SPYD vs. VYM
SPDR Portfolio S&P 500 High Dividend ETF
Vanguard High Dividend Yield ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Oct 22, 2015 to Dec 4, 2025
1M Trailing Return:
3M Trailing Return:
3.2%
-1.9%
4.3%
4.8%
-1.1%
-6.7%
1M Trailing Return:
3M Trailing Return:
3.2%
-1.9%
4.3%
4.8%
-1.1%
-6.7%
Max Drawdown:
Standard Deviation:
-46.4%
19.9%
-35.2%
16.4%
-11.2%
+3.5%
Max Drawdown:
Standard Deviation:
-46.4%
19.9%
-35.2%
16.4%
-11.2%
+3.5%
Sharpe Ratio:
Calmar Ratio:
0.51
0.18
0.73
0.32
-0.22
-0.14
Sharpe Ratio:
Calmar Ratio:
0.51
0.18
0.73
0.32
-0.22
-0.14
What is SPYD?
The SPDR Portfolio S&P 500 High Dividend ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 High Dividend Index (the "Index"). The S&P 500 High Dividend Index is designed to measure the performance of the top 80 dividend-paying securities listed on the S&P 500 Index, based on dividend yield. The S&P 500 Index focuses on the large capitalization U.S. equity market, including common stock and real estate investment trusts ("REITs"). To determine dividend yield: (i) an indicated dividend is measured by taking the latest dividend paid (excluding special payments) multiplied by the annual frequency of the payment; and (ii) the indicated dividend is then divided by the companys share price at the date of rebalancing.
What is VYM?
Seeks to track the performance of the FTSE High Dividend Yield Index which measures the investment return of common stocks of companies characterized by high dividend yields. Provides a convenient way to track the performance of stocks with histories of above-average dividend yields. Follows a passively managed full-replication approach.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toSPYD
Dividend ETFs
Category
Dividend income, equity factors, multi-ETF, buy-and-hold, global equities, value tilt, low-volatility tilt
OOS Cumulative Return
28.31%
Trading Strategies
Related toVYM
Super Simple Symphony - Less Derivatives -
Category
Tactical asset allocation, momentum, risk-on/risk-off, ETFs, leveraged ETFs, multi-asset, defensive vs aggressive
OOS Cumulative Return
168.14%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.