CWB vs SPY

CWB vs SPY
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Quick Verdict

SPY has a lower expense ratio. CWB delivered stronger 1-year returns. SPY offers more diversification with 505 holdings.

Lower Fees: SPYHigher Returns: CWBMore Diversified: SPY

Side-by-Side Comparison

MetricCWBSPYWinner
Expense Ratio0.40%0.09%
AUM$5.8B$821.1B
Dividend Yield1.46%1.01%
Holdings327505
YTD Return+15.57%+12.68%
1Y Return+24.43%+21.82%
3Y Return (annualized)+17.14%+21.98%
5Y Return (annualized)+6.04%+12.89%
Volatility (annualized)12.8%15.3%
Max Drawdown-32.2%-56.5%
Fund FamilyState Street Investment ManagementState Street Investment Management
CategoryConvertibleEquity
InceptionApr 14, 2009Jan 22, 1993

CWB vs SPY Performance

State Street SPDR Bloomberg Convertible Securities ETF (CWB) is a ETF from State Street Investment Management and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year CWB returned +24.43% while SPY returned +21.82%. Year to date, CWB is up 15.57% versus a gain of 12.68% for SPY.

Over three years, CWB compounded at +17.14% per year against +21.98% for SPY; over five years the annualized figures are +6.04% and +12.89% respectively. Across the full 17-year window we track, SPY has the edge at +8.81% annualized vs +7.99%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 12.8% for CWB. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -32.2% for CWB and -56.5% for SPY. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.86. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

CWB charges 0.40% per year while SPY charges 0.09%. On a $10,000 position that is $40 vs $9 annually, a gap of $31 per year that compounds over a long holding period. On income, CWB currently yields 1.46% against 1.01% for SPY.

Holdings Overlap

1.9%overlap

CWB and SPY share 14 holdings out of 591 unique holdings combined, representing a 1.9% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in CWBWeight in SPYDifference
WDC3.19%0.28%2.91%
BA2.40%0.28%2.12%
WFC1.39%0.41%0.98%
NEEProProPro
ALBProProPro
KKRProProPro
FProProPro
SOProProPro
APOProProPro
ARESProProPro
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Frequently Asked Questions

Which is cheaper, CWB or SPY?

CWB has an expense ratio of 0.40% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $31 per year of difference.

Which performed better, CWB or SPY?

Over the past year CWB returned +24.43% vs +21.82% for SPY, so CWB leads on 1-year performance. Over the longest common window we track (17 years), CWB annualized +7.99% vs +8.81% for SPY. Past performance does not guarantee future results.

Which is riskier, CWB or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 12.8% for CWB. Worst drawdown: CWB -32.2% vs SPY -56.5%.

Should I hold both CWB and SPY?

CWB and SPY have a monthly-return correlation of 0.86, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between CWB and SPY?

CWB and SPY share 14 common holdings with a 1.9% weight overlap. Combined, they hold 591 unique securities.

Which pays a higher dividend, CWB or SPY?

CWB yields 1.46% while SPY yields 1.01%, so CWB currently pays the higher dividend yield.

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