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SPDR Nuveen Bloomberg Barclays Municipal Bond ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R7219

CUSIP

00078468R721

Issuer

State Street

Inception Date

Sep 11, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg US Municipal Managed Money (1-25 Y)

Home Page

www.ssga.com

Asset Class

Bond

Expense Ratio

TFI has an expense ratio of 0.23%, which is considered low compared to other funds.


Expense ratio chart for TFI: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TFI vs. GNMA TFI vs. MUB TFI vs. HYMU TFI vs. VTEB TFI vs. ACTHX TFI vs. TLT TFI vs. SPY TFI vs. DLR TFI vs. BND TFI vs. VWIUX
Popular comparisons:
TFI vs. GNMA TFI vs. MUB TFI vs. HYMU TFI vs. VTEB TFI vs. ACTHX TFI vs. TLT TFI vs. SPY TFI vs. DLR TFI vs. BND TFI vs. VWIUX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Nuveen Bloomberg Barclays Municipal 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.


100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
65.27%
299.67%
TFI (SPDR Nuveen Bloomberg Barclays Municipal Bond ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Nuveen Bloomberg Barclays Municipal Bond ETF had a return of -0.18% year-to-date (YTD) and 0.01% in the last 12 months. Over the past 10 years, SPDR Nuveen Bloomberg Barclays Municipal Bond ETF had an annualized return of 1.73%, while the S&P 500 had an annualized return of 11.06%, indicating that SPDR Nuveen Bloomberg Barclays Municipal Bond ETF did not perform as well as the benchmark.


TFI

YTD

-0.18%

1M

-0.71%

6M

0.85%

1Y

0.01%

5Y*

0.11%

10Y*

1.73%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.23%-0.01%-0.40%-1.61%-0.59%1.38%1.33%0.55%1.22%-1.87%1.85%-0.18%
20233.29%-3.05%2.88%-0.67%-1.12%0.95%0.03%-1.39%-3.43%-1.08%6.81%2.74%5.62%
2022-2.94%-0.75%-3.66%-3.61%1.82%-2.00%2.93%-3.04%-3.44%-0.79%5.64%-0.37%-10.18%
20210.15%-1.93%0.51%0.79%0.35%0.18%0.61%-0.30%-0.92%-0.07%0.76%0.17%0.25%
20202.15%0.65%-3.53%-0.47%4.47%-0.13%1.79%-0.82%0.04%-0.44%1.75%0.53%5.95%
20190.67%0.44%1.68%0.57%1.56%0.16%1.06%1.60%-1.02%0.24%-0.02%0.27%7.41%
2018-1.45%-0.84%0.74%-0.57%1.13%-0.11%0.19%0.31%-0.98%-0.82%1.47%1.49%0.52%
20170.48%0.58%0.32%0.77%1.87%-0.48%0.94%0.75%-0.70%0.20%-0.59%1.25%5.50%
20161.07%0.26%0.23%1.02%0.08%1.97%0.00%0.21%-0.70%-1.05%-4.27%0.89%-0.44%
20152.11%-1.56%0.12%-0.64%-0.76%-0.10%1.22%-0.14%1.16%0.40%0.36%1.23%3.39%
20142.57%0.91%0.04%1.54%1.10%-0.18%0.54%1.21%0.20%0.45%0.15%0.85%9.76%
20130.29%-0.36%-0.27%0.97%-1.98%-3.33%-1.39%-1.07%3.12%0.97%-0.22%-0.53%-3.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TFI is 11, meaning it’s performing worse than 89% 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.


The Risk-Adjusted Performance Rank of TFI is 1111
Overall Rank
The Sharpe Ratio Rank of TFI is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of TFI is 1010
Sortino Ratio Rank
The Omega Ratio Rank of TFI is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TFI is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TFI is 1111
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 Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TFI, currently valued at -0.03, compared to the broader market0.002.004.00-0.032.10
The chart of Sortino ratio for TFI, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.0010.00-0.012.80
The chart of Omega ratio for TFI, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.39
The chart of Calmar ratio for TFI, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.013.09
The chart of Martin ratio for TFI, currently valued at -0.09, compared to the broader market0.0020.0040.0060.0080.00100.00-0.0913.49
TFI
^GSPC

The current SPDR Nuveen Bloomberg Barclays Municipal Bond ETF Sharpe ratio is -0.03. 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 Nuveen Bloomberg Barclays Municipal Bond 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
2.10
TFI (SPDR Nuveen Bloomberg Barclays Municipal Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Nuveen Bloomberg Barclays Municipal Bond ETF provided a 3.01% dividend yield over the last twelve months, with an annual payout of $1.37 per share.


2.00%2.50%3.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.37$1.14$0.85$0.89$1.07$1.08$1.08$1.06$1.14$1.17$1.14$1.51

Dividend yield

3.01%2.41%1.87%1.71%2.04%2.14%2.25%2.16%2.39%2.40%2.37%3.35%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.11$0.11$0.11$0.11$0.11$0.12$0.12$0.12$0.12$0.12$0.24$1.37
2023$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.10$0.10$0.10$0.22$1.14
2022$0.00$0.06$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.16$0.85
2021$0.00$0.08$0.08$0.08$0.08$0.07$0.08$0.07$0.07$0.07$0.07$0.14$0.89
2020$0.00$0.09$0.09$0.08$0.09$0.08$0.09$0.08$0.08$0.08$0.08$0.23$1.07
2019$0.00$0.09$0.10$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.18$1.08
2018$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.19$1.08
2017$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.17$1.06
2016$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.08$0.26$1.14
2015$0.00$0.09$0.10$0.09$0.09$0.09$0.10$0.09$0.09$0.09$0.09$0.23$1.17
2014$0.00$0.10$0.10$0.10$0.10$0.09$0.10$0.09$0.09$0.10$0.09$0.19$1.14
2013$0.10$0.11$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.48$1.51

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.95%
-2.62%
TFI (SPDR Nuveen Bloomberg Barclays Municipal Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Nuveen Bloomberg Barclays Municipal 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 Nuveen Bloomberg Barclays Municipal Bond ETF was 15.49%, occurring on Mar 19, 2020. Recovery took 82 trading sessions.

The current SPDR Nuveen Bloomberg Barclays Municipal Bond ETF drawdown is 5.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.49%Mar 10, 20208Mar 19, 202082Jul 16, 202090
-15.42%Jul 20, 2021321Oct 25, 2022
-15.12%Sep 16, 200823Oct 16, 200860Jan 13, 200983
-10.12%Nov 30, 2012192Sep 5, 2013225Jul 29, 2014417
-9.72%Sep 2, 201094Jan 14, 2011137Aug 2, 2011231

Volatility

Volatility Chart

The current SPDR Nuveen Bloomberg Barclays Municipal Bond ETF volatility is 1.32%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.32%
3.79%
TFI (SPDR Nuveen Bloomberg Barclays Municipal Bond ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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