Basic SPDR
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Basic SPDR, 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 Quarterly
The earliest data available for this chart is Feb 19, 2008, corresponding to the inception date of DWX
Returns By Period
As of Sep 21, 2024, the Basic SPDR returned 18.18% Year-To-Date and 11.46% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Basic SPDR | 18.18% | 1.95% | 9.64% | 30.15% | 13.36% | 11.46% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 20.68% | 1.67% | 9.71% | 33.51% | 15.56% | 13.12% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 26.71% | 0.88% | 11.65% | 38.86% | 17.11% | 14.93% |
SPYV SPDR Portfolio S&P 500 Value ETF | 14.04% | 2.47% | 7.43% | 27.55% | 12.92% | 10.54% |
SLYV SPDR S&P 600 Small Cap Value ETF | 5.57% | 3.17% | 8.79% | 21.93% | 9.13% | 8.78% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 16.25% | 1.26% | 1.99% | 28.19% | 11.19% | 10.27% |
DWX SPDR S&P International Dividend ETF | 11.43% | 2.84% | 12.20% | 18.76% | 4.18% | 2.52% |
SDY SPDR S&P Dividend ETF | 14.06% | 2.54% | 10.02% | 22.19% | 9.56% | 10.26% |
Monthly Returns
The table below presents the monthly returns of Basic SPDR, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.58% | 4.25% | 3.50% | -4.03% | 4.47% | 1.93% | 3.01% | 2.45% | 18.18% | ||||
| 2023 | 6.44% | -2.44% | 2.29% | 1.42% | -1.06% | 6.20% | 3.44% | -2.19% | -4.73% | -2.45% | 8.51% | 5.20% | 21.52% |
| 2022 | -4.49% | -2.11% | 3.03% | -7.58% | 0.59% | -7.97% | 8.31% | -4.02% | -9.40% | 8.14% | 6.09% | -5.11% | -15.49% |
| 2021 | -0.43% | 3.32% | 4.85% | 4.68% | 1.09% | 1.28% | 1.73% | 2.44% | -4.53% | 6.11% | -1.37% | 4.84% | 26.20% |
| 2020 | -0.78% | -8.18% | -13.98% | 11.65% | 4.38% | 1.85% | 4.90% | 5.80% | -3.53% | -1.84% | 11.59% | 3.90% | 13.34% |
| 2019 | 7.93% | 3.26% | 1.33% | 3.63% | -6.06% | 6.74% | 1.00% | -1.84% | 2.39% | 2.12% | 3.01% | 2.73% | 28.73% |
| 2018 | 4.72% | -3.97% | -1.73% | 0.29% | 2.08% | 0.59% | 3.45% | 2.50% | 0.19% | -6.87% | 2.37% | -8.48% | -5.68% |
| 2017 | 1.69% | 3.32% | 0.26% | 0.95% | 1.20% | 0.72% | 1.91% | -0.05% | 2.36% | 1.96% | 3.11% | 1.07% | 20.09% |
| 2016 | -4.70% | 0.29% | 7.52% | 0.90% | 1.19% | 0.66% | 3.76% | 0.04% | 0.14% | -2.05% | 3.82% | 2.18% | 14.08% |
| 2015 | -2.54% | 5.27% | -1.53% | 1.32% | 0.71% | -2.03% | 1.02% | -6.05% | -2.76% | 7.97% | 0.16% | -2.04% | -1.25% |
| 2014 | -3.57% | 4.61% | 1.04% | 0.77% | 1.99% | 2.20% | -1.97% | 3.66% | -2.28% | 2.53% | 2.20% | -0.49% | 10.86% |
| 2013 | 5.15% | 0.94% | 3.79% | 1.89% | 1.58% | -1.74% | 5.27% | -3.19% | 3.93% | 4.45% | 2.30% | 2.30% | 29.69% |
Expense Ratio
Basic SPDR has an expense ratio of 0.14%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Basic SPDR is 69, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.68 | 15.45 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.16 | 2.85 | 1.39 | 1.75 | 11.06 |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.36 | 3.26 | 1.42 | 2.35 | 13.86 |
SLYV SPDR S&P 600 Small Cap Value ETF | 0.93 | 1.46 | 1.17 | 0.87 | 4.16 |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 1.52 | 2.13 | 1.25 | 1.22 | 7.91 |
DWX SPDR S&P International Dividend ETF | 1.57 | 2.25 | 1.28 | 1.28 | 7.79 |
SDY SPDR S&P Dividend ETF | 1.84 | 2.59 | 1.33 | 1.36 | 9.73 |
Dividends
Dividend yield
Basic SPDR granted a 1.43% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Basic SPDR | 1.43% | 1.83% | 2.00% | 1.67% | 1.88% | 2.07% | 2.44% | 2.59% | 2.43% | 3.09% | 2.81% | 2.43% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.53% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.47% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
SLYV SPDR S&P 600 Small Cap Value ETF | 1.72% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.73% | 1.20% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.48% | 1.60% | 0.82% |
DWX SPDR S&P International Dividend ETF | 2.75% | 4.12% | 4.68% | 3.89% | 3.84% | 4.40% | 5.06% | 3.85% | 5.25% | 5.81% | 6.02% | 6.85% |
SDY SPDR S&P Dividend ETF | 2.38% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
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 Basic SPDR. 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 Basic SPDR was 52.78%, occurring on Mar 9, 2009. Recovery took 477 trading sessions.
The current Basic SPDR drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.78% | May 20, 2008 | 202 | Mar 9, 2009 | 477 | Jan 27, 2011 | 679 |
| -34.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -22.98% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -19.99% | May 2, 2011 | 108 | Oct 3, 2011 | 99 | Feb 24, 2012 | 207 |
| -18.43% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility
Volatility Chart
The current Basic SPDR volatility is 3.56%, 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
| DWX | SPYG | SLYV | MDYG | SDY | SPYV | SPY | |
|---|---|---|---|---|---|---|---|
| DWX | 1.00 | 0.68 | 0.68 | 0.68 | 0.71 | 0.74 | 0.74 |
| SPYG | 0.68 | 1.00 | 0.72 | 0.84 | 0.75 | 0.79 | 0.94 |
| SLYV | 0.68 | 0.72 | 1.00 | 0.86 | 0.86 | 0.84 | 0.81 |
| MDYG | 0.68 | 0.84 | 0.86 | 1.00 | 0.82 | 0.82 | 0.86 |
| SDY | 0.71 | 0.75 | 0.86 | 0.82 | 1.00 | 0.91 | 0.86 |
| SPYV | 0.74 | 0.79 | 0.84 | 0.82 | 0.91 | 1.00 | 0.90 |
| SPY | 0.74 | 0.94 | 0.81 | 0.86 | 0.86 | 0.90 | 1.00 |