- ISIN
- US78464A8053
- CUSIP
- 78464A805
- Issuer
- State Street
- Inception Date
- Oct 4, 2000
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P Composite 1500 Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $14B
Share Price Chart
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Performance
SPTM Performance Chart
SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) is up 9.6% since the beginning of the year. SPTM is currently trading at $90 per share. Investors who bought $1,000 worth of SPTM shares 5 years ago would now be looking at an investment worth $1,839.
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Returns By Period
SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has returned 9.59% so far this year and 24.59% over the past 12 months. Looking at the last ten years, SPTM has achieved an annualized return of 15.22%, outperforming the S&P 500 Index benchmark, which averaged 13.61% per year.
SPDR Portfolio S&P 1500 Composite Stock Market ETF
- 1D
- 0.51%
- 1M
- 0.28%
- YTD
- 9.59%
- 6M
- 9.78%
- 1Y
- 24.59%
- 3Y*
- 20.50%
- 5Y*
- 12.96%
- 10Y*
- 15.22%
Benchmark (S&P 500 Index)
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
SPTM Monthly Returns History
Based on dividend-adjusted daily data since Oct 10, 2000, SPTM's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Oct 2008 at -21.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SPTM closed higher 54% of trading days. The best single day was Oct 10, 2008 with a return of +24.6%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.65% | -0.47% | -5.00% | 10.36% | 5.02% | -1.63% | 9.59% | ||||||
| 2025 | 2.79% | -1.59% | -5.57% | -0.99% | 6.21% | 5.05% | 2.16% | 2.29% | 3.36% | 2.13% | 0.36% | 0.09% | 16.93% |
| 2024 | 1.23% | 5.31% | 3.29% | -4.08% | 4.86% | 3.20% | 1.66% | 2.15% | 2.01% | -0.96% | 6.28% | -2.81% | 23.87% |
| 2023 | 6.49% | -2.34% | 2.95% | 1.41% | 0.25% | 6.60% | 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% | -8.34% | 9.34% | -4.05% | -9.15% | 8.21% | 5.55% | -5.70% | -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% |
Benchmark Metrics
SPDR Portfolio S&P 1500 Composite Stock Market ETF has an annualized alpha of 2.67%, beta of 0.92, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since October 10, 2000.
- This ETF captured 105.34% of S&P 500 Index gains but only 95.98% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 2.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.92 and R2 of 0.83, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.67%
- Beta
- 0.92
- R²
- 0.83
- Upside Capture
- 105.34%
- Downside Capture
- 95.98%
Expense Ratio
SPTM has an expense ratio of 0.03%, which is considered low.
Return for Risk
Risk / Return Rank
SPTM ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPTM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.53 | +0.31 |
| Martin ratioReturn relative to average drawdown | 12.92 | 11.37 | +1.55 |
Dividends
Dividend History
SPDR Portfolio S&P 1500 Composite Stock Market ETF provided a 1.05% dividend yield over the last twelve months, with an annual payout of $0.95 per share. The fund has been increasing its distributions for 10 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.93 | $0.92 | $0.84 | $0.80 | $0.73 | $0.72 | $0.68 | $0.59 | $0.55 | $0.53 | $0.49 |
Dividend yield | 1.05% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.24 | ||||||
| 2025 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.25 | $0.93 |
| 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 | $0.17 | $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 |
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 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 760 trading sessions.
The current SPDR Portfolio S&P 1500 Composite Stock Market ETF drawdown is 2.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -54.80%Mar 2009 | 1y 5mo | 3y 5d | 4y 5moOct 2007 - Mar 2012 |
Dot-com crash2000–2002 | -40.97%Oct 2002 | 1y 11mo | 3y 1mo | 5y 15dNov 2000 - Nov 2005 |
COVID crash2020 | -34.66%Mar 2020 | 1mo 2d | 4mo 27d | 5mo 29dFeb 2020 - Aug 2020 |
Bear market2022 | -24.14%Oct 2022 | 9mo 10d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -20.20%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
Drawdown Indicators
| SPTM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.80% | -56.78% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -9.10% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -18.87% | -18.90% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -25.43% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -33.92% | -0.74% |
Current DrawdownCurrent decline from peak | -2.02% | -2.34% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -10.72% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.02% | -0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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