62%. 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.