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TLTD vs SPY

Comparison between FLEXSHARES MORNINGSTAR DEVELOPED MARKETS EX-US FACTOR TILT INDEX FUND (TLTD, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed TLTD, delivering a return of +13.3% compared to +9.2%

TLTD vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
TLTD
$634M
Winner
SPY
$735B
Expense Ratio
TLTD
0.39%
Winner
SPY
0.09%
Max Drawdown
Winner
TLTD
44.58%
SPY
56.47%
Sharpe Ratio
TLTD
1.31
Winner
SPY
1.62
5Y Beta
Winner
TLTD
0.71
SPY
1.00
P/E Ratio
TLTD
N/A
SPY
28.99
Forward P/E
TLTD
N/A
SPY
22.37
5Y Dividends CAGR
Winner
TLTD
16.71%
SPY
5.43%
5Y EPS CAGR
TLTD
N/A
SPY
26.05%
Debt to Equity
TLTD
N/A
SPY
32.40%
P/S Ratio
TLTD
N/A
SPY
3.74
P/B Ratio
TLTD
N/A
SPY
5.61

TLTD vs SPY - Holdings Comparison

TLTD and SPY have 1 common holdings. Overlap is 0.00%

TLTD's top 25 holdings weight is 12.74%. SPY's top 25 holdings weight is 52.37%.

RankTLTDSPY
#1
HSBC HOLDINGS PLC (n/a) - 0.84%
NVIDIA CORP (NVDA) - 8.10%
#2
SHELL PLC (n/a) - 0.83%
APPLE INC (AAPL) - 7.02%
#3
TOYOTA MOTOR CORP (n/a) - 0.81%
MICROSOFT CORP (MSFT) - 4.79%
#4
SAP SE (n/a) - 0.66%
AMAZON.COM INC (AMZN) - 4.02%
#5
ASML HOLDING NV (n/a) - 0.61%
ALPHABET INC CLASS A (GOOGL) - 3.51%
#6
ALLIANZ SE (n/a) - 0.60%
BROADCOM INC (AVGO) - 3.10%
#7
NESTLE SA (n/a) - 0.51%
ALPHABET INC CLASS C (GOOG) - 2.79%
#8
ASTRAZENECA PLC (n/a) - 0.51%
META PLATFORMS INC CLASS A (META) - 2.08%
#9
NOVARTIS AG REGISTERED SHARES (n/a) - 0.51%
TESLA INC (TSLA) - 1.89%
#10
BANCO SANTANDER SA (n/a) - 0.50%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
THE TORONTO-DOMINION BANK (TD) - 0.48%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#12
LLOYDS BANKING GROUP PLC (n/a) - 0.48%
ELI LILLY AND CO (LLY) - 1.31%
#13
ROCHE HOLDING AG (n/a) - 0.48%
JPMORGAN CHASE & CO (JPM) - 1.28%
#14
DEUTSCHE TELEKOM AG (n/a) - 0.47%
ADVANCED MICRO DEVICES INC (AMD) - 1.27%
#15
TOTALENERGIES SE (n/a) - 0.47%
EXXON MOBIL CORP (XOM) - 0.97%
#16
UNICREDIT SPA (n/a) - 0.45%
INTEL CORP (INTC) - 0.90%
#17
BRITISH AMERICAN TOBACCO PLC (n/a) - 0.43%
JOHNSON & JOHNSON (JNJ) - 0.86%
#18
COMMONWEALTH BANK OF AUSTRALIA (n/a) - 0.42%
VISA INC CLASS A (V) - 0.85%
#19
SIEMENS AG (n/a) - 0.41%
WALMART INC (WMT) - 0.81%
#20
ROYAL BANK OF CANADA (RY) - 0.41%
CISCO SYSTEMS INC (CSCO) - 0.72%
#21
BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 0.39%
COSTCO WHOLESALE CORP (COST) - 0.69%
#22
SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 0.38%
CATERPILLAR INC (CAT) - 0.66%
#23
BNP PARIBAS ACT. CAT.A (n/a) - 0.37%
MASTERCARD INC CLASS A (MA) - 0.62%
#24
MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 0.36%
LAM RESEARCH CORP (LRCX) - 0.62%
#25
JAPANESE YEN (n/a) - 0.36%
ABBVIE INC (ABBV) - 0.58%
Total Holdings2158505

TLTD vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
TLTD
-0.24%
Winner
SPY
+1.90%
3M
TLTD
+2.38%
Winner
SPY
+8.55%
6M
Winner
TLTD
+9.87%
SPY
+8.18%
1Y
TLTD
+24.35%
Winner
SPY
+25.79%
5Y(CAGR)
TLTD
+9.17%
Winner
SPY
+13.32%
10Y(CAGR)
TLTD
+9.23%
Winner
SPY
+15.19%
Max(CAGR)
TLTD
+8.16%
Winner
SPY
+8.47%

TLTD vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearTLTDSPY
2026+5.84%+8.26%
2025+39.87%+18.00%
2024+5.94%+25.59%
2023+16.61%+26.72%
2022-14.24%-18.64%
2021+12.78%+30.52%
2020+3.29%+17.28%
2019+21.55%+31.09%
2018-18.30%-5.24%
2017+25.61%+20.78%
2016+6.81%+13.59%
2015-1.07%+1.31%
2014-5.04%+14.56%
2013+19.26%+29.00%
2012+5.81%+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

TLTD vs SPY Drawdown Comparison

The maximum drawdown for TLTD was -40.60%, occurring on Mar 23, 2020. Recovery took 741 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current TLTD drawdown is -3.92%. The current SPY drawdown is -2.90%.

RankTLTDSPY
#1-40.60%
Jan 26, 2018 - Jan 6, 2021		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-28.93%
Sep 3, 2021 - Mar 1, 2024		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-24.90%
Jul 2, 2014 - Apr 25, 2017		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-13.10%
Mar 19, 2025 - Apr 28, 2025		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-12.11%
Feb 26, 2026 - Mar 20, 2026		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-10.13%
May 21, 2013 - Aug 13, 2013		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-8.83%
Sep 26, 2024 - Mar 5, 2025		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-7.25%
Jul 16, 2024 - Aug 21, 2024		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-6.34%
Jan 21, 2014 - Feb 24, 2014		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-6.16%
Jun 14, 2021 - Sep 3, 2021		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-4.90%
Oct 17, 2012 - Dec 4, 2012		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-4.76%
Nov 12, 2025 - Nov 28, 2025		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-4.29%
Mar 27, 2024 - May 9, 2024		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-4.09%
Jan 8, 2021 - Feb 8, 2021		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-3.91%
Aug 27, 2024 - Sep 19, 2024		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between TLTD and SPY is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (1999 - 2026)

TLTD vs SPY dividend yield comparison.

YearTLTDSPY
20260.13%0.24%
20253.44%1.07%
20243.88%1.21%
20233.39%1.40%
20222.76%1.65%
20213.44%1.20%
20202.04%1.52%
20193.46%1.75%
20183.16%2.04%
20172.71%1.80%
20162.93%2.03%
20152.56%2.06%
20143.14%1.87%
20131.14%1.81%
20120.21%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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