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YALL vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

YALL vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.70%
12.86%
YALL
SPLG

Returns By Period

In the year-to-date period, YALL achieves a 34.95% return, which is significantly higher than SPLG's 26.18% return.


YALL

YTD

34.95%

1M

5.75%

6M

19.91%

1Y

46.58%

5Y (annualized)

N/A

10Y (annualized)

N/A

SPLG

YTD

26.18%

1M

1.78%

6M

13.64%

1Y

32.35%

5Y (annualized)

15.70%

10Y (annualized)

13.24%

Key characteristics


YALLSPLG
Sharpe Ratio3.152.71
Sortino Ratio4.213.61
Omega Ratio1.541.50
Calmar Ratio5.373.89
Martin Ratio19.4317.55
Ulcer Index2.41%1.87%
Daily Std Dev14.86%12.11%
Max Drawdown-12.03%-54.50%
Current Drawdown-1.09%-0.84%

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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.


YALL
God Bless America ETF
Expense ratio chart for YALL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SPLG: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for YALL, currently valued at 3.15, compared to the broader market0.002.004.003.152.71
The chart of Sortino ratio for YALL, currently valued at 4.21, compared to the broader market-2.000.002.004.006.008.0010.0012.004.213.61
The chart of Omega ratio for YALL, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.541.50
The chart of Calmar ratio for YALL, currently valued at 5.37, compared to the broader market0.005.0010.0015.005.373.89
The chart of Martin ratio for YALL, currently valued at 19.43, compared to the broader market0.0020.0040.0060.0080.00100.0019.4317.55
YALL
SPLG

The current YALL Sharpe Ratio is 3.15, which is comparable to the SPLG Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of YALL and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.15
2.71
YALL
SPLG

Dividends

YALL vs. SPLG - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 2.60%, more than SPLG's 1.23% yield.


TTM20232022202120202019201820172016201520142013
YALL
God Bless America ETF
2.60%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
1.23%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.09%
-0.84%
YALL
SPLG

Volatility

YALL vs. SPLG - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 5.22% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.98%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.22%
3.98%
YALL
SPLG