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State Street SPDR Portfolio S&P 500 High Dividend ETF SPYD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPYD | Replication |
|---|---|---|
| Annualized growth | 7.1% | 8.3% |
| Annualized volatility | 16.2% | 15.2% |
| Sharpe ratio | 0.50 | 0.60 |
| Maximum drawdown | 21.4% | 17.8% |
| Replication fit (R²) | 0.91 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPYD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 32.1% |
| VOE | Mid-Cap · Value | 27.8% |
| VNQ | Sector · Real Estate | 21.6% |
| VBR | Small-Cap · Value | 11.5% |
| XLE | Sector · Energy | 7.0% |