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SPDR Portfolio S&P 400 Mid Cap ETF (SPMD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A8475
CUSIP78464A847
IssuerState Street
Inception DateNov 8, 2005
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Index TrackedS&P MidCap 400 Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR Portfolio S&P 400 Mid Cap ETF has an expense ratio of 0.05% which is considered to be low.


0.50%1.00%1.50%2.00%0.05%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with SPMD

SPDR Portfolio S&P 400 Mid Cap ETF

Popular comparisons: SPMD vs. MDY, SPMD vs. IWR, SPMD vs. SCHM, SPMD vs. SCHZ, SPMD vs. SPLG, SPMD vs. FLVCX, SPMD vs. IMCB, SPMD vs. SPY, SPMD vs. VO, SPMD vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio S&P 400 Mid Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
442.20%
327.05%
SPMD (SPDR Portfolio S&P 400 Mid Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Portfolio S&P 400 Mid Cap ETF had a return of 9.52% year-to-date (YTD) and 26.90% in the last 12 months. Over the past 10 years, SPDR Portfolio S&P 400 Mid Cap ETF had an annualized return of 9.45%, while the S&P 500 had an annualized return of 10.96%, indicating that SPDR Portfolio S&P 400 Mid Cap ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.52%10.04%
1 month6.57%3.53%
6 months23.23%22.79%
1 year26.90%32.16%
5 years (annualized)11.59%13.15%
10 years (annualized)9.45%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.72%5.76%
2023-2.97%-5.21%-5.30%8.51%8.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.70
^GSPC
S&P 500
2.76

Sharpe Ratio

The current SPDR Portfolio S&P 400 Mid Cap ETF Sharpe ratio is 1.70. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.70
2.76
SPMD (SPDR Portfolio S&P 400 Mid Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Portfolio S&P 400 Mid Cap ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.72 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.72$0.72$0.70$0.62$0.53$0.57$0.55$0.66$0.63$1.36$1.61$2.94

Dividend yield

1.35%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%5.71%10.67%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Portfolio S&P 400 Mid Cap 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
2023$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.19
2022$0.00$0.00$0.14$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.17
2021$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.23$0.00$0.00$0.11
2020$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.09$0.00$0.00$0.17
2019$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.18
2018$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.16
2017$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.35
2016$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.31
2015$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$1.08
2014$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$1.32
2013$0.05$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$2.69

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
SPMD (SPDR Portfolio S&P 400 Mid Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Portfolio S&P 400 Mid Cap 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 400 Mid Cap ETF was 57.62%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.62%Jul 18, 2007404Mar 9, 2009445Dec 13, 2010849
-41.86%Feb 21, 202022Mar 23, 2020161Nov 9, 2020183
-27.47%May 2, 2011109Oct 4, 2011111Mar 15, 2012220
-25%Jun 23, 2015156Feb 11, 2016186Nov 14, 2016342
-24.32%Aug 30, 201880Dec 24, 2018249Dec 19, 2019329

Volatility

Volatility Chart

The current SPDR Portfolio S&P 400 Mid Cap ETF volatility is 3.38%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.38%
2.82%
SPMD (SPDR Portfolio S&P 400 Mid Cap ETF)
Benchmark (^GSPC)