VYLD vs SPY
Comparison between J P Morgan Chase & Co Inverse VIX ShortTerm Futures ETNs due March 22 2045 (VYLD, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
VYLD vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Market Cap / Net Assets
VYLD
$77B
Winner
SPY
$652B
Expense Ratio
VYLD
N/A
SPY
0.09%
Max Drawdown
Winner
VYLD
15.47%
SPY
56.47%
Sharpe Ratio
VYLD
1.22
Winner
SPY
2.07
5Y Beta
VYLD
N/A
SPY
1.00
P/E Ratio
Winner
VYLD
1.29
SPY
28.24
Forward P/E
VYLD
N/A
SPY
21.85
PEG Ratio
VYLD
0.13
SPY
N/A
5Y Dividends CAGR
VYLD
N/A
SPY
5.43%
5Y EPS CAGR
VYLD
15.42%
Winner
SPY
25.79%
Debt to Equity
Winner
VYLD
18.69%
SPY
22.35%
P/S Ratio
VYLD
N/A
SPY
3.55
P/B Ratio
VYLD
N/A
SPY
5.29
VYLD vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
VYLD
+2.81%
Winner
SPY
+9.11%
3M
VYLD
-0.74%
Winner
SPY
+6.59%
6M
VYLD
+5.13%
Winner
SPY
+10.56%
1Y
VYLD
+18.89%
Winner
SPY
+32.04%
5Y(CAGR)
VYLD
N/A
SPY
+13.35%
10Y(CAGR)
VYLD
N/A
SPY
+15.49%
Max(CAGR)
Winner
VYLD
+10.65%
SPY
+8.50%
VYLD vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | VYLD | SPY |
|---|---|---|
| 2026 | -0.69% | +8.27% |
| 2025 | +12.64% | +18.00% |
| 2024 | N/A | +25.59% |
| 2023 | N/A | +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% |
VYLD vs SPY Drawdown Comparison
The maximum drawdown for VYLD was -15.47%, occurring on Apr 8, 2025. Recovery took 81 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current VYLD drawdown is -1.11%.
| Rank | VYLD | SPY |
|---|---|---|
| #1 | -15.47% Mar 25, 2025 - Jul 22, 2025 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -8.94% Jan 12, 2026 - Mar 27, 2026 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -3.84% Oct 6, 2025 - Oct 24, 2025 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -3.59% Oct 27, 2025 - Nov 26, 2025 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -2.04% Jul 28, 2025 - Aug 8, 2025 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -1.00% Aug 28, 2025 - Sep 4, 2025 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -0.64% Sep 19, 2025 - Sep 26, 2025 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -0.53% Aug 18, 2025 - Aug 22, 2025 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -0.48% Sep 12, 2025 - Sep 17, 2025 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -0.48% Oct 1, 2025 - Oct 6, 2025 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -0.40% Dec 5, 2025 - Dec 10, 2025 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -0.35% Dec 16, 2025 - Dec 18, 2025 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -0.35% Jan 6, 2026 - Jan 9, 2026 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -0.15% Sep 26, 2025 - Oct 1, 2025 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -0.14% Aug 26, 2025 - Aug 28, 2025 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between VYLD and SPY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
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