2025 SP500 + World Developed

Asset Allocation

Position	Category/Sector	Target Weight
SPYM State Street SPDR Portfolio S&P 500 ETF	S&P 500	66%
SPDW SPDR Portfolio World ex-US ETF	Foreign Large Cap Equities	34%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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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Returns By Period

As of Jun 13, 2026, the 2025 SP500 + World Developed returned 11.06% Year-To-Date and 13.98% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2025 SP500 + World Developed	0.45%	1.52%	11.06%	11.89%	27.60%	20.56%	12.23%	13.98%
Portfolio components:
SPDW SPDR Portfolio World ex-US ETF	0.29%	3.74%	14.86%	16.65%	31.27%	19.01%	9.30%	10.64%
SPYM State Street SPDR Portfolio S&P 500 ETF	0.53%	0.36%	9.10%	9.42%	25.76%	20.95%	13.43%	15.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 26, 2007, 2025 SP500 + World Developed's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 65% of months were positive and 35% 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%	9.33%	5.01%	-1.38%							11.06%
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 1.32%, beta of 0.88, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since April 26, 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: 1.32%

Beta: 0.88

R²: 0.87

Upside Capture: 99.06%

Downside Capture: 97.92%

See how alpha, beta & R² have trended over time →

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.

SPDW

SPDR Portfolio World ex-US ETF

SPYM

State Street SPDR Portfolio S&P 500 ETF

Return for Risk

Risk / Return Rank

2025 SP500 + World Developed ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2025 SP500 + World Developed and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.00	1.86	+0.14
Sortino ratioReturn per unit of downside risk	2.76	2.53	+0.23
Omega ratioGain probability vs. loss probability	1.36	1.34	+0.02
Calmar ratioReturn relative to maximum drawdown	2.73	2.53	+0.20
Martin ratioReturn relative to average drawdown	12.14	11.37	+0.77

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPDW SPDR Portfolio World ex-US ETF	59	1.80	2.51	1.33	2.58	9.95
SPYM State Street SPDR Portfolio S&P 500 ETF	67	2.00	2.70	1.36	2.75	12.42

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2025 SP500 + World Developed Sharpe ratio is 2.00 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2025 SP500 + World Developed compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2025 SP500 + World Developed provided a 1.83% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.83%	1.87%	1.93%	1.88%	2.18%	1.86%	1.65%	2.25%	2.52%	1.79%	2.36%	2.25%
Portfolio components:
SPDW SPDR Portfolio World ex-US ETF	2.87%	3.30%	3.19%	2.75%	3.12%	3.04%	1.87%	3.13%	3.08%	1.86%	3.11%	2.78%
SPYM State Street SPDR Portfolio S&P 500 ETF	1.29%	1.13%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%

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 1.87%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-56.04%Mar 2009	1y 5mo	3y 10mo	5y 3moOct 2007 - Jan 2013
COVID crash2020	-33.92%Mar 2020	1mo 9d	5mo 4d	6mo 13dFeb 2020 - Aug 2020
Bear market2022	-25.90%Oct 2022	9mo 10d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-18.75%Dec 2018	3mo 4d	4mo	7mo 4dSep 2018 - Apr 2019
2016 correction2016	-17.14%Feb 2016	8mo 25d	6mo 28d	1y 3moMay 2015 - Sep 2016

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.05	1.05	1.04	1.03	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2025 SP500 + World Developed correlation to the S&P 500 Index

2025 SP500 + World Developed has a 0.96 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Apr 26, 2007	0.91

Benchmark Correlations

Correlation vs. S&P 500 Index. SPYM has the highest benchmark correlation at 0.89, while SPDW has the lowest at 0.80.

SPDW

0.80

SPYM

0.89

Portfolio Correlations

Correlation vs. 2025 SP500 + World Developed. SPYM has the highest portfolio correlation at 0.96, while SPDW has the lowest at 0.89.

SPDW

0.89

SPYM

0.96

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SPDW	SPYM
SPDW	1.00	0.73
SPYM	0.73	1.00

The correlation results are calculated based on daily price changes starting from Apr 26, 2007

Diversification Analysis

Find what 2025 SP500 + World Developed is missing

See which holdings overlap, where 2025 SP500 + World Developed is concentrated, and which low-correlation assets could fill the gaps.

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