QDF vs SPY

QDF vs SPY

Which is better, QDF or SPY?

Large Cap Value 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 0.97. SPY is less concentrated, with 37.8% of the fund in its ten largest positions against 38.1%.

Lower Fees: SPYHigher Returns: SPYLess Concentrated: 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

MetricQDFSPY
Expense Ratio0.39%0.09%Best
AUM$2.2B$804.7B
Dividend Yield1.47%0.98%
Holdings119505
YTD Return+11.92%+12.89%Best
1Y Return+16.22%+17.01%Best
3Y Return (annualized)+19.09%+22.46%Best
5Y Return (annualized)+11.67%+13.01%Best
Volatility (annualized)14.4%14.3%Best
Max Drawdown-37.2%-34.1%Best
$10,000 over 5 years$17,365$18,433Best
Top 10 Weight38.1%37.8%Best
Fund FamilyNorthern Trust Asset ManagementState Street Investment Management
CategoryEquityEquity
StyleLarge Cap ValueLarge Cap Blend
InceptionDec 14, 2012Jan 22, 1993

Volatility and max drawdown are measured over the window both funds cover: Dec 19, 2012 to Sep 24, 2026 (13.8 years).

QDF 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 13.8 years both funds cover.

QDF vs SPY Performance

Northern Trust Quality Dividend ETF (QDF) is an ETF from Northern Trust Asset Management and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year QDF returned +16.22% while SPY returned +17.01%. Year to date, QDF is up 11.92% versus a gain of 12.89% for SPY.

Over three years, QDF compounded at +19.09% per year against +22.46% for SPY; over five years the annualized figures are +11.67% and +13.01% respectively. Across the full 14-year window we track, SPY has the edge at +13.52% annualized vs +10.50%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

QDF has been the more volatile fund, with annualized monthly volatility of 14.4% compared with 14.3% for SPY. 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 -37.2% for QDF 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 0.97. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

QDF charges 0.39% per year while SPY charges 0.09%. On a $10,000 position that is $39 vs $9 annually, a gap of $30 per year that compounds over a long holding period. On income, QDF currently yields 1.47% against 0.98% for SPY.

Holdings Overlap

QDF already in SPY84.0%
SPY already in QDF53.4%

84.0% of QDF's money is in holdings SPY also owns. 53.4% of SPY's money is in holdings QDF also owns.

Most of QDF is already inside SPY. Owning both mostly buys the same companies twice.

100 positions in common, counted across the 140 positions we hold weights for in QDF and 504 in SPY, against full books of 119 and 505.

What only one of them owns

Our book lists 397 positions for SPY that do not appear in our book for QDF (45.9% of the fund), and 38 for QDF that do not appear in SPY (14.1%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in QDFWeight in SPYDifference
AAPLApple, Inc8.83%7.26%1.57%
NVDANvidia Corp7.52%8.01%0.49%
MSFTMicrosoft Corp4.41%5.66%1.25%
AVGOBroadcom Inc2.74%2.66%0.08%
GOOGLAlphabet Inc,class A2.28%2.99%0.71%
GOOGAlphabet Inc1.68%2.39%0.71%
JPMJpmorgan Chase2.57%1.45%1.12%
JNJJohnson & Johnson - Common2.90%0.99%1.91%
LRCXLrcx Uw Equity2.60%0.55%2.05%
METAMeta Platforms Inc1.21%1.93%0.72%

84.0% of QDF is already inside SPY.

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

QDFSPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, QDF or SPY?

QDF has an expense ratio of 0.39% while SPY charges 0.09%. SPY is the cheaper option, by $30 a year on a $10,000 investment.

Which performed better, QDF or SPY?

Over the past year QDF returned +16.22% vs +17.01% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (14 years), QDF annualized +10.50% vs +13.52% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, QDF or SPY?

QDF has been the more volatile fund at 14.4% annualized versus 14.3% for SPY. Worst drawdown: QDF -37.2% vs SPY -34.1%.

Should I hold both QDF and SPY?

QDF and SPY have a monthly-return correlation of 0.97, 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 QDF and SPY?

84.0% of QDF's money is in holdings SPY also owns. 53.4% of SPY's is in holdings QDF also owns. They hold 100 positions in common, counted across the 140 positions we hold weights for in QDF and 504 in SPY.

Which pays a higher dividend, QDF or SPY?

QDF yields 1.47% while SPY yields 0.98%, so QDF currently pays the higher dividend yield.

Is SPY better than QDF?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.97. SPY is less concentrated, with 37.8% of the fund in its ten largest positions against 38.1%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.