SPDR Portfolio Mortgage Backed Bond ETF (SPMB)
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
US78464A3831
78464A383
Jan 15, 2009
North America (U.S.)
1x
Bloomberg US Aggregate Securitized - MBS
Expense Ratio
SPMB has an expense ratio of 0.04%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio Mortgage Backed Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SPDR Portfolio Mortgage Backed Bond ETF had a return of 0.83% year-to-date (YTD) and 1.38% in the last 12 months. Over the past 10 years, SPDR Portfolio Mortgage Backed Bond ETF had an annualized return of 0.75%, while the S&P 500 had an annualized return of 11.11%, indicating that SPDR Portfolio Mortgage Backed Bond ETF did not perform as well as the benchmark.
SPMB
0.83%
-0.75%
0.87%
1.38%
-0.87%
0.75%
^GSPC (Benchmark)
25.25%
0.08%
9.66%
25.65%
13.17%
11.11%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.23% | -1.81% | 1.05% | -3.03% | 2.02% | 1.29% | 2.58% | 1.70% | 1.01% | -2.78% | 1.41% | 0.83% | |
| 2023 | 3.46% | -2.75% | 2.11% | 0.53% | -0.73% | -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% | -12.06% |
| 2021 | 0.15% | -0.92% | -0.65% | 0.61% | -0.29% | 0.06% | 0.52% | -0.10% | -0.34% | -0.53% | 0.13% | -0.09% | -1.45% |
| 2020 | 1.19% | 0.68% | 0.85% | 1.19% | 0.03% | -0.10% | 0.21% | -0.02% | -0.03% | -0.14% | 0.09% | 0.17% | 4.19% |
| 2019 | 0.83% | -0.04% | 1.43% | 0.05% | 1.11% | 0.90% | 0.55% | 0.69% | 0.08% | 0.40% | -0.14% | 0.15% | 6.16% |
| 2018 | -1.08% | -0.66% | 0.86% | -1.03% | 0.86% | -0.15% | 0.17% | 0.49% | -0.39% | -0.54% | 0.77% | 1.74% | 1.01% |
| 2017 | 0.04% | 0.77% | -0.16% | 0.34% | 0.79% | -0.46% | 0.42% | 0.69% | -0.16% | -0.16% | -0.04% | 0.05% | 2.13% |
| 2016 | 1.04% | 0.61% | 0.21% | 0.11% | 0.07% | 0.77% | 0.21% | 0.03% | 0.25% | -0.57% | -1.73% | -0.07% | 0.89% |
| 2015 | 1.03% | -0.05% | 0.59% | 0.03% | -0.45% | -1.12% | 1.11% | 0.03% | 0.57% | 0.15% | -0.37% | 0.22% | 1.74% |
| 2014 | 1.73% | 0.58% | -0.70% | 0.87% | 1.38% | 0.18% | -0.55% | 0.73% | -0.18% | 1.34% | 0.90% | -0.43% | 5.98% |
| 2013 | -0.73% | 0.35% | 0.02% | 0.32% | -1.43% | -1.15% | 0.17% | -0.31% | 1.47% | 0.53% | -0.59% | -0.42% | -1.80% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPMB is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Dividends
Dividend History
SPDR Portfolio Mortgage Backed Bond ETF provided a 3.78% dividend yield over the last twelve months, with an annual payout of $0.81 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.71 | $0.65 | $0.66 | $0.78 | $0.85 | $0.85 | $0.82 | $0.79 | $0.82 | $0.96 | $0.26 |
Dividend yield | 3.78% | 3.21% | 2.97% | 2.60% | 2.95% | 3.24% | 3.36% | 3.14% | 3.00% | 3.05% | 3.54% | 0.98% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.06 | $0.07 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $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 | $0.13 | $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 | $0.00 | $0.03 | $0.05 | $0.05 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $0.40 | $0.96 |
| 2013 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.01 | $0.02 | $0.01 | $0.01 | $0.03 | $0.12 | $0.26 |
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.
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 8.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.03% | Feb 3, 2021 | 683 | Oct 19, 2023 | — | — | — |
| -12.6% | Mar 9, 2020 | 4 | Mar 12, 2020 | 12 | Mar 30, 2020 | 16 |
| -5.04% | Nov 6, 2009 | 39 | Jan 4, 2010 | 111 | Jun 14, 2010 | 150 |
| -4.95% | Sep 14, 2009 | 7 | Sep 22, 2009 | 32 | Nov 5, 2009 | 39 |
| -4.55% | Sep 27, 2012 | 235 | Sep 5, 2013 | 164 | May 1, 2014 | 399 |
Volatility
Volatility Chart
The current SPDR Portfolio Mortgage Backed Bond ETF volatility is 2.00%, 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.