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LOPP vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOPP vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOPP achieves a 15.77% return, which is significantly higher than SPMD's 14.16% return.


LOPP

1D
-0.10%
1M
3.39%
YTD
15.77%
6M
17.00%
1Y
33.50%
3Y*
16.93%
5Y*
7.80%
10Y*

SPMD

1D
-0.08%
1M
3.86%
YTD
14.16%
6M
14.41%
1Y
25.49%
3Y*
16.15%
5Y*
8.20%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOPP vs. SPMD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LOPP
Gabelli Love Our Planet & People ETF
15.77%22.61%9.89%4.74%-15.04%19.26%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.16%7.44%13.91%16.48%-13.13%20.41%

Correlation

The correlation between LOPP and SPMD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2021

0.90

The correlation between LOPP and SPMD has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

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Return for Risk

LOPP vs. SPMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LOPP
LOPP Risk / Return Rank: 6464
Overall Rank
LOPP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LOPP Sortino Ratio Rank: 6262
Sortino Ratio Rank
LOPP Omega Ratio Rank: 5858
Omega Ratio Rank
LOPP Calmar Ratio Rank: 6969
Calmar Ratio Rank
LOPP Martin Ratio Rank: 7070
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5151
Overall Rank
SPMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5959
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.

LOPP vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


LOPPSPMDDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.65

+0.42

Sortino ratio

Return per unit of downside risk

2.92

2.41

+0.51

Omega ratio

Gain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratio

Return relative to maximum drawdown

3.45

2.89

+0.56

Martin ratio

Return relative to average drawdown

12.98

10.61

+2.36

LOPP vs. SPMD - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 2.07, which is comparable to the SPMD Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LOPP and SPMD, 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


LOPPSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.65

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.42

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.45

+0.11

Drawdowns

LOPP vs. SPMD - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for LOPP and SPMD.


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Drawdown Indicators


LOPPSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-57.62%

+32.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-8.86%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-24.08%

+3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-24.08%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-0.16%

-0.08%

-0.08%

Average Drawdown

Average peak-to-trough decline

-8.25%

-8.12%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.41%

+0.18%

Volatility

LOPP vs. SPMD - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 5.88% compared to SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) at 4.38%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOPPSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

4.38%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

11.37%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

15.57%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

19.70%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

21.18%

-3.49%

LOPP vs. SPMD - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than SPMD's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LOPP vs. SPMD - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.72%, less than SPMD's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
LOPP
Gabelli Love Our Planet & People ETF
0.72%0.83%1.88%2.23%2.01%1.25%0.00%0.00%0.00%0.00%0.00%0.00%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.23%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


LOPP and SPMD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOPP has higher volatility (5.88%) compared to SPMD (4.38%). In terms of maximum drawdown, LOPP dropped -25.28% vs SPMD's -57.62%.

On 5-year performance, SPMD leads with 8.20% vs 7.80% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, SPMD has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPMD has performed better with a 8.20% return vs 7.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LOPP is cheaper with a 0.00% expense ratio, compared with 0.05% for SPMD.

SPMD has the higher dividend yield at 1.23%, compared with 0.72% for LOPP.

They also come from different issuers: Gabelli and State Street. Their fees differ too: 0.00% for LOPP and 0.05% for SPMD.

LOPP currently has the higher Sharpe Ratio (2.07 vs 1.65), 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.

Portfolio Optimizer

Find the right allocation for LOPP and SPMD

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