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SPDR S&P MidCap 400 ETF (MDY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78467Y1073

CUSIP

78467Y107

Issuer

State Street

Inception Date

May 4, 1995

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P MidCap 400 Index

Home Page

www.ssga.com

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
MDY vs. SPMD MDY vs. SPY MDY vs. IJH MDY vs. VO MDY vs. IWM MDY vs. XMVM MDY vs. VOO MDY vs. XMHQ MDY vs. VOT MDY vs. VBR
Popular comparisons:
MDY vs. SPMD MDY vs. SPY MDY vs. IJH MDY vs. VO MDY vs. IWM MDY vs. XMVM MDY vs. VOO MDY vs. XMHQ MDY vs. VOT MDY vs. VBR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P MidCap 400 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.00%
12.92%
MDY (SPDR S&P MidCap 400 ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P MidCap 400 ETF had a return of 19.40% year-to-date (YTD) and 30.43% in the last 12 months. Over the past 10 years, SPDR S&P MidCap 400 ETF had an annualized return of 9.97%, while the S&P 500 had an annualized return of 11.16%, indicating that SPDR S&P MidCap 400 ETF did not perform as well as the benchmark.


MDY

YTD

19.40%

1M

4.74%

6M

12.00%

1Y

30.43%

5Y (annualized)

12.10%

10Y (annualized)

9.97%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of MDY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.74%5.91%5.58%-6.05%4.48%-1.67%5.80%-0.14%1.06%-0.71%19.40%
20239.25%-1.86%-3.18%-0.80%-3.21%9.15%4.06%-2.96%-5.26%-5.28%8.39%8.63%16.07%
2022-7.27%1.12%1.27%-7.06%0.75%-9.65%10.92%-3.17%-9.18%10.48%6.02%-5.53%-13.28%
20211.44%6.78%4.85%4.31%0.24%-1.09%0.28%2.01%-4.01%5.88%-3.01%5.15%24.53%
2020-2.64%-9.40%-20.23%14.05%7.24%1.27%4.66%3.47%-3.29%2.20%14.30%6.47%13.50%
201910.28%4.32%-0.56%3.97%-8.07%7.82%0.94%-4.13%3.12%1.07%2.92%2.78%25.78%
20182.78%-4.43%0.98%-0.36%4.12%0.41%1.70%3.16%-1.07%-9.61%3.19%-11.32%-11.29%
20171.65%2.60%-0.45%0.78%-0.47%1.52%0.91%-1.54%3.88%2.23%3.68%0.24%15.93%
2016-5.54%1.24%8.48%1.19%2.25%0.47%4.24%0.46%-0.59%-2.66%7.88%2.18%20.46%
2015-1.10%5.03%1.33%-1.48%1.66%-1.29%0.11%-5.66%-3.20%5.55%1.34%-4.20%-2.51%
2014-2.22%4.86%0.35%-1.49%1.64%4.17%-4.39%5.06%-4.54%3.53%1.84%0.83%9.40%
20137.08%0.83%4.84%0.60%2.29%-2.30%6.67%-3.86%5.35%3.62%1.24%3.16%33.06%

Expense Ratio

MDY has an expense ratio of 0.23%, which is considered low compared to other funds.


Expense ratio chart for MDY: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MDY is 66, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of MDY is 6666
Combined Rank
The Sharpe Ratio Rank of MDY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MDY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of MDY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MDY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of MDY is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR S&P MidCap 400 ETF (MDY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MDY, currently valued at 1.95, compared to the broader market0.002.004.001.952.54
The chart of Sortino ratio for MDY, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.743.40
The chart of Omega ratio for MDY, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.47
The chart of Calmar ratio for MDY, currently valued at 3.05, compared to the broader market0.005.0010.0015.003.053.66
The chart of Martin ratio for MDY, currently valued at 11.15, compared to the broader market0.0020.0040.0060.0080.00100.0011.1516.26
MDY
^GSPC

The current SPDR S&P MidCap 400 ETF Sharpe ratio is 1.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P MidCap 400 ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.95
2.54
MDY (SPDR S&P MidCap 400 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P MidCap 400 ETF provided a 1.09% dividend yield over the last twelve months, with an annual payout of $6.55 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.10%1.20%1.30%1.40%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$6.55$6.15$6.05$4.95$4.71$5.04$4.20$4.09$3.94$3.44$3.10$2.61

Dividend yield

1.09%1.21%1.37%0.96%1.12%1.34%1.39%1.18%1.31%1.35%1.17%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P MidCap 400 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$1.01$0.00$0.00$2.00$0.00$0.00$1.65$0.00$0.00$4.66
2023$0.00$0.00$1.19$0.00$0.00$1.51$0.00$0.00$1.56$0.00$0.00$1.89$6.15
2022$0.00$0.00$1.15$0.00$0.00$1.40$0.00$0.00$1.83$0.00$0.00$1.67$6.05
2021$0.00$0.00$0.86$0.00$0.00$1.28$0.00$0.00$1.31$0.00$0.00$1.49$4.95
2020$0.00$0.00$1.11$0.00$0.00$1.12$0.00$0.00$1.03$0.00$0.00$1.45$4.71
2019$0.00$0.00$0.88$0.00$0.00$1.34$0.00$0.00$1.37$0.00$0.00$1.45$5.04
2018$0.00$0.00$0.86$0.00$0.00$1.01$0.00$0.00$1.06$0.00$0.00$1.27$4.20
2017$0.00$0.00$0.82$0.00$0.00$0.52$0.00$0.00$1.45$0.00$0.00$1.30$4.09
2016$0.00$0.00$0.82$0.00$0.00$0.85$0.00$0.00$1.11$0.00$0.00$1.17$3.94
2015$0.00$0.00$0.61$0.00$0.00$0.92$0.00$0.00$0.90$0.00$0.00$1.00$3.44
2014$0.00$0.00$0.69$0.00$0.00$0.78$0.00$0.00$0.56$0.00$0.00$1.07$3.10
2013$0.50$0.00$0.00$0.74$0.00$0.00$0.66$0.00$0.00$0.71$2.61

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.15%
-0.88%
MDY (SPDR S&P MidCap 400 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P MidCap 400 ETF. 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 SPDR S&P MidCap 400 ETF was 55.33%, occurring on Mar 9, 2009. Recovery took 441 trading sessions.

The current SPDR S&P MidCap 400 ETF drawdown is 1.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.33%Jul 16, 2007416Mar 9, 2009441Dec 6, 2010857
-42.22%Feb 21, 202022Mar 23, 2020161Nov 9, 2020183
-32.02%Apr 17, 2002123Oct 9, 2002254Oct 13, 2003377
-27.73%Apr 23, 1998118Oct 8, 199858Dec 31, 1998176
-26.19%May 2, 2011108Oct 3, 2011120Mar 26, 2012228

Volatility

Volatility Chart

The current SPDR S&P MidCap 400 ETF volatility is 5.40%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.40%
3.96%
MDY (SPDR S&P MidCap 400 ETF)
Benchmark (^GSPC)