PortfoliosLab logoPortfoliosLab logo
State Street My2033 Corporate Bond ETF (MYCM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Sep 23, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

MYCM Performance Chart

State Street My2033 Corporate Bond ETF (MYCM) is up 0.9% since the beginning of the year. MYCM is currently trading at $25 per share.


Loading graphics...

S&P 500 Index

Returns By Period

State Street My2033 Corporate Bond ETF (MYCM) has returned 0.90% so far this year and 9.59% over the past 12 months.


State Street My2033 Corporate Bond ETF

1D
0.25%
1M
1.47%
YTD
0.90%
6M
1.36%
1Y
9.59%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.18%
1M
5.05%
YTD
1.78%
6M
4.86%
1Y
28.88%
3Y*
18.97%
5Y*
10.81%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCM Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2024, MYCM's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jun 2025 with a return of +2.1%, while the worst month was Oct 2024 at -2.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, MYCM closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +1.3%, while the worst single day was Apr 7, 2025 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.28%1.33%-1.72%1.03%0.90%
20250.43%2.08%-0.04%0.17%0.37%2.12%0.07%1.15%1.32%0.34%0.97%-0.14%9.21%
2024-0.45%-2.33%1.47%-1.83%-3.14%

Benchmark Metrics

State Street My2033 Corporate Bond ETF has an annualized alpha of 2.96%, beta of 0.10, and R² of 0.11 versus S&P 500 Index. Calculated based on daily prices since September 25, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (20.98%) than losses (16.04%) — typical of diversified or defensive assets.
  • Beta of 0.10 may look defensive, but with R² of 0.11 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.11 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.96%
Beta
0.10
0.11
Upside Capture
20.98%
Downside Capture
16.04%

Expense Ratio

MYCM has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

MYCM ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MYCM Risk / Return Rank: 6262
Overall Rank
MYCM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MYCM Sortino Ratio Rank: 6767
Sortino Ratio Rank
MYCM Omega Ratio Rank: 6464
Omega Ratio Rank
MYCM Calmar Ratio Rank: 5757
Calmar Ratio Rank
MYCM Martin Ratio Rank: 6363
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 State Street My2033 Corporate Bond ETF (MYCM) and compare them to a chosen benchmark (S&P 500 Index).


MYCMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.26

2.20

+0.06

Sortino ratio

Return per unit of downside risk

3.33

3.07

+0.27

Omega ratio

Gain probability vs. loss probability

1.43

1.41

+0.01

Calmar ratio

Return relative to maximum drawdown

3.64

3.55

+0.10

Martin ratio

Return relative to average drawdown

14.29

16.01

-1.72

Explore MYCM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

State Street My2033 Corporate Bond ETF provided a 4.70% dividend yield over the last twelve months, with an annual payout of $1.17 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.17$1.17$0.31

Dividend yield

4.70%4.70%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for State Street My2033 Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.09$0.10$0.10$0.29
2025$0.00$0.09$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.20$1.17
2024$0.02$0.10$0.19$0.31

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the State Street My2033 Corporate Bond 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 State Street My2033 Corporate Bond ETF was 4.58%, occurring on Jan 13, 2025. Recovery took 98 trading sessions.

The current State Street My2033 Corporate Bond ETF drawdown is 0.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.58%Sep 25, 202475Jan 13, 202598Jun 4, 2025173
-2.74%Mar 2, 202620Mar 27, 2026
-1.22%Oct 29, 20256Nov 5, 202515Nov 26, 202521
-1.18%Jul 2, 20259Jul 15, 202510Jul 29, 202519
-0.78%Sep 17, 20257Sep 25, 202513Oct 14, 202520

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Portfolio Analyzer

Build a portfolio with MYCM

Add State Street My2033 Corporate Bond ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MYCM