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SPDR Portfolio Mortgage Backed Bond ETF

SPMB
ETF · Currency in USD
ISIN
US78464A3831
CUSIP
78464A383
Issuer
State Street
Inception Date
Jan 15, 2009
Region
North America (U.S.)
Category
Mortgage Backed Securities
Expense Ratio
0.04%
Index Tracked
Bloomberg US Aggregate Securitized - MBS
ETF Home Page
www.ssga.com
Asset Class
Bond

SPMBPrice Chart


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S&P 500

SPMBPerformance

The chart shows the growth of $10,000 invested in SPDR Portfolio Mortgage Backed Bond ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,024 for a total return of roughly 40.24%. All prices are adjusted for splits and dividends.


SPMB (SPDR Portfolio Mortgage Backed Bond ETF)
Benchmark (S&P 500)

SPMBReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.09%
6M0.73%
YTD-0.73%
1Y-0.43%
5Y2.09%
10Y2.23%

SPMBMonthly Returns Heatmap


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SPMBSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR Portfolio Mortgage Backed Bond ETF Sharpe ratio is -0.27. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


SPMB (SPDR Portfolio Mortgage Backed Bond ETF)
Benchmark (S&P 500)

SPMBDividends

SPDR Portfolio Mortgage Backed Bond ETF granted a 2.70% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $0.70 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.70$0.78$0.85$0.85$0.82$0.86$0.82$0.96$0.26$0.65$1.06$1.11

Dividend yield

2.70%2.95%3.24%3.36%3.14%3.26%3.05%3.54%0.98%2.37%3.89%4.18%

SPMBDrawdowns Chart

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


SPMB (SPDR Portfolio Mortgage Backed Bond ETF)
Benchmark (S&P 500)

SPMBWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR Portfolio Mortgage Backed Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPDR Portfolio Mortgage Backed Bond ETF is 12.60%, recorded on Mar 12, 2020. It took 12 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.6%Mar 9, 20204Mar 12, 202012Mar 30, 202016
-4.57%Sep 27, 2012235Sep 5, 2013164May 1, 2014399
-3.93%Sep 30, 201657Dec 20, 2016502Dec 19, 2018559
-2.99%Nov 4, 201029Dec 15, 201062Mar 16, 201191
-2%Apr 15, 201540Jun 10, 201570Sep 18, 2015110
-1.9%Feb 3, 202193Jun 16, 2021
-1.64%Sep 15, 201131Oct 27, 201153Jan 13, 201284
-1.57%Mar 23, 20109Apr 5, 201019Apr 30, 201028
-1.25%Oct 5, 201527Nov 10, 201543Jan 13, 201670
-1.22%Jun 9, 201120Jul 7, 201118Aug 2, 201138

SPMBVolatility Chart

Current SPDR Portfolio Mortgage Backed Bond ETF volatility is 0.98%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SPMB (SPDR Portfolio Mortgage Backed Bond ETF)
Benchmark (S&P 500)

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