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ISIN
US78467Y1073
CUSIP
78467Y107
Inception Date
May 4, 1995
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P MidCap 400 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$26B

Share Price Chart


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Performance

MDY Performance Chart

SPDR S&P MidCap 400 ETF (MDY) is up 14.0% since the beginning of the year. MDY is currently trading at $686 per share. Investors who bought $1,000 worth of MDY shares 5 years ago would now be looking at an investment worth $1,474.


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S&P 500 Index

Returns By Period

SPDR S&P MidCap 400 ETF (MDY) has returned 14.02% so far this year and 26.67% over the past 12 months. Over the last ten years, MDY has returned 11.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


SPDR S&P MidCap 400 ETF

1D
0.90%
1M
3.28%
YTD
14.02%
6M
15.05%
1Y
26.67%
3Y*
15.81%
5Y*
8.07%
10Y*
11.05%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDY Monthly Returns History

Based on dividend-adjusted daily data since May 4, 1995, MDY's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +14.8%, while the worst month was Oct 2008 at -22.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MDY closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.03%4.02%-5.29%7.69%2.48%0.81%14.02%
20253.70%-4.21%-5.48%-2.38%5.36%3.57%1.61%3.39%0.41%-0.51%2.11%0.00%7.19%
2024-1.74%5.91%5.58%-6.05%4.48%-1.67%5.80%-0.14%1.06%-0.71%8.89%-7.17%13.64%
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%

Benchmark Metrics

SPDR S&P MidCap 400 ETF has an annualized alpha of 2.43%, beta of 1.03, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 05, 1995.

  • This ETF captured 110.86% of S&P 500 Index gains and 100.46% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 2.43% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.03 and R2 of 0.81, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.43%
Beta
1.03
0.81
Upside Capture
110.86%
Downside Capture
100.46%

Expense Ratio

MDY has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

MDY ranks 53 for risk / return — on par with similar ETFs. 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.


MDY Risk / Return Rank: 5353
Overall Rank
MDY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MDY Sortino Ratio Rank: 5050
Sortino Ratio Rank
MDY Omega Ratio Rank: 4747
Omega Ratio Rank
MDY Calmar Ratio Rank: 6060
Calmar Ratio Rank
MDY Martin Ratio Rank: 6161
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 present risk-adjusted performance metrics for SPDR S&P MidCap 400 ETF (MDY) and compare them to S&P 500 Index.


MDYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.73

2.39

-0.66

Sortino ratio

Return per unit of downside risk

2.52

3.25

-0.73

Omega ratio

Gain probability vs. loss probability

1.31

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

3.04

3.11

-0.08

Martin ratio

Return relative to average drawdown

11.07

14.38

-3.31

Dividends

Dividend History

SPDR S&P MidCap 400 ETF provided a 1.04% dividend yield over the last twelve months, with an annual payout of $7.12 per share. The fund has been increasing its distributions for 5 consecutive years.


1.00%1.10%1.20%1.30%1.40%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.12$6.91$6.74$6.15$6.05$4.95$4.71$5.04$4.20$4.09$3.94$3.44

Dividend yield

1.04%1.15%1.18%1.21%1.37%0.96%1.12%1.34%1.39%1.18%1.31%1.35%

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
2026$0.00$0.00$1.52$0.00$0.00$0.00$1.52
2025$0.00$0.00$1.31$0.00$0.00$1.80$0.00$0.00$1.62$0.00$0.00$2.18$6.91
2024$0.00$0.00$1.01$0.00$0.00$2.00$0.00$0.00$1.65$0.00$0.00$2.08$6.74
2023$0.00$0.00$1.19$0.00$0.00$1.51$0.00$0.00$1.55$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

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 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.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.33%Mar 2009
1y 7mo1y 9mo
3y 4moJul 2007 - Dec 2010
COVID crash2020
-42.22%Mar 2020
1mo 1d7mo 21d
8mo 22dFeb 2020 - Nov 2020
Dot-com crash2000–2002
-32.04%Oct 2002
5mo 25d1y 4d
1y 5moApr 2002 - Oct 2003
1998 bear market1998
-27.72%Oct 1998
5mo 18d2mo 24d
8mo 12dApr 1998 - Dec 1998
2011 bear market2011
-26.19%Oct 2011
5mo 4d5mo 25d
10mo 29dMay 2011 - Mar 2012

Drawdown Indicators


MDYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-56.78%

+1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-9.10%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-24.03%

-18.90%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

-25.43%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.22%

-33.92%

-8.30%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.03%

-10.72%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.97%

+0.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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