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APUE vs. SPTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

APUE vs. SPTM

Last updated Jun 4, 2026

APUE (ActivePassive U.S. Equity ETF) and SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) are both Large Cap Blend Equities funds. APUE is actively managed, while SPTM is passively managed. Over the past 3 years, APUE returned 22.12%/yr vs 21.90%/yr for SPTM. With a 0.99 correlation, they move nearly in lockstep. APUE charges 0.33%/yr vs 0.03%/yr for SPTM.

Performance

APUE vs. SPTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ActivePassive U.S. Equity ETF (APUE) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with APUE having a 10.99% return and SPTM slightly higher at 11.10%.

APUE

1D
-0.58%
1M
4.97%
YTD
10.99%
6M
11.14%
1Y
29.02%
3Y*
22.12%
5Y*
—
10Y*
—

SPTM

1D
-0.67%
1M
4.87%
YTD
11.10%
6M
11.13%
1Y
27.84%
3Y*
21.90%
5Y*
13.38%
10Y*
15.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APUE vs. SPTM - Yearly Performance Comparison

2026 (YTD)202520242023
APUE
ActivePassive U.S. Equity ETF		10.99%17.49%23.89%18.42%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF		11.10%16.93%23.87%17.78%

Correlation

The correlation between APUE and SPTM is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (All Time)
Calculated using the full available price history since May 4, 2023

0.99

The correlation between APUE and SPTM has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

APUE vs. SPTM - Sectors Allocation Comparison

Sectors
APUE
SPTM

Technology

34.8%
34.0%

Financial Services

11.9%
12.1%

Consumer Cyclical

10.7%
10.3%

Communication Services

10.5%
10.5%

Industrials

9.4%
9.4%

Healthcare

8.8%
8.6%

Consumer Defensive

4.8%
4.8%

Energy

3.3%
3.7%

Basic Materials

2.1%
2.0%

Utilities

1.9%
2.3%

Real Estate

1.8%
2.3%

Technology

APUE
34.8%
SPTM
34.0%

Financial Services

APUE
11.9%
SPTM
12.1%

Consumer Cyclical

APUE
10.7%
SPTM
10.3%

Communication Services

APUE
10.5%
SPTM
10.5%

Industrials

APUE
9.4%
SPTM
9.4%

Healthcare

APUE
8.8%
SPTM
8.6%

Consumer Defensive

APUE
4.8%
SPTM
4.8%

Energy

APUE
3.3%
SPTM
3.7%

Basic Materials

APUE
2.1%
SPTM
2.0%

Utilities

APUE
1.9%
SPTM
2.3%

Real Estate

APUE
1.8%
SPTM
2.3%

Compare stocks, funds, or ETFs

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

ActivePassive U.S. Equity ETF

SPDR Portfolio S&P 1500 Composite Stock Market ETF

Often compared with APUE:
APUE vs. SPYAPUE vs. SWTSXAPUE vs. CGGRAPUE vs. BSJOAPUE vs. SCHBAPUE vs. VCRMAPUE vs. APIE
Often compared with SPTM:
SPTM vs. VTISPTM vs. SPYSPTM vs. VOOSPTM vs. ITOTSPTM vs. SCHGSPTM vs. BKLCSPTM vs. SCHD

Return for Risk

APUE vs. SPTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
APUE
APUE Risk / Return Rank: 7373
Overall Rank
APUE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
APUE Sortino Ratio Rank: 7373
Sortino Ratio Rank
APUE Omega Ratio Rank: 7373
Omega Ratio Rank
APUE Calmar Ratio Rank: 6666
Calmar Ratio Rank
APUE Martin Ratio Rank: 7878
Martin Ratio Rank
SPTM
SPTM Risk / Return Rank: 7070
Overall Rank
SPTM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPTM Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPTM Omega Ratio Rank: 6969
Omega Ratio Rank
SPTM Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPTM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

APUE vs. SPTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ActivePassive U.S. Equity ETF (APUE) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

APUESPTMDifference
Sharpe ratioReturn per unit of total volatility
2.39
2.36

+0.03

Sortino ratioReturn per unit of downside risk
3.29
3.23

+0.06

Omega ratioGain probability vs. loss probability

1.43

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

3.24

3.22

+0.02

Martin ratioReturn relative to average drawdown

15.17

15.01

+0.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

APUE vs. SPTM - Sharpe Ratio Comparison

The current APUE Sharpe Ratio is 2.39, which is comparable to the SPTM Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of APUE and SPTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

APUESPTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.36

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.80

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.85

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.46

+1.15

Drawdowns

APUE vs. SPTM - Drawdown Comparison

The maximum APUE drawdown since its inception was -18.83%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for APUE and SPTM.

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Drawdown Indicators

APUESPTMDifference

Max Drawdown

Largest peak-to-trough decline

-18.83%

-54.80%

+35.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-8.68%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-18.83%

-18.87%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.14%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.66%

—

Current Drawdown

Current decline from peak

-0.58%

-0.67%

+0.09%

Average Drawdown

Average peak-to-trough decline

-2.07%

-9.05%

+6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.86%

+0.06%

Volatility

APUE vs. SPTM - Volatility Comparison

ActivePassive U.S. Equity ETF (APUE) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) have volatilities of 2.84% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

APUESPTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

2.88%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

8.92%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

11.88%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

16.87%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

18.03%

-3.38%

APUE vs. SPTM - Expense Ratio Comparison

APUE has a 0.33% expense ratio, which is higher than SPTM's 0.03% expense ratio.

Dividends

APUE vs. SPTM - Dividend Comparison

APUE's dividend yield for the trailing twelve months is around 0.75%, less than SPTM's 1.04% yield.

PositionTTM20252024202320222021202020192018201720162015
APUE
ActivePassive U.S. Equity ETF		0.75%0.83%0.79%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF		1.04%1.13%1.28%1.44%1.69%1.25%1.56%1.72%1.90%1.66%1.91%1.92%

Frequently Asked Questions

With a correlation of 0.99, APUE and SPTM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPTM has higher volatility (2.88%) compared to APUE (2.84%). In terms of maximum drawdown, APUE dropped -18.83% vs SPTM's -54.80%.

On 3-year performance, APUE leads with 22.12% vs 21.90% for SPTM. On fees, SPTM is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, APUE has performed better with a 22.12% return vs 21.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTM is cheaper with a 0.03% expense ratio, compared with 0.33% for APUE.

SPTM has the higher dividend yield at 1.04%, compared with 0.75% for APUE.

They also come from different issuers: ActivePassive and State Street. Their fees differ too: 0.33% for APUE and 0.03% for SPTM.

APUE currently has the higher Sharpe Ratio (2.39 vs 2.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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