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OPTZ vs. SPMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPTZ vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimize Strategy Index ETF (OPTZ) 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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OPTZ vs. SPMD - Yearly Performance Comparison


2026 (YTD)20252024
OPTZ
Optimize Strategy Index ETF
0.41%22.83%16.81%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
2.59%7.44%8.94%

Returns By Period

In the year-to-date period, OPTZ achieves a 0.41% return, which is significantly lower than SPMD's 2.59% return.


OPTZ

1D
3.97%
1M
-6.58%
YTD
0.41%
6M
3.12%
1Y
35.27%
3Y*
5Y*
10Y*

SPMD

1D
2.99%
1M
-5.29%
YTD
2.59%
6M
4.27%
1Y
17.37%
3Y*
12.11%
5Y*
6.60%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPTZ vs. SPMD - Expense Ratio Comparison

OPTZ has a 0.25% expense ratio, which is higher than SPMD's 0.05% 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%.


Return for Risk

OPTZ vs. SPMD — Risk / Return Rank

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

OPTZ
OPTZ Risk / Return Rank: 8282
Overall Rank
OPTZ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
OPTZ Sortino Ratio Rank: 8383
Sortino Ratio Rank
OPTZ Omega Ratio Rank: 7979
Omega Ratio Rank
OPTZ Calmar Ratio Rank: 8282
Calmar Ratio Rank
OPTZ Martin Ratio Rank: 8888
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5252
Overall Rank
SPMD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4949
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5353
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.

OPTZ vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimize Strategy Index ETF (OPTZ) 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.


OPTZSPMDDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.83

+0.69

Sortino ratio

Return per unit of downside risk

2.23

1.30

+0.93

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.41

1.25

+1.15

Martin ratio

Return relative to average drawdown

11.20

5.41

+5.79

OPTZ vs. SPMD - Sharpe Ratio Comparison

The current OPTZ Sharpe Ratio is 1.52, which is higher than the SPMD Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of OPTZ and SPMD, 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


OPTZSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.83

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.43

+0.59

Correlation

The correlation between OPTZ and SPMD is 0.90, 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

OPTZ vs. SPMD - Dividend Comparison

OPTZ's dividend yield for the trailing twelve months is around 0.58%, less than SPMD's 1.37% yield.


TTM20252024202320222021202020192018201720162015
OPTZ
Optimize Strategy Index ETF
0.58%0.58%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.37%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Drawdowns

OPTZ vs. SPMD - Drawdown Comparison

The maximum OPTZ drawdown since its inception was -25.75%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for OPTZ and SPMD.


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Drawdown Indicators


OPTZSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-25.75%

-57.62%

+31.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.58%

-14.12%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-7.08%

-6.13%

-0.95%

Average Drawdown

Average peak-to-trough decline

-3.61%

-8.18%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.27%

-0.14%

Volatility

OPTZ vs. SPMD - Volatility Comparison

Optimize Strategy Index ETF (OPTZ) has a higher volatility of 7.53% compared to SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) at 6.56%. This indicates that OPTZ'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


OPTZSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

6.56%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

11.95%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

23.36%

21.11%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

19.71%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

21.18%

-0.58%