2025 SP500 + World Developed
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPDW SPDR Portfolio World ex-US ETF | Foreign Large Cap Equities | 34% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 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.
The earliest data available for this chart is Apr 26, 2007, corresponding to the inception date of SPDW
Returns By Period
As of Apr 21, 2025, the 2025 SP500 + World Developed returned -4.35% Year-To-Date and 9.38% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| 2025 SP500 + World Developed | -5.93% | -6.77% | -6.96% | 7.31% | 13.78% | 9.17% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | -12.01% | -8.88% | -11.34% | 5.20% | 14.81% | 11.21% |
SPDW SPDR Portfolio World ex-US ETF | 5.86% | -3.16% | 0.33% | 9.01% | 11.07% | 4.88% |
Monthly Returns
The table below presents the monthly returns of 2025 SP500 + World Developed, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.28% | -0.07% | -3.65% | -5.40% | -5.93% | ||||||||
| 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% | 5.82% | 3.24% | -2.36% | -4.45% | -2.58% | 9.02% | 4.89% | 23.42% |
| 2022 | -4.85% | -2.84% | 2.72% | -8.22% | 0.85% | -8.70% | 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% |
| 2020 | -0.89% | -7.95% | -13.30% | 10.84% | 4.94% | 2.44% | 4.76% | 6.41% | -3.12% | -2.72% | 11.90% | 4.29% | 15.55% |
| 2019 | 8.19% | 3.09% | 1.29% | 3.61% | -5.92% | 6.77% | 0.36% | -1.89% | 2.25% | 2.49% | 3.01% | 3.03% | 28.76% |
| 2018 | 5.13% | -4.08% | -1.61% | 0.78% | 1.11% | -0.13% | 2.95% | 1.82% | 0.54% | -7.60% | 1.67% | -7.98% | -8.02% |
| 2017 | 2.44% | 2.78% | 1.23% | 1.22% | 2.11% | 0.82% | 2.17% | 0.01% | 2.31% | 2.07% | 2.26% | 1.36% | 22.83% |
| 2016 | -6.32% | 0.24% | 6.43% | 0.67% | 1.29% | -0.48% | 3.99% | 0.20% | 0.87% | -2.28% | 2.50% | 1.92% | 8.85% |
| 2015 | -1.84% | 5.90% | -1.06% | 1.61% | 0.80% | -2.20% | 1.61% | -6.25% | -3.76% | 8.41% | -0.28% | -1.91% | 0.17% |
| 2014 | -3.45% | 5.12% | 0.01% | 0.42% | 2.55% | 2.04% | -1.70% | 2.57% | -2.17% | 1.09% | 1.88% | -1.04% | 7.23% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2025 SP500 + World Developed is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 0.21 | 0.43 | 1.06 | 0.22 | 0.94 |
SPDW SPDR Portfolio World ex-US ETF | 0.52 | 0.85 | 1.11 | 0.66 | 2.03 |
Dividends
Dividend yield
2025 SP500 + World Developed provided a 2.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.00% | 1.93% | 1.88% | 2.18% | 1.86% | 1.65% | 2.25% | 2.52% | 1.79% | 2.36% | 2.26% | 2.38% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.48% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
SPDW SPDR Portfolio World ex-US ETF | 3.02% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% |
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.
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 56.09%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.
The current 2025 SP500 + World Developed drawdown is 9.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.09% | 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 | 297 | Dec 18, 2023 | 491 |
| -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 current 2025 SP500 + World Developed volatility is 12.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SPDW | SPLG | |
|---|---|---|
| SPDW | 1.00 | 0.73 |
| SPLG | 0.73 | 1.00 |