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

Correlation

The correlation between YALL and SPYD is 0.68, 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.


-0.50.00.51.00.7

Performance

YALL vs. SPYD - 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 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
103.13%
34.30%
YALL
SPYD

Key characteristics

Sharpe Ratio

YALL:

2.34

SPYD:

1.38

Sortino Ratio

YALL:

3.16

SPYD:

1.93

Omega Ratio

YALL:

1.40

SPYD:

1.25

Calmar Ratio

YALL:

4.16

SPYD:

1.77

Martin Ratio

YALL:

14.68

SPYD:

7.63

Ulcer Index

YALL:

2.47%

SPYD:

2.30%

Daily Std Dev

YALL:

15.46%

SPYD:

12.68%

Max Drawdown

YALL:

-12.03%

SPYD:

-46.42%

Current Drawdown

YALL:

-4.41%

SPYD:

-7.51%

Returns By Period

In the year-to-date period, YALL achieves a 32.89% return, which is significantly higher than SPYD's 15.26% return.


YALL

YTD

32.89%

1M

-1.52%

6M

13.52%

1Y

33.77%

5Y*

N/A

10Y*

N/A

SPYD

YTD

15.26%

1M

-5.68%

6M

10.33%

1Y

16.00%

5Y*

6.87%

10Y*

N/A

Compare stocks, funds, or ETFs

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


YALL vs. SPYD - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than SPYD's 0.07% 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 SPYD: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

YALL vs. SPYD - 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 High Dividend ETF (SPYD). 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 2.34, compared to the broader market0.002.004.002.341.38
The chart of Sortino ratio for YALL, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.003.161.93
The chart of Omega ratio for YALL, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.25
The chart of Calmar ratio for YALL, currently valued at 4.16, compared to the broader market0.005.0010.0015.004.161.94
The chart of Martin ratio for YALL, currently valued at 14.68, compared to the broader market0.0020.0040.0060.0080.00100.0014.687.63
YALL
SPYD

The current YALL Sharpe Ratio is 2.34, which is higher than the SPYD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of YALL and SPYD, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.34
1.38
YALL
SPYD

Dividends

YALL vs. SPYD - Dividend Comparison

YALL has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.31%.


TTM202320222021202020192018201720162015
YALL
God Bless America ETF
0.00%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%

Drawdowns

YALL vs. SPYD - Drawdown Comparison

The maximum YALL drawdown since its inception was -12.03%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for YALL and SPYD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-7.51%
YALL
SPYD

Volatility

YALL vs. SPYD - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 5.47% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 4.44%. This indicates that YALL's price experiences larger fluctuations and is considered to be riskier than SPYD 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%JulyAugustSeptemberOctoberNovemberDecember
5.47%
4.44%
YALL
SPYD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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