YALL vs. SPLG
Compare and contrast key facts about God Bless America ETF (YALL) and SPDR Portfolio S&P 500 ETF (SPLG).
YALL and SPLG 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. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YALL or SPLG.
Key characteristics
| YALL | SPLG | |
|---|---|---|
| YTD Return | 33.61% | 27.16% |
| 1Y Return | 52.87% | 39.88% |
| Sharpe Ratio | 3.48 | 3.16 |
| Sortino Ratio | 4.61 | 4.21 |
| Omega Ratio | 1.60 | 1.59 |
| Calmar Ratio | 5.93 | 4.60 |
| Martin Ratio | 21.75 | 20.90 |
| Ulcer Index | 2.38% | 1.86% |
| Daily Std Dev | 14.83% | 12.27% |
| Max Drawdown | -12.03% | -54.50% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between YALL and SPLG is 0.87, 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
YALL vs. SPLG - Performance Comparison
In the year-to-date period, YALL achieves a 33.61% return, which is significantly higher than SPLG's 27.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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YALL vs. SPLG - Expense Ratio Comparison
YALL has a 0.65% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
YALL vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and SPDR Portfolio S&P 500 ETF (SPLG). 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. SPLG - Dividend Comparison
YALL's dividend yield for the trailing twelve months is around 2.63%, more than SPLG's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YALL God Bless America ETF | 2.63% | 3.51% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.22% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
YALL vs. SPLG - Drawdown Comparison
The maximum YALL drawdown since its inception was -12.03%, smaller than the maximum SPLG drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for YALL and SPLG. For additional features, visit the drawdowns tool.
Volatility
YALL vs. SPLG - Volatility Comparison
God Bless America ETF (YALL) has a higher volatility of 4.43% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.94%. This indicates that YALL's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.