FLAG vs. SPTM
FLAG (Global X S&P 500 U.S. Market Leaders TOP 50 ETF) and SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) are both Large Cap Blend Equities funds - FLAG tracks the S&P 500 U.S. Revenue Market Leaders 50 Index while SPTM tracks the S&P Composite 1500 Index. Both are passively managed. Over the past year, FLAG returned 7.89% vs 27.84% for SPTM. A 0.71 correlation means they provide meaningful diversification when combined. FLAG charges 0.29%/yr vs 0.03%/yr for SPTM.
Performance
FLAG vs. SPTM - Performance Comparison
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Returns By Period
In the year-to-date period, FLAG achieves a -0.18% return, which is significantly lower than SPTM's 11.10% return.
FLAG
- 1D
- -0.68%
- 1M
- 0.74%
- YTD
- -0.18%
- 6M
- 0.08%
- 1Y
- 7.89%
- 3Y*
- —
- 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%
FLAG vs. SPTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FLAG Global X S&P 500 U.S. Market Leaders TOP 50 ETF | -0.18% | 13.67% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 11.10% | 30.33% |
Correlation
The correlation between FLAG and SPTM is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2025 | 0.71 |
The correlation between FLAG and SPTM has been stable across timeframes, ranging from 0.71 to 0.71 - a consistent structural relationship.
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Return for Risk
FLAG vs. SPTM — Risk / Return Rank
FLAG
SPTM
FLAG vs. SPTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) 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.
| FLAG | SPTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.43 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.22 | -2.37 |
| Martin ratioReturn relative to average drawdown | 2.92 | 15.01 | -12.09 |
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
| FLAG | SPTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.36 | -1.61 |
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 | 1.05 | 0.46 | +0.60 |
Drawdowns
FLAG vs. SPTM - Drawdown Comparison
The maximum FLAG drawdown since its inception was -9.29%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for FLAG and SPTM.
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Drawdown Indicators
| FLAG | SPTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.29% | -54.80% | +45.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -8.68% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.87% | — |
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 | -2.00% | -0.67% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -9.05% | +7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.86% | +0.85% |
Volatility
FLAG vs. SPTM - Volatility Comparison
The current volatility for Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) is 2.70%, while SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a volatility of 2.88%. This indicates that FLAG 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
| FLAG | SPTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.88% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 8.92% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 11.88% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 16.87% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 18.03% | -6.71% |
FLAG vs. SPTM - Expense Ratio Comparison
FLAG has a 0.29% expense ratio, which is higher than SPTM's 0.03% expense ratio.
Dividends
FLAG vs. SPTM - Dividend Comparison
FLAG's dividend yield for the trailing twelve months is around 1.35%, more than SPTM's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLAG Global X S&P 500 U.S. Market Leaders TOP 50 ETF | 1.35% | 1.35% | 0.00% | 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 | 1.04% | 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
FLAG and SPTM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPTM has higher volatility (2.88%) compared to FLAG (2.70%). In terms of maximum drawdown, FLAG dropped -9.29% vs SPTM's -54.80%.
On 1-year performance, SPTM leads with 27.84% vs 7.89% for FLAG. On fees, SPTM is cheaper at 0.03% per year. On volatility, FLAG has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SPTM has performed better with a 27.84% return vs 7.89%. 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 0.29% for FLAG.
FLAG has the higher dividend yield at 1.35%, compared with 1.04% for SPTM.
FLAG tracks S&P 500 U.S. Revenue Market Leaders 50 Index, while SPTM tracks S&P Composite 1500 Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.29% for FLAG and 0.03% for SPTM.
SPTM currently has the higher Sharpe Ratio (2.36 vs 0.75), 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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