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SPDR Portfolio Mortgage Backed Bond ETF (SPMB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SPDR Portfolio Mortgage Backed Bond ETF (SPMB)

ETF · Currency in USD · Last updated May 30, 2025

SPMB is a passive ETF by State Street tracking the investment results of the Bloomberg US Aggregate Securitized - MBS. SPMB launched on Jan 15, 2009 and has a 0.04% expense ratio.

ETF Info

ISIN

US78464A3831

CUSIP

78464A383

Issuer

State Street

Inception Date

Jan 15, 2009

Region

North America (U.S.)

Category

Mortgage Backed Securities

Leveraged

1x

Index Tracked

Bloomberg US Aggregate Securitized - MBS

Home Page

www.ssga.com

Asset Class

Bond

Expense Ratio

SPMB has an expense ratio of 0.04%, which is considered low.

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 Portfolio Mortgage Backed Bond ETF

Popular comparisons:
SPMB vs. GSST SPMB vs. VMBS SPMB vs. SPTI SPMB vs. TLT SPMB vs. IGOV SPMB vs. SCHG SPMB vs. USFR SPMB vs. BND SPMB vs. QQQ SPMB vs. SPY
Popular comparisons:
SPMB vs. GSST SPMB vs. VMBS SPMB vs. SPTI SPMB vs. TLT SPMB vs. IGOV SPMB vs. SCHG SPMB vs. USFR SPMB vs. BND SPMB vs. QQQ SPMB vs. SPY

Performance

Performance Chart

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S&P 500

Returns By Period

SPDR Portfolio Mortgage Backed Bond ETF (SPMB) returned 2.08% year-to-date (YTD) and 6.55% over the past 12 months. Over the past 10 years, SPMB returned 0.89% annually, underperforming the S&P 500 benchmark at 10.84%.

SPMB

YTD

2.08%

1M

-1.06%

6M

0.77%

1Y

6.55%

3Y*

0.89%

5Y*

-1.15%

10Y*

0.89%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of SPMB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.37%2.67%-0.11%0.26%-1.10%2.08%
2024-0.23%-1.81%1.05%-3.03%2.01%1.29%2.58%1.70%1.01%-2.78%1.40%-1.64%1.35%
20233.46%-2.74%2.11%0.53%-0.72%-0.24%-0.28%-0.88%-3.17%-2.17%5.24%4.25%5.09%
2022-1.54%-0.99%-2.74%-3.54%0.98%-1.40%3.17%-3.40%-5.16%-1.25%4.15%-0.64%-12.05%
20210.15%-0.92%-0.66%0.61%-0.29%0.06%0.52%-0.11%-0.34%-0.53%0.13%-0.10%-1.46%
20201.19%0.68%0.85%1.19%0.03%-0.10%0.19%0.00%-0.02%-0.14%0.08%0.17%4.19%
20190.83%-0.04%1.41%0.07%1.11%0.90%0.55%0.70%0.07%0.41%-0.13%0.13%6.16%
2018-1.08%-0.68%0.87%-1.03%0.85%-0.15%0.17%0.51%-0.38%-0.54%0.77%1.74%1.01%
20170.04%0.77%-0.16%0.33%0.79%-0.46%0.42%0.68%-0.16%-0.17%-0.03%0.06%2.13%
20161.03%0.62%0.21%0.12%0.06%0.75%0.22%0.03%0.26%-0.58%-1.73%-0.08%0.89%
20151.02%-0.05%0.57%0.05%-0.45%-1.12%1.11%0.03%0.55%0.17%-0.37%0.22%1.74%
20141.74%0.57%-0.68%0.87%1.38%0.19%-0.55%0.73%-0.18%1.34%0.90%-0.43%5.99%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPMB is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SPMB is 6767
Overall Rank
The Sharpe Ratio Rank of SPMB is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMB is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SPMB is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPMB is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SPMB is 6161
Martin 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 Mortgage Backed Bond ETF (SPMB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR Portfolio Mortgage Backed Bond ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.09
  • 5-Year: -0.18
  • 10-Year: 0.12
  • All Time: 0.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR Portfolio Mortgage Backed Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SPDR Portfolio Mortgage Backed Bond ETF provided a 3.81% dividend yield over the last twelve months, with an annual payout of $0.83 per share. The fund has been increasing its distributions for 2 consecutive years.

2.60%2.80%3.00%3.20%3.40%3.60%3.80%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.83$0.81$0.71$0.65$0.66$0.78$0.85$0.85$0.82$0.79$0.82$0.96

Dividend yield

3.81%3.76%3.21%2.98%2.59%2.95%3.24%3.36%3.13%2.99%3.05%3.54%

Monthly Dividends

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.07$0.07$0.07$0.07$0.27
2024$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.17$0.81
2023$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.12$0.71
2022$0.00$0.05$0.05$0.05$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.11$0.65
2021$0.00$0.06$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.11$0.66
2020$0.00$0.07$0.07$0.07$0.07$0.06$0.07$0.07$0.06$0.06$0.06$0.12$0.78
2019$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.14$0.85
2018$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.15$0.85
2017$0.00$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.13$0.82
2016$0.00$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.05$0.13$0.79
2015$0.00$0.08$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.14$0.82
2014$0.03$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.40$0.96

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 Portfolio Mortgage Backed 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 Portfolio Mortgage Backed Bond ETF was 18.03%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current SPDR Portfolio Mortgage Backed Bond ETF drawdown is 6.13%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.03%Feb 3, 2021682Oct 19, 2023———
-12.6%Mar 9, 20204Mar 12, 202012Mar 30, 202016
-5.04%Nov 6, 200939Jan 4, 2010111Jun 14, 2010150
-4.95%Sep 14, 20097Sep 22, 200932Nov 5, 200939
-4.53%Sep 27, 2012230Sep 5, 2013154May 1, 2014384
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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