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Inception Date
Sep 27, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$58M

Share Price Chart


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Performance

OBND Performance Chart

SPDR Loomis Sayles Opportunistic Bond ETF (OBND) is up 1.5% since the beginning of the year. OBND is currently trading at $26 per share.


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S&P 500 Index

Returns By Period

SPDR Loomis Sayles Opportunistic Bond ETF (OBND) has returned 1.47% so far this year and 6.03% over the past 12 months.


SPDR Loomis Sayles Opportunistic Bond ETF

1D
-0.19%
1M
0.54%
YTD
1.47%
6M
1.52%
1Y
6.03%
3Y*
6.84%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBND Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2021, OBND's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jul 2022 with a return of +4.3%, while the worst month was Sep 2022 at -4.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, OBND closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +2.1%, while the worst single day was Jun 13, 2022 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.58%0.61%-1.78%1.65%0.44%-0.02%1.47%
20250.60%1.81%-0.55%-0.14%0.76%1.70%0.18%1.47%0.66%0.52%0.74%-0.16%7.85%
2024-0.03%-0.58%1.21%-1.47%1.40%0.62%1.94%1.43%1.22%-1.09%1.13%-1.00%4.80%
20233.83%-2.71%1.89%0.57%-1.08%0.85%0.84%-0.22%-1.29%-1.06%4.01%3.71%9.47%
2022-1.69%-1.31%-1.33%-3.05%-0.64%-3.98%4.25%-2.42%-4.46%-0.05%3.88%-0.66%-11.24%
2021-0.05%-0.13%-0.57%0.81%0.05%

Benchmark Metrics

SPDR Loomis Sayles Opportunistic Bond ETF has an annualized alpha of 0.64%, beta of 0.14, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since September 28, 2021.

  • This ETF participated in 37.23% of S&P 500 Index downside but only 23.38% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.28 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 0.28 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
0.64%
Beta
0.14
0.28
Upside Capture
23.38%
Downside Capture
37.23%

Expense Ratio

OBND has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

OBND ranks 52 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.


OBND Risk / Return Rank: 5252
Overall Rank
OBND Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OBND Sortino Ratio Rank: 5656
Sortino Ratio Rank
OBND Omega Ratio Rank: 5454
Omega Ratio Rank
OBND Calmar Ratio Rank: 4444
Calmar Ratio Rank
OBND Martin Ratio Rank: 5454
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 Loomis Sayles Opportunistic Bond ETF (OBND) and compare them to 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.


OBNDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.10

2.78

-0.68

Martin ratioReturn relative to average drawdown

9.13

12.44

-3.30

Dividends

Dividend History

SPDR Loomis Sayles Opportunistic Bond ETF provided a 6.27% dividend yield over the last twelve months, with an annual payout of $1.61 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.61$1.63$1.68$1.57$1.16$0.17

Dividend yield

6.27%6.26%6.53%6.01%4.56%0.55%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Loomis Sayles Opportunistic Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.14$0.13$0.13$0.13$0.14$0.67
2025$0.00$0.14$0.14$0.13$0.14$0.14$0.14$0.14$0.14$0.14$0.13$0.27$1.63
2024$0.00$0.14$0.15$0.14$0.16$0.15$0.15$0.15$0.14$0.13$0.14$0.25$1.68
2023$0.00$0.10$0.13$0.12$0.13$0.13$0.15$0.14$0.13$0.13$0.14$0.29$1.57
2022$0.00$0.08$0.09$0.07$0.07$0.09$0.09$0.11$0.10$0.12$0.11$0.22$1.16
2021$0.04$0.12$0.17

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 Loomis Sayles Opportunistic 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 SPDR Loomis Sayles Opportunistic Bond ETF was 15.86%, occurring on Oct 20, 2022. Recovery took 447 trading sessions.

The current SPDR Loomis Sayles Opportunistic Bond ETF drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.86%Oct 2022
11mo 14d1y 9mo
2y 8moNov 2021 - Aug 2024
2025 selloff2025
-3.08%Apr 2025
1mo 8d1mo 19d
2mo 27dMar 2025 - May 2025
2026 pullback2026
-2.88%Mar 2026
28d21d
1mo 19dFeb 2026 - Apr 2026
2025 pullback2025
-2.17%Jan 2025
1mo 5d1mo 12d
2mo 17dDec 2024 - Feb 2025
2024 pullback2024
-1.76%Nov 2024
1mo 7d1mo 3d
2mo 10dSep 2024 - Dec 2024

Drawdown Indicators


OBNDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.86%

-56.78%

+40.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-9.10%

+6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.17%

-18.90%

+15.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.27%

-1.80%

+1.53%

Average Drawdown

Average peak-to-trough decline

-4.36%

-10.71%

+6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

2.03%

-1.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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