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MIDE vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIDE vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P MidCap 400 ESG ETF (MIDE) 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

The year-to-date returns for both investments are quite close, with MIDE having a 14.24% return and SPMD slightly higher at 14.65%.


MIDE

1D
-0.85%
1M
2.52%
YTD
14.24%
6M
12.29%
1Y
27.07%
3Y*
16.08%
5Y*
8.50%
10Y*

SPMD

1D
-1.02%
1M
2.69%
YTD
14.65%
6M
12.55%
1Y
25.12%
3Y*
16.14%
5Y*
8.50%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDE vs. SPMD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MIDE
Xtrackers S&P MidCap 400 ESG ETF
14.24%9.81%11.21%15.20%-11.63%11.80%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.65%7.44%13.91%16.48%-13.13%13.52%

Correlation

The correlation between MIDE and SPMD is 0.98 - 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

0.98

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.99

The correlation between MIDE and SPMD has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

MIDE vs. SPMD — Risk / Return Rank

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

MIDE
MIDE Risk / Return Rank: 5757
Overall Rank
MIDE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 5555
Sortino Ratio Rank
MIDE Omega Ratio Rank: 5050
Omega Ratio Rank
MIDE Calmar Ratio Rank: 6363
Calmar Ratio Rank
MIDE Martin Ratio Rank: 6262
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5252
Overall Rank
SPMD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6060
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.

MIDE vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MIDESPMDDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.90

2.85

+0.06

Martin ratioReturn relative to average drawdown

10.33

10.44

-0.11

MIDE vs. SPMD - Sharpe Ratio Comparison

The current MIDE Sharpe Ratio is 1.69, which is comparable to the SPMD Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of MIDE 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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Drawdowns

MIDE vs. SPMD - Drawdown Comparison

The maximum MIDE drawdown since its inception was -24.59%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for MIDE and SPMD.


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Drawdown Indicators


MIDESPMDDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

-57.62%

+33.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-8.86%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

-24.08%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-24.08%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-0.98%

-1.13%

+0.15%

Average Drawdown

Average peak-to-trough decline

-6.44%

-8.10%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.41%

+0.22%

Volatility

MIDE vs. SPMD - Volatility Comparison

Xtrackers S&P MidCap 400 ESG ETF (MIDE) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) have volatilities of 4.58% and 4.72%, 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


MIDESPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.72%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

11.79%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

15.90%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

19.72%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

21.19%

-1.54%

MIDE vs. SPMD - Expense Ratio Comparison

MIDE has a 0.15% expense ratio, which is higher than SPMD's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MIDE vs. SPMD - Dividend Comparison

MIDE's dividend yield for the trailing twelve months is around 1.27%, more than SPMD's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.27%1.52%1.45%1.36%1.33%0.93%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


With a correlation of 0.98, MIDE and SPMD 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.

SPMD has higher volatility (4.72%) compared to MIDE (4.58%). In terms of maximum drawdown, MIDE dropped -24.59% vs SPMD's -57.62%.

On 5-year performance, SPMD leads with 8.50% vs 8.50% for MIDE. On fees, SPMD is cheaper at 0.03% per year. On volatility, MIDE has been the lower-risk option at 4.58%. 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 8.50% return vs 8.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.03% expense ratio, compared with 0.15% for MIDE.

MIDE has the higher dividend yield at 1.27%, compared with 1.23% for SPMD.

MIDE tracks S&P MidCap 400 ESG Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: Deutsche Bank and State Street. Their fees differ too: 0.15% for MIDE and 0.03% for SPMD.

MIDE currently has the higher Sharpe Ratio (1.69 vs 1.59), 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

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