SDY vs MTUM
Comparison between SPDR(R) S&P(R) DIVIDEND ETF (SDY, ETF) and ISHARES MSCI USA MOMENTUM FACTOR ETF (MTUM, ETF).
5-Year PerformanceMTUM has outperformed SDY, delivering a return of +13.6% compared to +5.9%
SDY vs MTUM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
SDY
$21B
MTUM
$20B
Expense Ratio
SDY
0.35%
Winner
MTUM
0.15%
Max Drawdown
SDY
58.57%
Winner
MTUM
34.08%
Sharpe Ratio
SDY
1.05
Winner
MTUM
1.76
5Y Beta
Winner
SDY
0.48
MTUM
1.19
P/E Ratio
Winner
SDY
21.14
MTUM
33.91
Forward P/E
Winner
SDY
17.23
MTUM
21.60
PEG Ratio
SDY
0.92
Winner
MTUM
0.27
5Y Dividends CAGR
SDY
7.36%
Winner
MTUM
13.21%
5Y EPS CAGR
SDY
8.33%
Winner
MTUM
28.90%
Debt to Equity
Winner
SDY
35.03%
MTUM
38.09%
P/S Ratio
Winner
SDY
1.86
MTUM
3.61
P/B Ratio
Winner
SDY
3.01
MTUM
6.31
SDY vs MTUM - Holdings Comparison
SDY and MTUM have 20 common holdings. Overlap is 8.27%
SDY's top 25 holdings weight is 39.30%. MTUM's top 25 holdings weight is 68.38%.
| Rank | SDY | MTUM |
|---|---|---|
| #1 | VERIZON COMMUNICATIONS INC (VZ) - 3.31% | MICRON TECHNOLOGY INC (MU) - 5.71% |
| #2 | REALTY INCOME CORP (O) - 2.50% | BROADCOM INC (AVGO) - 5.47% |
| #3 | TARGET CORP (TGT) - 2.22% | NVIDIA CORP (NVDA) - 5.10% |
| #4 | CHEVRON CORP (CVX) - 2.12% | ADVANCED MICRO DEVICES INC (AMD) - 3.85% |
| #5 | PEPSICO INC (PEP) - 1.77% | JOHNSON & JOHNSON (JNJ) - 3.73% |
| #6 | WEC ENERGY GROUP INC (WEC) - 1.62% | LAM RESEARCH CORP (LRCX) - 3.68% |
| #7 | EXXON MOBIL CORP (XOM) - 1.61% | INTEL CORP (INTC) - 3.49% |
| #8 | KENVUE INC (KVUE) - 1.57% | EXXON MOBIL CORP (XOM) - 3.34% |
| #9 | CONSOLIDATED EDISON INC (ED) - 1.55% | CATERPILLAR INC (CAT) - 3.02% |
| #10 | TEXAS INSTRUMENTS INC (TXN) - 1.55% | JPMORGAN CHASE & CO (JPM) - 2.89% |
| #11 | SOUTHERN CO (SO) - 1.54% | ALPHABET INC CLASS A (GOOGL) - 2.71% |
| #12 | KIMBERLY-CLARK CORP (KMB) - 1.54% | WALMART INC (WMT) - 2.70% |
| #13 | AIR PRODUCTS AND CHEMICALS INC (APD) - 1.38% | GE VERNOVA INC (GEV) - 2.65% |
| #14 | XCEL ENERGY INC (XEL) - 1.36% | APPLIED MATERIALS INC (AMAT) - 2.45% |
| #15 | ARCHER-DANIELS-MIDLAND CO (ADM) - 1.33% | ALPHABET INC CLASS C (GOOG) - 2.21% |
| #16 | EDISON INTERNATIONAL (EIX) - 1.31% | GE AEROSPACE (GE) - 1.89% |
| #17 | NEXTERA ENERGY INC (NEE) - 1.30% | KLA CORP (KLAC) - 1.76% |
| #18 | COCA-COLA CO (KO) - 1.30% | THE GOLDMAN SACHS GROUP INC (GS) - 1.74% |
| #19 | LOCKHEED MARTIN CORP (LMT) - 1.25% | n/a (PLTR) - 1.58% |
| #20 | ABBVIE INC (ABBV) - 1.24% | AMPHENOL CORP CLASS A (APH) - 1.58% |
| #21 | PROCTER & GAMBLE CO (PG) - 1.23% | RTX CORP (RTX) - 1.46% |
| #22 | SYSCO CORP (SYY) - 1.19% | WESTERN DIGITAL CORP (WDC) - 1.43% |
| #23 | MICROCHIP TECHNOLOGY INC (MCHP) - 1.18% | SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 1.35% |
| #24 | JOHNSON & JOHNSON (JNJ) - 1.17% | MORGAN STANLEY (MS) - 1.33% |
| #25 | EVERSOURCE ENERGY (ES) - 1.16% | CORNING INC (GLW) - 1.26% |
| Total Holdings | 158 | 128 |
SDY vs MTUM - Historical Returns
Returns include dividend reinvestment.
1M
SDY
-0.14%
Winner
MTUM
+16.24%
3M
SDY
-2.68%
Winner
MTUM
+17.34%
6M
SDY
+9.30%
Winner
MTUM
+22.04%
1Y
SDY
+14.99%
Winner
MTUM
+39.79%
5Y(CAGR)
SDY
+5.88%
Winner
MTUM
+13.61%
10Y(CAGR)
SDY
+9.42%
Winner
MTUM
+16.50%
Max(CAGR)
SDY
+8.87%
Winner
MTUM
+15.97%
SDY vs MTUM - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | SDY | MTUM |
|---|---|---|
| 2026 | +6.33% | +19.52% |
| 2025 | +8.85% | +21.53% |
| 2024 | +8.00% | +35.37% |
| 2023 | +2.35% | +10.93% |
| 2022 | -0.44% | -18.43% |
| 2021 | +27.12% | +14.23% |
| 2020 | +2.06% | +29.42% |
| 2019 | +24.12% | +28.11% |
| 2018 | -2.82% | -2.42% |
| 2017 | +15.46% | +37.10% |
| 2016 | +21.95% | +7.16% |
| 2015 | -0.69% | +9.10% |
| 2014 | +15.05% | +15.81% |
| 2013 | +27.23% | +19.20% |
| 2012 | +10.85% | N/A |
| 2011 | +6.44% | N/A |
| 2010 | +14.94% | N/A |
| 2009 | +16.62% | N/A |
| 2008 | -21.76% | N/A |
| 2007 | -7.06% | N/A |
| 2006 | +16.23% | N/A |
| 2005 | +1.10% | N/A |
SDY vs MTUM Drawdown Comparison
The maximum drawdown for SDY was -54.78%, occurring on Mar 9, 2009. Recovery took 985 trading sessions.
The maximum drawdown for MTUM was -34.08%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current SDY drawdown is -4.50%.
| Rank | SDY | MTUM |
|---|---|---|
| #1 | -54.78% Jun 1, 2007 - Apr 28, 2011 | -34.08% Feb 19, 2020 - Jul 6, 2020 |
| #2 | -36.66% Feb 14, 2020 - Nov 24, 2020 | -32.28% Nov 3, 2021 - Mar 4, 2024 |
| #3 | -16.06% Jul 7, 2011 - Dec 27, 2011 | -22.12% Oct 1, 2018 - Jun 18, 2019 |
| #4 | -15.21% Aug 16, 2022 - Dec 2, 2022 | -20.99% Feb 18, 2025 - May 15, 2025 |
| #5 | -15.02% Feb 2, 2023 - Mar 12, 2024 | -15.75% Feb 12, 2021 - Aug 5, 2021 |
| #6 | -14.40% Nov 29, 2024 - Aug 13, 2025 | -12.96% Jul 10, 2024 - Sep 23, 2024 |
| #7 | -14.22% Sep 21, 2018 - Feb 19, 2019 | -12.95% Dec 29, 2015 - May 10, 2016 |
| #8 | -13.20% Apr 20, 2022 - Aug 15, 2022 | -11.54% Jan 29, 2026 - Apr 9, 2026 |
| #9 | -10.85% Dec 29, 2014 - Nov 2, 2015 | -10.79% Jul 20, 2015 - Nov 27, 2015 |
| #10 | -9.42% Jan 26, 2018 - Aug 6, 2018 | -10.31% Sep 2, 2020 - Nov 30, 2020 |
| #11 | -9.33% Nov 3, 2015 - Mar 1, 2016 | -10.23% Jan 26, 2018 - Jun 6, 2018 |
| #12 | -7.67% Feb 27, 2026 - Mar 20, 2026 | -8.90% Mar 5, 2014 - Jun 20, 2014 |
| #13 | -6.96% Jan 7, 2022 - Mar 29, 2022 | -8.58% Sep 18, 2014 - Oct 31, 2014 |
| #14 | -6.93% May 21, 2013 - Jul 18, 2013 | -8.18% Mar 7, 2024 - May 15, 2024 |
| #15 | -6.87% May 10, 2021 - Nov 3, 2021 | -7.82% Oct 29, 2025 - Jan 6, 2026 |
Correlation
Correlation between SDY and MTUM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2005 - 2026)
SDY vs MTUM dividend yield comparison.
| Year | SDY | MTUM |
|---|---|---|
| 2026 | 0.59% | 0.07% |
| 2025 | 2.61% | 0.91% |
| 2024 | 2.56% | 0.75% |
| 2023 | 2.64% | 1.35% |
| 2022 | 2.55% | 1.80% |
| 2021 | 2.63% | 0.55% |
| 2020 | 2.85% | 0.83% |
| 2019 | 2.45% | 1.48% |
| 2018 | 2.73% | 1.27% |
| 2017 | 4.69% | 1.02% |
| 2016 | 3.30% | 1.43% |
| 2015 | 6.20% | 1.12% |
| 2014 | 4.74% | 1.04% |
| 2013 | 3.95% | 1.02% |
| 2012 | 3.28% | 0.00% |
| 2011 | 3.23% | 0.00% |
| 2010 | 3.35% | 0.00% |
| 2009 | 3.75% | 0.00% |
| 2008 | 5.44% | 0.00% |
| 2007 | 5.03% | 0.00% |
| 2006 | 2.86% | 0.00% |
| 2005 | 0.57% | 0.00% |
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