SPXD vs GARY overlap
SPXD and GARY overlap 9.0% by weight, across 31 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (SPXD: May 31, 2026, GARY: July 31, 2026), so market moves and index changes between those dates lower the number. Funds tracking the same index can read well below their true overlap.
Top shared holdings
| Holding | SPXD | GARY | Overlap |
|---|---|---|---|
| Costco WholesaleCOST | 1.20% | 1.61% | 1.20% |
| Microsoft Corp.MSFT | 0.94% | 4.01% | 0.94% |
| Unitedhealth GRPUNH | 0.84% | 2.51% | 0.84% |
| Amazon.COM Inc.AMZN | 0.74% | 2.22% | 0.74% |
| META Platforms-aMETA | 0.65% | 1.53% | 0.65% |
| Alphabet Inc.-aGOOGL | 0.59% | 2.00% | 0.59% |
| Broadcom Inc.AVGO | 0.46% | 1.75% | 0.46% |
| KLA Corp.KLAC | 0.43% | 3.87% | 0.43% |
| Travelers COS inTRV | 0.39% | 1.12% | 0.39% |
| Applied MaterialAMAT | 0.33% | 5.59% | 0.33% |
| HCA Healthcare IHCA | 0.29% | 2.27% | 0.29% |
| Nvidia Corp.NVDA | 0.28% | 4.66% | 0.28% |
| LAM ResearchLRCX | 0.26% | 4.28% | 0.26% |
| Bank of AmericaBAC | 0.26% | 0.92% | 0.26% |
| Howmet AerospaceHWM | 0.19% | 1.13% | 0.19% |
Overlap by weight adds up the smaller weight of each holding the funds share, so 100% means identical portfolios. Long securities only: derivatives and cash vehicles are left out. Sources: SPXD, SEC Form N-PORT, May 31, 2026; GARY, SEC Form N-PORT, July 31, 2026.
Largest institutions holding both
No 13F filer reports holding both.
This compares who owns the funds, not what the funds hold. From SEC Form 13F, for managers with $100M+ in US securities.
Who owns them: SPXD institutional holders, GARY institutional holders.
Frequently asked questions
How much do SPXD and GARY overlap?
9.0% by weight, with 31 holdings in common, using holdings for SPXD as of May 31, 2026 and GARY as of July 31, 2026. The largest shared position is COST.
Do institutions hold both SPXD and GARY?
0 Form 13F filers report positions in both, out of 7 that report either one.
How is overlap by weight worked out?
For each holding the two funds share, take the smaller of the two weights, then add those up. Identical portfolios score 100%.