ERNZ vs. SPTM
Compare and contrast key facts about TrueShares Active Yield ETF (ERNZ) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM).
ERNZ and SPTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ERNZ is an actively managed fund by TrueShares. It was launched on Apr 30, 2024. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000.
Performance
ERNZ vs. SPTM - Performance Comparison
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ERNZ vs. SPTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ERNZ TrueShares Active Yield ETF | 4.89% | -6.50% | 3.43% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | -3.88% | 16.93% | 17.74% |
Returns By Period
In the year-to-date period, ERNZ achieves a 4.89% return, which is significantly higher than SPTM's -3.88% return.
ERNZ
- 1D
- 0.00%
- 1M
- -1.57%
- YTD
- 4.89%
- 6M
- -1.10%
- 1Y
- -0.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPTM
- 1D
- 2.86%
- 1M
- -5.00%
- YTD
- -3.88%
- 6M
- -1.39%
- 1Y
- 17.66%
- 3Y*
- 17.75%
- 5Y*
- 11.28%
- 10Y*
- 13.82%
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ERNZ vs. SPTM - Expense Ratio Comparison
ERNZ has a 0.75% expense ratio, which is higher than SPTM's 0.03% expense ratio.
Return for Risk
ERNZ vs. SPTM — Risk / Return Rank
ERNZ
SPTM
ERNZ vs. SPTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Active Yield ETF (ERNZ) 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.
| ERNZ | SPTM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.97 | -0.99 |
Sortino ratioReturn per unit of downside risk | 0.06 | 1.48 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.22 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.51 | -1.49 |
Martin ratioReturn relative to average drawdown | 0.04 | 7.28 | -7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ERNZ | SPTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.97 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.43 | -0.37 |
Correlation
The correlation between ERNZ and SPTM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ERNZ vs. SPTM - Dividend Comparison
ERNZ's dividend yield for the trailing twelve months is around 7.91%, more than SPTM's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERNZ TrueShares Active Yield ETF | 7.91% | 9.90% | 5.51% | 0.00% | 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 | 1.20% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Drawdowns
ERNZ vs. SPTM - Drawdown Comparison
The maximum ERNZ drawdown since its inception was -14.16%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for ERNZ and SPTM.
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Drawdown Indicators
| ERNZ | SPTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.16% | -54.80% | +40.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.61% | -12.21% | +1.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.66% | — |
Current DrawdownCurrent decline from peak | -5.59% | -6.07% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -9.10% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 2.53% | +2.41% |
Volatility
ERNZ vs. SPTM - Volatility Comparison
The current volatility for TrueShares Active Yield ETF (ERNZ) is 1.57%, while SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a volatility of 5.32%. This indicates that ERNZ experiences smaller price fluctuations and is considered to be less risky than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ERNZ | SPTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 5.32% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 9.52% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 18.32% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.30% | 16.88% | -4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.30% | 18.03% | -5.73% |