Basic SPDR

Asset Allocation

Position	Category/Sector	Target Weight
SPY State Street SPDR S&P 500 ETF	S&P 500	40%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	S&P 500, Large Cap Growth Equities	15%
SPYV SPDR Portfolio S&P 500 Value ETF	S&P 500, Large Cap Value Equities	15%
DWX SPDR S&P International Dividend ETF	Foreign Large Cap Equities, Dividend	10%
SDY SPDR S&P Dividend ETF	Mid Cap Value Equities, Dividend	10%
SLYV SPDR S&P 600 Small Cap Value ETF	Small Cap Value Equities	5%
MDYG SPDR S&P 400 Mid Cap Growth ETF	Mid Cap Growth Equities	5%

Benchmark Against

Benchmark

S&P 500 Index

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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 Every 3 months.

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Returns By Period

As of Jun 13, 2026, the Basic SPDR returned 10.37% Year-To-Date and 13.77% 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 Basic SPDR	0.52%	1.41%	10.37%	10.54%	25.23%	18.96%	11.65%	13.77%
Portfolio components:
DWX SPDR S&P International Dividend ETF	-0.27%	0.99%	8.17%	10.44%	16.98%	15.54%	7.43%	7.90%
MDYG SPDR S&P 400 Mid Cap Growth ETF	0.58%	2.26%	18.87%	17.59%	31.67%	16.93%	8.21%	11.74%
SDY SPDR S&P Dividend ETF	0.83%	3.57%	10.37%	9.32%	16.30%	10.29%	6.56%	9.61%
SLYV SPDR S&P 600 Small Cap Value ETF	1.09%	6.39%	19.47%	16.63%	41.92%	14.32%	6.28%	10.65%
SPY State Street SPDR S&P 500 ETF	0.54%	-0.86%	9.07%	9.42%	25.67%	20.86%	13.36%	15.42%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.41%	-2.81%	9.70%	10.60%	29.17%	25.85%	14.92%	17.91%
SPYV SPDR Portfolio S&P 500 Value ETF	0.69%	1.59%	8.25%	8.02%	21.87%	15.13%	10.98%	12.08%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 19, 2008, Basic SPDR's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2009 with a return of +12.8%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Basic SPDR closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -11.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.58%	1.09%	-5.03%	8.72%	4.01%	-0.89%							10.37%
2025	2.54%	-0.81%	-4.10%	-0.58%	5.43%	4.36%	1.61%	2.78%	2.57%	1.41%	0.87%	0.26%	17.24%
2024	0.58%	4.25%	3.50%	-4.03%	4.47%	1.93%	3.01%	2.45%	1.91%	-1.55%	5.68%	-3.76%	19.44%
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%	21.51%
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%

Benchmark Metrics

Basic SPDR has an annualized alpha of 1.17%, beta of 0.96, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since February 19, 2008.

With beta of 0.96 and R2 of 0.98, 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: 1.17%

Beta: 0.96

R²: 0.98

Upside Capture: 101.03%

Downside Capture: 97.21%

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

Expense Ratio

Basic SPDR has an expense ratio of 0.14%, 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.

DWX

SPDR S&P International Dividend ETF

SDY

SPDR S&P Dividend ETF

SLYV

SPDR S&P 600 Small Cap Value ETF

MDYG

SPDR S&P 400 Mid Cap Growth ETF

SPY

State Street SPDR S&P 500 ETF

SPYG

State Street SPDR Portfolio S&P 500 Growth ETF

SPYV

SPDR Portfolio S&P 500 Value ETF

Return for Risk

Risk / Return Rank

Basic SPDR ranks 64 for risk / return — better than 64% 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.

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 Basic SPDR 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	2.13	1.86	+0.27
Sortino ratioReturn per unit of downside risk	2.94	2.53	+0.41
Omega ratioGain probability vs. loss probability	1.39	1.34	+0.05
Calmar ratioReturn relative to maximum drawdown	2.98	2.53	+0.45
Martin ratioReturn relative to average drawdown	13.36	11.37	+1.99

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
DWX SPDR S&P International Dividend ETF	46	1.52	2.13	1.28	1.94	6.13
MDYG SPDR S&P 400 Mid Cap Growth ETF	60	1.68	2.41	1.29	2.98	11.86
SDY SPDR S&P Dividend ETF	43	1.44	2.20	1.25	1.95	5.30
SLYV SPDR S&P 600 Small Cap Value ETF	77	2.15	3.06	1.37	4.20	13.96
SPY State Street SPDR S&P 500 ETF	67	1.98	2.68	1.36	2.74	12.39
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	50	1.65	2.26	1.29	2.01	8.08
SPYV SPDR Portfolio S&P 500 Value ETF	73	2.08	2.92	1.37	3.33	12.73

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 Basic SPDR Sharpe ratio is 2.13 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 Basic SPDR 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

Basic SPDR provided a 1.50% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.50%	1.61%	1.76%	1.83%	2.00%	1.67%	1.88%	2.07%	2.44%	2.59%	2.43%	3.09%
Portfolio components:
DWX SPDR S&P International Dividend ETF	4.12%	4.44%	4.31%	4.12%	4.68%	3.89%	3.84%	4.40%	5.06%	3.85%	5.25%	5.81%
MDYG SPDR S&P 400 Mid Cap Growth ETF	0.61%	0.75%	0.87%	1.20%	1.16%	0.69%	0.71%	1.21%	1.36%	2.23%	1.25%	2.51%
SDY SPDR S&P Dividend ETF	2.42%	2.61%	2.56%	2.64%	2.55%	2.63%	2.85%	2.45%	2.73%	4.69%	3.30%	6.20%
SLYV SPDR S&P 600 Small Cap Value ETF	1.75%	2.02%	2.30%	2.11%	1.47%	1.94%	1.40%	1.67%	2.14%	5.53%	2.18%	6.55%
SPY State Street SPDR S&P 500 ETF	1.00%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.48%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%
SPYV SPDR Portfolio S&P 500 Value ETF	1.68%	1.77%	2.29%	1.75%	2.22%	2.10%	2.38%	2.25%	2.97%	2.77%	2.39%	2.53%

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 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 1.19%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-52.78%Mar 2009	9mo 23d	1y 10mo	2y 8moMay 2008 - Jan 2011
COVID crash2020	-34.98%Mar 2020	1mo 2d	5mo 8d	6mo 10dFeb 2020 - Aug 2020
Bear market2022	-22.97%Oct 2022	9mo 10d	1y 2mo	1y 11moJan 2022 - Dec 2023
2011 correction2011	-19.99%Oct 2011	5mo 4d	4mo 24d	9mo 28dMay 2011 - Feb 2012
Rate-hike selloffLate 2018	-18.43%Dec 2018	3mo 4d	3mo 19d	6mo 23dSep 2018 - Apr 2019

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 7 assets, with an effective number of assets of 4.35, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.15	1.12	1.08	1.07	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.

Basic SPDR correlation to the S&P 500 Index

Basic SPDR has a 0.97 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	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Feb 19, 2008	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while DWX has the lowest at 0.71.

0.71

0.80

0.83

0.86

0.89

0.95

1.00

Portfolio Correlations

Correlation vs. Basic SPDR. SPY has the highest portfolio correlation at 0.98, while DWX has the lowest at 0.77.

0.77

0.86

0.88

0.90

0.92

0.93

0.98

Asset Correlations Table

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

	DWX	SLYV	SPYG	SDY	MDYG	SPYV	SPY
DWX	1.00	0.66	0.64	0.69	0.66	0.72	0.71
SLYV	0.66	1.00	0.71	0.85	0.86	0.84	0.80
SPYG	0.64	0.71	1.00	0.70	0.82	0.77	0.94
SDY	0.69	0.85	0.70	1.00	0.80	0.90	0.83
MDYG	0.66	0.86	0.82	0.80	1.00	0.82	0.86
SPYV	0.72	0.84	0.77	0.90	0.82	1.00	0.89
SPY	0.71	0.80	0.94	0.83	0.86	0.89	1.00

The correlation results are calculated based on daily price changes starting from Feb 19, 2008

Diversification Analysis

Find what Basic SPDR is missing

See which holdings overlap, where Basic SPDR is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification