FTLS vs SPY

FTLS vs SPY

Which is better, FTLS or SPY?

Multi Alternative against Large Cap Blend.

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.90.

Lower Fees: SPYHigher Returns: SPY

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricFTLSSPY
Expense Ratio1.38%0.09%Best
AUM$2.9B$804.7B
Dividend Yield0.86%0.98%
Holdings363505
YTD Return+8.63%+12.99%Best
1Y Return+11.16%+16.73%Best
3Y Return (annualized)+14.52%+22.52%Best
5Y Return (annualized)+10.42%+13.07%Best
Volatility (annualized)8.7%Best14.9%
Max Drawdown-20.5%Best-34.1%
$10,000 over 5 years$16,415$18,481Best
Fund FamilyFirst Trust Portfolios (US)State Street Investment Management
CategoryAlternativeEquity
StyleMulti AlternativeLarge Cap Blend
InceptionSep 8, 2014Jan 22, 1993

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown are measured over the window both funds cover: Sep 9, 2014 to Sep 23, 2026 (12 years).

FTLS vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 12 years both funds cover.

FTLS vs SPY Performance

First Trust Long/Short Equity ETF (FTLS) is an ETF from First Trust Portfolios (US) and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year FTLS returned +11.16% while SPY returned +16.73%. Year to date, FTLS is up 8.63% versus a gain of 12.99% for SPY.

Over three years, FTLS compounded at +14.52% per year against +22.52% for SPY; over five years the annualized figures are +10.42% and +13.07% respectively. Across the full 12-year window we track, SPY has the edge at +12.55% annualized vs +8.65%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 14.9% compared with 8.7% for FTLS. 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 -20.5% for FTLS and -34.1% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.90. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

FTLS charges 1.38% per year while SPY charges 0.09%. On a $10,000 position that is $138 vs $9 annually, a gap of $129 per year that compounds over a long holding period. On income, FTLS currently yields 0.86% against 0.98% for SPY.

Holdings Overlap

SPY already in FTLS52.9%

At least 52.9% of SPY's money is in holdings FTLS also owns.

Stated as a floor: for FTLS, our book for it covers 94.8% of that fund, so a holding it does not list is one we cannot count as shared. The real figure is this or higher.

The two portfolios partly overlap.

142 positions in common, counted across the 346 positions we hold weights for in FTLS and 504 in SPY, against full books of 363 and 505.

Top Shared Holdings

StockWeight in FTLSWeight in SPYDifference
AAPLApple, Inc7.09%7.26%0.17%
NVDANvidia Corp3.41%8.01%4.60%
MSFTMicrosoft Corp3.97%5.66%1.69%
AMZNAmazon.Com Inc1.55%3.79%2.24%
GOOGLAlphabet Inc,class A2.08%2.99%0.91%
AVGOBroadcom Inc1.13%2.66%1.53%
METAMeta Platforms Inc1.37%1.93%0.56%
MAMastercard Inc2.40%0.71%1.69%
CSCOCisco Systems Inc. - Ordinary Shares1.84%0.66%1.18%
ABBVAbbvie Inc.1.75%0.70%1.05%

52.9% of SPY is already inside FTLS.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

FTLSSPY

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Frequently Asked Questions

Which is cheaper, FTLS or SPY?

FTLS has an expense ratio of 1.38% while SPY charges 0.09%. SPY is the cheaper option, by $129 a year on a $10,000 investment.

Which performed better, FTLS or SPY?

Over the past year FTLS returned +11.16% vs +16.73% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (12 years), FTLS annualized +8.65% vs +12.55% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, FTLS or SPY?

SPY has been the more volatile fund at 14.9% annualized versus 8.7% for FTLS. Worst drawdown: FTLS -20.5% vs SPY -34.1%.

Should I hold both FTLS and SPY?

FTLS and SPY have a monthly-return correlation of 0.90, so they move almost identically. What is left to separate them is the fee and the index each one tracks. This is information, not a recommendation.

What is the holdings overlap between FTLS and SPY?

At least 52.9% of SPY's money is in holdings FTLS also owns. Our book for FTLS is partial, so the real figure is this or higher. They hold 142 positions in common, counted across the 346 positions we hold weights for in FTLS and 504 in SPY.

Which pays a higher dividend, FTLS or SPY?

FTLS yields 0.86% while SPY yields 0.98%, so SPY currently pays the higher dividend yield.

Is SPY better than FTLS?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.90. Which one suits a particular account depends on what it is for. This is information, not a recommendation.