RAFE vs. SPTM
Compare and contrast key facts about PIMCO RAFI ESG U.S. ETF (RAFE) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM).
RAFE and SPTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RAFE is a passively managed fund by PIMCO that tracks the performance of the RAFI ESG US Index. It was launched on Dec 18, 2019. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000. Both RAFE and SPTM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RAFE vs. SPTM - Performance Comparison
Loading graphics...
RAFE vs. SPTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RAFE PIMCO RAFI ESG U.S. ETF | -0.90% | 17.60% | 13.81% | 18.80% | -13.76% | 30.16% | 5.29% | 0.55% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | -3.88% | 16.93% | 23.87% | 25.55% | -17.75% | 28.58% | 17.94% | 0.79% |
Returns By Period
In the year-to-date period, RAFE achieves a -0.90% return, which is significantly higher than SPTM's -3.88% return.
RAFE
- 1D
- 2.17%
- 1M
- -4.75%
- YTD
- -0.90%
- 6M
- 3.09%
- 1Y
- 16.61%
- 3Y*
- 15.03%
- 5Y*
- 9.22%
- 10Y*
- —
SPTM
- 1D
- 2.86%
- 1M
- -5.00%
- YTD
- -3.88%
- 6M
- -1.39%
- 1Y
- 17.66%
- 3Y*
- 17.75%
- 5Y*
- 11.28%
- 10Y*
- 13.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RAFE vs. SPTM - Expense Ratio Comparison
RAFE has a 0.30% expense ratio, which is higher than SPTM's 0.03% expense ratio.
Return for Risk
RAFE vs. SPTM — Risk / Return Rank
RAFE
SPTM
RAFE vs. SPTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) 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.
| RAFE | SPTM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.97 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.48 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.51 | +0.01 |
Martin ratioReturn relative to average drawdown | 6.68 | 7.28 | -0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RAFE | SPTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.97 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.67 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.43 | +0.11 |
Correlation
The correlation between RAFE and SPTM is 0.89, 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
RAFE vs. SPTM - Dividend Comparison
RAFE's dividend yield for the trailing twelve months is around 1.68%, more than SPTM's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAFE PIMCO RAFI ESG U.S. ETF | 1.68% | 1.67% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.20% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Drawdowns
RAFE vs. SPTM - Drawdown Comparison
The maximum RAFE drawdown since its inception was -35.74%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for RAFE and SPTM.
Loading graphics...
Drawdown Indicators
| RAFE | SPTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -54.80% | +19.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -12.21% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.28% | -24.14% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.66% | — |
Current DrawdownCurrent decline from peak | -5.45% | -6.07% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -9.10% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.53% | +0.10% |
Volatility
RAFE vs. SPTM - Volatility Comparison
The current volatility for PIMCO RAFI ESG U.S. ETF (RAFE) is 4.53%, while SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a volatility of 5.32%. This indicates that RAFE experiences smaller price fluctuations and is considered to be less risky than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RAFE | SPTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 5.32% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 9.52% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 18.32% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 16.88% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 18.03% | +1.58% |