PortfoliosLab logo
SPDR Portfolio S&P 1500 Composite Stock Market ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78464A8053

CUSIP

78464A805

Inception Date

Oct 4, 2000

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P Composite 1500 Index

Home Page

www.ssga.com

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SPTM has an expense ratio of 0.03%, which is considered low.


Expense ratio chart for SPTM: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPTM: 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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio S&P 1500 Composite Stock Market ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
543.59%
298.35%
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Portfolio S&P 1500 Composite Stock Market ETF had a return of -6.10% year-to-date (YTD) and 9.87% in the last 12 months. Over the past 10 years, SPDR Portfolio S&P 1500 Composite Stock Market ETF had an annualized return of 11.67%, outperforming the S&P 500 benchmark which had an annualized return of 10.11%.


SPTM

YTD

-6.10%

1M

-3.40%

6M

-4.69%

1Y

9.87%

5Y*

15.92%

10Y*

11.67%

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.79%-1.59%-5.57%-1.69%-6.10%
20241.23%5.31%3.29%-4.08%4.86%3.20%1.66%2.15%2.01%-0.96%6.28%-2.81%23.87%
20236.49%-2.34%2.95%1.41%0.25%6.61%3.43%-1.70%-4.81%-2.48%9.12%5.06%25.55%
2022-5.39%-2.59%3.50%-8.58%0.26%-8.35%9.34%-4.05%-9.15%8.21%5.55%-5.71%-17.75%
2021-0.69%3.23%4.45%5.02%0.83%2.03%2.11%2.94%-4.50%6.77%-0.80%4.52%28.58%
2020-0.20%-8.27%-13.19%12.88%4.76%2.05%5.64%6.84%-3.77%-2.27%11.39%4.01%17.93%
20198.77%3.60%1.43%3.98%-6.42%7.02%1.48%-2.05%1.81%2.18%3.76%2.86%31.34%
20185.12%-3.87%-1.84%0.55%2.79%0.57%3.24%3.48%0.20%-7.32%1.46%-8.74%-5.30%
20171.87%3.64%0.15%0.99%1.00%1.01%1.69%0.17%2.44%2.21%3.12%1.12%21.18%
2016-6.22%0.79%6.70%-0.28%2.15%0.19%4.27%-0.05%0.66%-2.32%4.46%1.86%12.23%
2015-3.24%5.45%-0.98%0.42%1.43%-1.65%1.50%-5.91%-3.53%8.69%0.42%-1.51%0.23%
2014-3.01%4.51%-0.39%1.23%1.91%2.73%-1.91%3.99%-1.54%2.11%2.80%0.53%13.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPTM is 57, 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 SPTM is 5757
Overall Rank
The Sharpe Ratio Rank of SPTM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SPTM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SPTM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SPTM is 5959
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 S&P 1500 Composite Stock Market ETF (SPTM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for SPTM, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.00
SPTM: 0.49
^GSPC: 0.46
The chart of Sortino ratio for SPTM, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.00
SPTM: 0.81
^GSPC: 0.77
The chart of Omega ratio for SPTM, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
SPTM: 1.12
^GSPC: 1.11
The chart of Calmar ratio for SPTM, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
SPTM: 0.50
^GSPC: 0.47
The chart of Martin ratio for SPTM, currently valued at 2.04, compared to the broader market0.0020.0040.0060.00
SPTM: 2.04
^GSPC: 1.94

The current SPDR Portfolio S&P 1500 Composite Stock Market ETF Sharpe ratio is 0.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Portfolio S&P 1500 Composite Stock Market ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.49
0.46
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Portfolio S&P 1500 Composite Stock Market ETF provided a 1.39% dividend yield over the last twelve months, with an annual payout of $0.93 per share. The fund has been increasing its distributions for 9 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.93$0.92$0.84$0.80$0.73$0.72$0.68$0.59$0.55$0.53$0.49$0.54

Dividend yield

1.39%1.28%1.44%1.69%1.25%1.56%1.71%1.90%1.66%1.91%1.92%2.08%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Portfolio S&P 1500 Composite Stock Market ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.22$0.00$0.22
2024$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.25$0.92
2023$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.23$0.84
2022$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.22$0.80
2021$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.21$0.73
2020$0.00$0.00$0.20$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$0.20$0.72
2019$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.20$0.68
2018$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.18$0.00$0.00$0.15$0.59
2017$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.17$0.55
2016$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.15$0.53
2015$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.13$0.49
2014$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.22$0.54

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.10%
-10.07%
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Portfolio S&P 1500 Composite Stock Market 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 1500 Composite Stock Market ETF was 54.80%, occurring on Mar 9, 2009. Recovery took 759 trading sessions.

The current SPDR Portfolio S&P 1500 Composite Stock Market ETF drawdown is 10.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.8%Oct 10, 2007355Mar 9, 2009759Mar 13, 20121114
-40.99%Nov 9, 2000475Oct 9, 2002788Nov 23, 20051263
-34.67%Feb 20, 202023Mar 23, 2020102Aug 17, 2020125
-24.15%Jan 5, 2022194Oct 12, 2022294Dec 13, 2023488
-20.2%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility

Volatility Chart

The current SPDR Portfolio S&P 1500 Composite Stock Market ETF volatility is 14.19%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.19%
14.23%
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF)
Benchmark (^GSPC)