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

ETF Info

ISINUS78467Y1073
CUSIP78467Y107
IssuerState Street
Inception DateMay 4, 1995
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Index TrackedS&P MidCap 400 Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

MDY has a high expense ratio of 0.23%, indicating higher-than-average management fees.


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%

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.


SPDR S&P MidCap 400 ETF

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. VOT, MDY vs. XMHQ, 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.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%December2024FebruaryMarchAprilMay
2,056.13%
918.80%
MDY (SPDR S&P MidCap 400 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR S&P MidCap 400 ETF had a return of 8.94% year-to-date (YTD) and 23.30% in the last 12 months. Over the past 10 years, SPDR S&P MidCap 400 ETF had an annualized return of 9.88%, while the S&P 500 had an annualized return of 10.99%, indicating that SPDR S&P MidCap 400 ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.94%11.18%
1 month6.66%5.60%
6 months19.64%17.48%
1 year23.30%26.33%
5 years (annualized)11.32%13.16%
10 years (annualized)9.88%10.99%

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%8.94%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MDY is 62, 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 6262
MDY (SPDR S&P MidCap 400 ETF)
The Sharpe Ratio Rank of MDY is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of MDY is 6363Sortino Ratio Rank
The Omega Ratio Rank of MDY is 6060Omega Ratio Rank
The Calmar Ratio Rank of MDY is 6666Calmar Ratio Rank
The Martin Ratio Rank of MDY is 5757Martin 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.


MDY
Sharpe ratio
The chart of Sharpe ratio for MDY, currently valued at 1.54, compared to the broader market0.002.004.001.54
Sortino ratio
The chart of Sortino ratio for MDY, currently valued at 2.22, compared to the broader market0.005.0010.002.22
Omega ratio
The chart of Omega ratio for MDY, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for MDY, currently valued at 1.36, compared to the broader market0.005.0010.0015.001.36
Martin ratio
The chart of Martin ratio for MDY, currently valued at 4.90, compared to the broader market0.0020.0040.0060.0080.00100.004.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current SPDR S&P MidCap 400 ETF Sharpe ratio is 1.54. This value is calculated based on the past 12 months 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 Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.54
2.38
MDY (SPDR S&P MidCap 400 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P MidCap 400 ETF granted a 1.08% dividend yield in the last twelve months. The annual payout for that period amounted to $5.97 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.97$6.15$6.05$4.95$4.71$5.04$4.20$4.09$3.94$3.44$3.10$2.61

Dividend yield

1.08%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$1.01
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
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$1.16$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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.85%
-0.09%
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 0.85%.


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 3.61%, 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%December2024FebruaryMarchAprilMay
3.61%
3.36%
MDY (SPDR S&P MidCap 400 ETF)
Benchmark (^GSPC)