Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPDW SPDR Portfolio World ex-US ETF | Foreign Large Cap Equities | 34% |
SPYM State Street SPDR Portfolio S&P 500 ETF | S&P 500 | 66% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 SP500 + World Developed, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.
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The earliest data available for this chart is Apr 26, 2007, corresponding to the inception date of SPDW
Returns By Period
As of Apr 2, 2026, the 2025 SP500 + World Developed returned -1.08% Year-To-Date and 12.72% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 2025 SP500 + World Developed | -0.23% | -3.15% | -1.08% | 1.98% | 21.89% | 17.91% | 10.99% | 12.72% |
| Portfolio components: | ||||||||
SPYM State Street SPDR Portfolio S&P 500 ETF | 0.09% | -3.33% | -3.54% | -1.41% | 17.61% | 18.45% | 11.96% | 14.24% |
SPDW SPDR Portfolio World ex-US ETF | -0.80% | -2.83% | 3.67% | 8.50% | 30.12% | 16.04% | 8.47% | 9.41% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 27, 2007, 2025 SP500 + World Developed's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Oct 2008 at -16.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, 2025 SP500 + World Developed closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.94% | 1.64% | -6.26% | 0.85% | -1.08% | ||||||||
| 2025 | 3.28% | -0.07% | -3.65% | 0.92% | 5.89% | 4.52% | 0.91% | 2.99% | 3.16% | 2.17% | 0.39% | 1.17% | 23.56% |
| 2024 | 0.74% | 4.40% | 3.37% | -3.79% | 4.92% | 1.84% | 1.71% | 2.56% | 1.82% | -2.25% | 4.24% | -2.71% | 17.70% |
| 2023 | 7.25% | -2.84% | 3.37% | 1.89% | -0.95% | 5.80% | 3.24% | -2.36% | -4.45% | -2.58% | 9.02% | 4.89% | 23.40% |
| 2022 | -4.85% | -2.84% | 2.72% | -8.22% | 0.85% | -8.69% | 7.89% | -4.63% | -9.45% | 7.45% | 7.77% | -4.56% | -17.37% |
| 2021 | -0.77% | 2.70% | 3.88% | 4.49% | 1.59% | 1.17% | 1.74% | 2.46% | -4.21% | 5.76% | -1.94% | 4.41% | 22.95% |
Benchmark Metrics
2025 SP500 + World Developed has an annualized alpha of 1.26%, beta of 0.88, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since April 27, 2007.
- With beta of 0.88 and R² of 0.87, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.26%
- Beta
- 0.88
- R²
- 0.87
- Upside Capture
- 99.32%
- Downside Capture
- 98.16%
Expense Ratio
2025 SP500 + World Developed has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
2025 SP500 + World Developed ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.88 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.37 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.39 | +0.55 |
Martin ratioReturn relative to average drawdown | 8.91 | 6.43 | +2.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPYM State Street SPDR Portfolio S&P 500 ETF | 54 | 0.97 | 1.48 | 1.23 | 1.52 | 7.13 |
SPDW SPDR Portfolio World ex-US ETF | 82 | 1.72 | 2.36 | 1.34 | 2.64 | 10.12 |
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Dividends
Dividend yield
2025 SP500 + World Developed provided a 1.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.84% | 1.87% | 1.93% | 1.88% | 2.18% | 1.86% | 1.65% | 2.25% | 2.52% | 1.79% | 2.36% | 2.25% |
| Portfolio components: | ||||||||||||
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.15% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
SPDW SPDR Portfolio World ex-US ETF | 3.18% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2025 SP500 + World Developed. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 2025 SP500 + World Developed was 56.04%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.
The current 2025 SP500 + World Developed drawdown is 5.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.04% | Oct 11, 2007 | 354 | Mar 9, 2009 | 975 | Jan 22, 2013 | 1329 |
| -33.92% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.9% | Jan 5, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
| -18.75% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -17.14% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.81, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SPDW | SPYM | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.80 | 0.88 | 0.91 |
| SPDW | 0.80 | 1.00 | 0.73 | 0.89 |
| SPYM | 0.88 | 0.73 | 1.00 | 0.96 |
| Portfolio | 0.91 | 0.89 | 0.96 | 1.00 |