ECML vs SPY
Comparison between EUCLIDEAN FUNDAMENTAL VALUE ETF (ECML, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
ECML vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ECML
$133M
Winner
SPY
$735B
Expense Ratio
ECML
0.95%
Winner
SPY
0.09%
Max Drawdown
Winner
ECML
25.39%
SPY
56.47%
Sharpe Ratio
ECML
1.46
Winner
SPY
1.62
5Y Beta
Winner
ECML
0.77
SPY
1.00
P/E Ratio
Winner
ECML
13.41
SPY
28.99
Forward P/E
Winner
ECML
12.17
SPY
22.37
PEG Ratio
ECML
0.31
SPY
N/A
5Y Dividends CAGR
ECML
N/A
SPY
5.43%
5Y EPS CAGR
ECML
19.94%
Winner
SPY
26.05%
Debt to Equity
ECML
N/A
SPY
32.40%
P/S Ratio
Winner
ECML
1.12
SPY
3.74
P/B Ratio
Winner
ECML
2.30
SPY
5.61
ECML vs SPY - Holdings Comparison
ECML and SPY have 21 common holdings. Overlap is 1.68%
ECML's top 25 holdings weight is 51.78%. SPY's top 25 holdings weight is 52.37%.
| Rank | ECML | SPY |
|---|---|---|
| #1 | PHOTRONICS INC (PLAB) - 3.24% | NVIDIA CORP (NVDA) - 8.10% |
| #2 | MUELLER INDUSTRIES INC (MLI) - 3.02% | APPLE INC (AAPL) - 7.02% |
| #3 | MATSON INC (MATX) - 2.32% | MICROSOFT CORP (MSFT) - 4.79% |
| #4 | FOX CORP CLASS A (FOXA) - 2.27% | AMAZON.COM INC (AMZN) - 4.02% |
| #5 | HUMANA INC (HUM) - 2.24% | ALPHABET INC CLASS A (GOOGL) - 3.51% |
| #6 | BORGWARNER INC (BWA) - 2.21% | BROADCOM INC (AVGO) - 3.10% |
| #7 | FREEPORT-MCMORAN INC (FCX) - 2.19% | ALPHABET INC CLASS C (GOOG) - 2.79% |
| #8 | CROCS INC (CROX) - 2.18% | META PLATFORMS INC CLASS A (META) - 2.08% |
| #9 | ALTRIA GROUP INC (MO) - 2.12% | TESLA INC (TSLA) - 1.89% |
| #10 | CF INDUSTRIES HOLDINGS INC (CF) - 2.11% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | PERDOCEO EDUCATION CORP (PRDO) - 2.09% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #12 | APA CORP (APA) - 2.06% | ELI LILLY AND CO (LLY) - 1.31% |
| #13 | VISTEON CORP (VC) - 2.04% | JPMORGAN CHASE & CO (JPM) - 1.28% |
| #14 | ALLISON TRANSMISSION HOLDINGS INC (ALSN) - 2.01% | ADVANCED MICRO DEVICES INC (AMD) - 1.27% |
| #15 | FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 1.92% | EXXON MOBIL CORP (XOM) - 0.97% |
| #16 | BLUE BIRD CORP (BLBD) - 1.91% | INTEL CORP (INTC) - 0.90% |
| #17 | OSHKOSH CORP (OSK) - 1.89% | JOHNSON & JOHNSON (JNJ) - 0.86% |
| #18 | DELTA AIR LINES INC (DAL) - 1.88% | VISA INC CLASS A (V) - 0.85% |
| #19 | CABOT CORP (CBT) - 1.86% | WALMART INC (WMT) - 0.81% |
| #20 | ALCOA CORP (AA) - 1.81% | CISCO SYSTEMS INC (CSCO) - 0.72% |
| #21 | OWENS-CORNING INC (OC) - 1.73% | COSTCO WHOLESALE CORP (COST) - 0.69% |
| #22 | DEVON ENERGY CORP (DVN) - 1.69% | CATERPILLAR INC (CAT) - 0.66% |
| #23 | MINERALS TECHNOLOGIES INC (MTX) - 1.67% | MASTERCARD INC CLASS A (MA) - 0.62% |
| #24 | ELEVANCE HEALTH INC (ELV) - 1.67% | LAM RESEARCH CORP (LRCX) - 0.62% |
| #25 | MOLINA HEALTHCARE INC (MOH) - 1.65% | ABBVIE INC (ABBV) - 0.58% |
| Total Holdings | 63 | 505 |
ECML vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
ECML
-0.17%
Winner
SPY
+1.90%
3M
ECML
+5.40%
Winner
SPY
+8.55%
6M
Winner
ECML
+14.07%
SPY
+8.18%
1Y
Winner
ECML
+27.06%
SPY
+25.79%
5Y(CAGR)
ECML
N/A
SPY
+13.32%
10Y(CAGR)
ECML
N/A
SPY
+15.19%
Max(CAGR)
Winner
ECML
+15.43%
SPY
+8.47%
ECML vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | ECML | SPY |
|---|---|---|
| 2026 | +12.47% | +8.26% |
| 2025 | +6.68% | +18.00% |
| 2024 | +2.58% | +25.59% |
| 2023 | +24.34% | +26.72% |
| 2022 | N/A | -18.64% |
| 2021 | N/A | +30.52% |
| 2020 | N/A | +17.28% |
| 2019 | N/A | +31.09% |
| 2018 | N/A | -5.24% |
| 2017 | N/A | +20.78% |
| 2016 | N/A | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
ECML vs SPY Drawdown Comparison
The maximum drawdown for ECML was -24.66%, occurring on Apr 8, 2025. Recovery took 283 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current ECML drawdown is -1.22%. The current SPY drawdown is -2.90%.
| Rank | ECML | SPY |
|---|---|---|
| #1 | -24.66% Nov 25, 2024 - Jan 14, 2026 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -11.12% Aug 1, 2023 - Dec 13, 2023 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -9.94% Mar 28, 2024 - Jul 26, 2024 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -8.95% Jul 31, 2024 - Nov 6, 2024 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -7.01% Feb 18, 2026 - Apr 9, 2026 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -5.07% Dec 27, 2023 - Feb 12, 2024 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -4.28% May 18, 2023 - Jun 2, 2023 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -3.29% Jul 3, 2023 - Jul 11, 2023 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -3.17% Feb 12, 2024 - Feb 27, 2024 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -2.80% Nov 11, 2024 - Nov 22, 2024 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -2.79% May 6, 2026 - May 27, 2026 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -2.10% May 27, 2026 - Jun 4, 2026 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -1.94% Jan 15, 2026 - Jan 21, 2026 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -1.62% Jun 13, 2023 - Jun 27, 2023 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -1.62% Jan 21, 2026 - Feb 4, 2026 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between ECML and SPY is 0.83 which considered as a strong positive correlation - the stocks tend to move together.
0.83
-101
Dividend Comparison (1999 - 2026)
ECML vs SPY dividend yield comparison.
| Year | ECML | SPY |
|---|---|---|
| 2026 | 0.00% | 0.24% |
| 2025 | 1.38% | 1.07% |
| 2024 | 0.98% | 1.21% |
| 2023 | 0.77% | 1.40% |
| 2022 | 0.00% | 1.65% |
| 2021 | 0.00% | 1.20% |
| 2020 | 0.00% | 1.52% |
| 2019 | 0.00% | 1.75% |
| 2018 | 0.00% | 2.04% |
| 2017 | 0.00% | 1.80% |
| 2016 | 0.00% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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