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
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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 May 14, 2025, the 2025 SP500 + World Developed returned 4.86% Year-To-Date and 10.31% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| 2025 SP500 + World Developed | 4.86% | 9.75% | 3.22% | 13.69% | 15.86% | 10.31% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.46% | 9.92% | -1.04% | 14.16% | 17.40% | 12.69% |
SPDW SPDR Portfolio World ex-US ETF | 13.39% | 9.45% | 11.37% | 10.99% | 12.37% | 5.47% |
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% | 0.92% | 4.50% | 4.86% | |||||||
| 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 57, 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 | 0.73 | 1.15 | 1.17 | 0.77 | 2.94 |
SPDW SPDR Portfolio World ex-US ETF | 0.64 | 1.03 | 1.14 | 0.82 | 2.53 |
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Dividends
Dividend yield
2025 SP500 + World Developed provided a 1.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.81% | 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 | 1.30% | 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 | 2.82% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 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.
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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 56.09%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.
The current 2025 SP500 + World Developed drawdown is 0.84%.
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 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
| ^GSPC | SPDW | SPLG | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.80 | 0.88 | 0.91 |
| SPDW | 0.80 | 1.00 | 0.73 | 0.89 |
| SPLG | 0.88 | 0.73 | 1.00 | 0.96 |
| Portfolio | 0.91 | 0.89 | 0.96 | 1.00 |