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OEF vs. SPTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEF vs. SPTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OEF achieves a 5.60% return, which is significantly lower than SPTM's 8.72% return. Over the past 10 years, OEF has outperformed SPTM with an annualized return of 16.63%, while SPTM has yielded a comparatively lower 15.36% annualized return.


OEF

1D
-1.41%
1M
-2.70%
YTD
5.60%
6M
4.83%
1Y
23.70%
3Y*
22.31%
5Y*
14.45%
10Y*
16.63%

SPTM

1D
-1.32%
1M
-1.02%
YTD
8.72%
6M
7.68%
1Y
23.97%
3Y*
20.38%
5Y*
12.72%
10Y*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEF vs. SPTM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEF
iShares S&P 100 ETF
5.60%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
8.72%16.93%23.87%25.55%-17.75%28.58%17.94%31.34%-5.30%21.18%

Correlation

The correlation between OEF and SPTM is 0.95 - 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

0.95

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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2000

0.92

The correlation between OEF and SPTM has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

OEF vs. SPTM — Risk / Return Rank

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

OEF
OEF Risk / Return Rank: 5151
Overall Rank
OEF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 5151
Sortino Ratio Rank
OEF Omega Ratio Rank: 5353
Omega Ratio Rank
OEF Calmar Ratio Rank: 4545
Calmar Ratio Rank
OEF Martin Ratio Rank: 5252
Martin Ratio Rank

SPTM
SPTM Risk / Return Rank: 6161
Overall Rank
SPTM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPTM Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPTM Omega Ratio Rank: 5959
Omega Ratio Rank
SPTM Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPTM Martin Ratio Rank: 7070
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.

OEF vs. SPTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.

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.


OEFSPTMDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.15

2.77

-0.62

Martin ratioReturn relative to average drawdown

8.71

12.49

-3.78

OEF vs. SPTM - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 1.78, which is comparable to the SPTM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of OEF and SPTM, 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

OEF vs. SPTM - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, roughly equal to the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for OEF and SPTM.


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Drawdown Indicators


OEFSPTMDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-54.80%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-8.68%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-18.87%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-24.14%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

-34.66%

+3.22%

Current Drawdown

Current decline from peak

-4.48%

-2.80%

-1.68%

Average Drawdown

Average peak-to-trough decline

-11.74%

-9.03%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

1.92%

+0.81%

Volatility

OEF vs. SPTM - Volatility Comparison

iShares S&P 100 ETF (OEF) has a higher volatility of 5.27% compared to SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) at 4.79%. This indicates that OEF's price experiences larger fluctuations and is considered to be riskier 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


OEFSPTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.79%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

9.82%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

12.51%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

16.96%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

18.04%

+0.44%

OEF vs. SPTM - Expense Ratio Comparison

OEF has a 0.20% expense ratio, which is higher than SPTM'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

OEF vs. SPTM - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.89%, less than SPTM's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF
0.89%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
1.08%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


With a correlation of 0.95, OEF and SPTM 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.

OEF has higher volatility (5.27%) compared to SPTM (4.79%). In terms of maximum drawdown, OEF dropped -54.11% vs SPTM's -54.80%.

On 10-year performance, OEF leads with 16.63% vs 15.36% for SPTM. On fees, SPTM is cheaper at 0.03% per year. On volatility, SPTM has been the lower-risk option at 4.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OEF has performed better with a 16.63% return vs 15.36%. 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 0.20% for OEF.

SPTM has the higher dividend yield at 1.08%, compared with 0.89% for OEF.

OEF tracks S&P 100 Index, while SPTM tracks S&P Composite 1500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for OEF and 0.03% for SPTM.

SPTM currently has the higher Sharpe Ratio (1.93 vs 1.78), 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 OEF and SPTM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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