SHRT vs SPY

SHRT vs SPY

Which is better, SHRT or SPY?

Opposite sides of the same exposure.

SPY has a lower expense ratio. SPY led over 1Y and the full window. The two move opposite each other, correlation -0.54, so holding both offsets the exposure while paying both fees. SHRT is less concentrated, with 29.9% of the fund in its ten largest positions against 37.8%.

Lower Fees: SPYHigher Returns: SPYLess Concentrated: SHRT

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

MetricSHRTSPY
Expense Ratio1.35%0.09%Best
AUM$12M$804.7B
Dividend Yield0.08%0.98%
Holdings625505
YTD Return-11.74%+12.22%Best
1Y Return-11.34%+16.97%Best
3Y Return (annualized)-+21.16%
5Y Return (annualized)-+13.00%
Volatility (annualized)13.0%11.8%Best
Max Drawdown-27.8%-18.8%Best
$10,000 over 2.9 years$8,100$18,240Best
Top 10 Weight29.9%Best37.8%
Fund FamilyGotham ETFsState Street Investment Management
CategoryEquityEquity
StyleLarge Cap BlendLarge Cap Blend
InceptionNov 6, 2023Jan 22, 1993

Volatility and max drawdown, and the $10,000 over 2.9 years row, are measured over the window both funds cover: Nov 6, 2023 to Sep 17, 2026 (2.9 years).

SHRT 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 2.9 years both funds cover.

SHRT vs SPY Performance

Gotham Short Strategies ETF (SHRT) is an ETF from Gotham ETFs and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year SHRT returned -11.34% while SPY returned +16.97%. Year to date, SHRT is down 11.74% versus a gain of 12.22% for SPY.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SHRT has been the more volatile fund, with annualized monthly volatility of 13.0% compared with 11.8% 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 -27.8% for SHRT and -18.8% 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 -0.54. They move opposite each other. Holding both offsets the exposure rather than spreading it, while paying both funds' fees.

Fees and Cost Over Time

SHRT charges 1.35% per year while SPY charges 0.09%. On a $10,000 position that is $135 vs $9 annually, a gap of $126 per year that compounds over a long holding period. On income, SHRT currently yields 0.08% against 0.98% for SPY.

Holdings Overlap

SHRT already in SPY40.6%
SPY already in SHRT38.9%

40.6% of SHRT's money is in holdings SPY also owns. 38.9% of SPY's money is in holdings SHRT also owns.

They hold the same names on opposite sides, so owning both offsets the exposure rather than doubling it.

133 positions in common, counted across the 372 positions we hold weights for in SHRT and 504 in SPY, against full books of 625 and 505.

What only one of them owns

Our book lists 365 positions for SPY that do not appear in our book for SHRT (60.5% of the fund), and 93 for SHRT that do not appear in SPY (52.9%).

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 SHRTWeight in SPYDifference
AAPLApple, Inc-0.75%7.26%8.01%
MSFTMicrosoft Corp-0.74%5.66%6.40%
XOMExxon Mobil Corp.1.60%1.04%0.56%
LLYEli Lilly & Co.0.79%1.40%0.61%
DDDupont De Nemours, Inc.2.07%0.03%2.04%
AMZNAmazon.Com Inc-1.83%3.79%5.62%
LMTLockheed Martin Corp1.74%0.17%1.57%
ALBAlbemarle Corp.1.83%0.02%1.81%
OXYOccidental Petroleum Corp.1.62%0.07%1.55%
CNCCentene1.62%0.05%1.57%

40.6% of SHRT 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.

SHRTSPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, SHRT or SPY?

SHRT has an expense ratio of 1.35% while SPY charges 0.09%. SPY is the cheaper option, by $126 a year on a $10,000 investment.

Which performed better, SHRT or SPY?

Over the past year SHRT returned -11.34% vs +16.97% for SPY, so SPY leads on 1-year performance. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, SHRT or SPY?

SHRT has been the more volatile fund at 13.0% annualized versus 11.8% for SPY. Worst drawdown: SHRT -27.8% vs SPY -18.8%.

Should I hold both SHRT and SPY?

SHRT and SPY have a monthly-return correlation of -0.54, so they move opposite each other. Holding both offsets the exposure rather than spreading it, and pays both funds' fees on the way. This is information, not a recommendation.

What is the holdings overlap between SHRT and SPY?

40.6% of SHRT's money is in holdings SPY also owns. 38.9% of SPY's is in holdings SHRT also owns. They hold 133 positions in common, counted across the 372 positions we hold weights for in SHRT and 504 in SPY.

Which pays a higher dividend, SHRT or SPY?

SHRT yields 0.08% while SPY yields 0.98%, so SPY currently pays the higher dividend yield.

Is SPY better than SHRT?

SPY has a lower expense ratio. SPY led over 1Y and the full window. The two move opposite each other, correlation -0.54, so holding both offsets the exposure while paying both fees. SHRT is less concentrated, with 29.9% of the fund in its ten largest positions against 37.8%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.