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MMTM vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMTM vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 1500 Momentum Tilt ETF (MMTM) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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MMTM vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMTM
SPDR S&P 1500 Momentum Tilt ETF
-2.62%13.26%29.94%22.49%-16.12%26.33%19.27%29.98%-4.62%4.05%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Returns By Period

In the year-to-date period, MMTM achieves a -2.62% return, which is significantly lower than BIBL's 6.10% return.


MMTM

1D
1.29%
1M
-3.99%
YTD
-2.62%
6M
-0.30%
1Y
18.11%
3Y*
20.04%
5Y*
12.33%
10Y*
13.89%

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMTM vs. BIBL - Expense Ratio Comparison

MMTM has a 0.12% expense ratio, which is lower than BIBL's 0.35% expense ratio.


Return for Risk

MMTM vs. BIBL — Risk / Return Rank

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

MMTM
MMTM Risk / Return Rank: 5151
Overall Rank
MMTM Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MMTM Sortino Ratio Rank: 4747
Sortino Ratio Rank
MMTM Omega Ratio Rank: 5050
Omega Ratio Rank
MMTM Calmar Ratio Rank: 5353
Calmar Ratio Rank
MMTM Martin Ratio Rank: 6363
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
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.

MMTM vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Momentum Tilt ETF (MMTM) and Inspire 100 ETF (BIBL). 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.


MMTMBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.25

-0.39

Sortino ratio

Return per unit of downside risk

1.34

1.78

-0.44

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

1.44

1.84

-0.40

Martin ratio

Return relative to average drawdown

6.58

8.69

-2.10

MMTM vs. BIBL - Sharpe Ratio Comparison

The current MMTM Sharpe Ratio is 0.86, which is lower than the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of MMTM and BIBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MMTMBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.25

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.43

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.54

+0.26

Correlation

The correlation between MMTM and BIBL is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MMTM vs. BIBL - Dividend Comparison

MMTM's dividend yield for the trailing twelve months is around 0.88%, less than BIBL's 1.11% yield.


TTM20252024202320222021202020192018201720162015
MMTM
SPDR S&P 1500 Momentum Tilt ETF
0.88%0.86%0.83%1.16%1.67%0.95%1.14%1.55%1.64%1.52%1.98%1.68%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%

Drawdowns

MMTM vs. BIBL - Drawdown Comparison

The maximum MMTM drawdown since its inception was -33.85%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for MMTM and BIBL.


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Drawdown Indicators


MMTMBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-36.12%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-13.93%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-30.85%

+7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

Current Drawdown

Current decline from peak

-5.57%

-4.96%

-0.61%

Average Drawdown

Average peak-to-trough decline

-4.24%

-7.17%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.95%

-0.08%

Volatility

MMTM vs. BIBL - Volatility Comparison

SPDR S&P 1500 Momentum Tilt ETF (MMTM) and Inspire 100 ETF (BIBL) have volatilities of 6.53% and 6.82%, 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


MMTMBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

6.82%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

12.28%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

20.39%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

19.44%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

21.15%

-2.47%