PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR Portfolio S&P 500 ETF (SPLG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A8541
CUSIP78464A854
IssuerState Street
Inception DateNov 15, 2005
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedS&P 500 Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR Portfolio S&P 500 ETF has an expense ratio of 0.03% which is considered to be low.


0.50%1.00%1.50%2.00%0.03%

Share Price Chart


Loading data...

Compare to other instruments

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


SPDR Portfolio S&P 500 ETF

Popular comparisons: SPLG vs. VOO, SPLG vs. SPY, SPLG vs. SPYG, SPLG vs. IVV, SPLG vs. SCHX, SPLG vs. SCHD, SPLG vs. VTI, SPLG vs. SPYD, SPLG vs. ITOT, SPLG vs. SPYV

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.27%
16.40%
SPLG (SPDR Portfolio S&P 500 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Portfolio S&P 500 ETF had a return of 5.69% year-to-date (YTD) and 22.74% in the last 12 months. Over the past 10 years, SPDR Portfolio S&P 500 ETF had an annualized return of 12.63%, outperforming the S&P 500 benchmark which had an annualized return of 10.43%.


PeriodReturnBenchmark
Year-To-Date5.69%5.29%
1 month-2.37%-2.47%
6 months17.27%16.40%
1 year22.74%20.88%
5 years (annualized)13.46%11.60%
10 years (annualized)12.63%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.65%5.17%3.31%
2023-4.76%-2.13%9.13%4.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SPLG is 85, placing it in the top 15% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SPLG is 8585
SPDR Portfolio S&P 500 ETF(SPLG)
The Sharpe Ratio Rank of SPLG is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 8686Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 8585Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 8585Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 8282Martin 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 Portfolio S&P 500 ETF (SPLG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SPLG
Sharpe ratio
The chart of Sharpe ratio for SPLG, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.005.001.96
Sortino ratio
The chart of Sortino ratio for SPLG, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.002.83
Omega ratio
The chart of Omega ratio for SPLG, currently valued at 1.34, compared to the broader market1.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for SPLG, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for SPLG, currently valued at 8.27, compared to the broader market0.0020.0040.0060.0080.008.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current SPDR Portfolio S&P 500 ETF Sharpe ratio is 1.96. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.96
1.79
SPLG (SPDR Portfolio S&P 500 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Portfolio S&P 500 ETF granted a 1.40% dividend yield in the last twelve months. The annual payout for that period amounted to $0.82 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.82$0.80$0.76$0.70$0.68$0.68$0.65$0.55$0.52$0.48$0.43$0.37

Dividend yield

1.40%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Portfolio S&P 500 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.20
2023$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.22
2022$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.21
2021$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.20
2020$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.18
2019$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.19
2018$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.17
2017$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.16
2016$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.15
2015$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.14
2014$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.13
2013$0.07$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.31%
-4.42%
SPLG (SPDR Portfolio S&P 500 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Portfolio S&P 500 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 Portfolio S&P 500 ETF was 54.50%, occurring on Mar 9, 2009. Recovery took 733 trading sessions.

The current SPDR Portfolio S&P 500 ETF drawdown is 4.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.5%Oct 11, 2007333Mar 9, 2009733Mar 19, 20121066
-33.87%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.49%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.78%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-14.25%Jul 21, 2015132Feb 8, 201682Jun 6, 2016214

Volatility

Volatility Chart

The current SPDR Portfolio S&P 500 ETF volatility is 3.31%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.31%
3.35%
SPLG (SPDR Portfolio S&P 500 ETF)
Benchmark (^GSPC)