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

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.


-0.50.00.51.0
Correlation: 0.9

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

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.

-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-8.56%
-11.20%
YALL
SPLG

Key characteristics

Sharpe Ratio

YALL:

0.13

SPLG:

-0.09

Sortino Ratio

YALL:

0.30

SPLG:

-0.01

Omega Ratio

YALL:

1.04

SPLG:

1.00

Calmar Ratio

YALL:

0.14

SPLG:

-0.08

Martin Ratio

YALL:

0.54

SPLG:

-0.42

Ulcer Index

YALL:

4.36%

SPLG:

3.31%

Daily Std Dev

YALL:

17.99%

SPLG:

15.79%

Max Drawdown

YALL:

-17.38%

SPLG:

-54.52%

Current Drawdown

YALL:

-17.38%

SPLG:

-17.28%

Returns By Period

In the year-to-date period, YALL achieves a -11.64% return, which is significantly higher than SPLG's -13.48% return.


YALL

YTD

-11.64%

1M

-9.74%

6M

-8.56%

1Y

3.38%

5Y*

N/A

10Y*

N/A

SPLG

YTD

-13.48%

1M

-13.06%

6M

-11.20%

1Y

-0.17%

5Y*

17.11%

10Y*

11.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


God Bless America ETF

SPDR Portfolio S&P 500 ETF

YALL vs. SPLG - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than SPLG's 0.03% expense ratio.


Expense ratio chart for YALL: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YALL: 0.65%
Expense ratio chart for SPLG: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPLG: 0.03%

Risk-Adjusted Performance

YALL vs. SPLG — Risk-Adjusted Performance Rank

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

YALL
The Risk-Adjusted Performance Rank of YALL is 4545
Overall Rank
The Sharpe Ratio Rank of YALL is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 4747
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 4646
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 2222
Overall Rank
The Sharpe Ratio Rank of SPLG is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for YALL, currently valued at 0.13, compared to the broader market-1.000.001.002.003.004.005.00
YALL: 0.13
SPLG: -0.09
The chart of Sortino ratio for YALL, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.0010.00
YALL: 0.30
SPLG: -0.01
The chart of Omega ratio for YALL, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
YALL: 1.04
SPLG: 1.00
The chart of Calmar ratio for YALL, currently valued at 0.14, compared to the broader market0.005.0010.0015.00
YALL: 0.14
SPLG: -0.08
The chart of Martin ratio for YALL, currently valued at 0.54, compared to the broader market0.0020.0040.0060.0080.00
YALL: 0.54
SPLG: -0.42

The current YALL Sharpe Ratio is 0.13, which is higher than the SPLG Sharpe Ratio of -0.09. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.13
-0.09
YALL
SPLG

Dividends

YALL vs. SPLG - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.56%, less than SPLG's 1.51% yield.


TTM20242023202220212020201920182017201620152014
YALL
God Bless America ETF
0.56%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF
1.50%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

Drawdowns

YALL vs. SPLG - Drawdown Comparison

The maximum YALL drawdown since its inception was -17.38%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for YALL and SPLG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.38%
-17.28%
YALL
SPLG

Volatility

YALL vs. SPLG - Volatility Comparison

God Bless America ETF (YALL) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 9.37% and 9.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.37%
9.22%
YALL
SPLG

User Portfolios with YALL or SPLG


New New
16%
YTD
AMZN
META
HWM
GILD
GOOGL
SNY
QQQM
BABA
IBIT
SPLG
VFLO
NVDA
BRK-B
XLU
IAUM
CRVO
SGOL
FSRNX
SPLG
TFLO
1 / 57

Recent discussions