MFUT vs SPY

Quick Verdict

SPY has a lower expense ratio. MFUT delivered stronger 1-year returns. SPY offers more diversification with 503 holdings.

Lower Fees: SPYHigher Returns: MFUTMore Diversified: SPY

Side-by-Side Comparison

MetricMFUTSPYWinner
Expense Ratio0.89%0.09%
AUM$41M$789.1B
Dividend Yield0.00%1.01%
Holdings143505
YTD Return+16.82%+13.39%
1Y Return+31.45%+22.52%
3Y Return (annualized)-+21.36%
5Y Return (annualized)-+13.19%
Volatility (annualized)14.6%15.3%
Max Drawdown-29.3%-56.5%
Fund FamilyCambria Investment ManagementState Street Investment Management
CategoryAllocation/BalancedEquity
InceptionMay 29, 2024Jan 22, 1993

MFUT vs SPY Performance

Cambria Chesapeake Pure Trend ETF (MFUT) is a ETF from Cambria Investment Management and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year MFUT returned +31.45% while SPY returned +22.52%. Year to date, MFUT is up 16.82% versus a gain of 13.39% for SPY.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 14.6% for MFUT. 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 -29.3% for MFUT 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 0.47. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

MFUT charges 0.89% per year while SPY charges 0.09%. On a $10,000 position that is $89 vs $9 annually, a gap of $80 per year that compounds over a long holding period. On income, MFUT currently yields 0.00% against 1.01% for SPY.

Holdings Overlap

10.6%overlap

MFUT and SPY share 42 holdings out of 524 unique holdings combined, representing a 10.6% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in MFUTWeight in SPYDifference
NVDA2.01%7.31%5.30%
AAPL1.14%7.09%5.95%
MU1.57%1.71%0.14%
CSCOProProPro
TSLAProProPro
LLYProProPro
AMDProProPro
DEProProPro
NOCProProPro
CTVAProProPro
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Frequently Asked Questions

Which is cheaper, MFUT or SPY?

MFUT has an expense ratio of 0.89% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $80 per year of difference.

Which performed better, MFUT or SPY?

Over the past year MFUT returned +31.45% vs +22.52% for SPY, so MFUT leads on 1-year performance. Over the longest common window we track (2 years), MFUT annualized -1.46% vs +8.84% for SPY. Past performance does not guarantee future results.

Which is riskier, MFUT or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 14.6% for MFUT. Worst drawdown: MFUT -29.3% vs SPY -56.5%.

Should I hold both MFUT and SPY?

MFUT and SPY have a monthly-return correlation of 0.47, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between MFUT and SPY?

MFUT and SPY share 42 common holdings with a 10.6% weight overlap. Combined, they hold 524 unique securities.

Which pays a higher dividend, MFUT or SPY?

MFUT yields 0.00% while SPY yields 1.01%, so SPY currently pays the higher dividend yield.

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