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SBT vs. SPDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBT vs. SPDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Bancorp, Inc. (Southfield, MI) (SBT) and SPDR Portfolio World ex-US ETF (SPDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SBT

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SPDW

1D
-3.71%
1M
-0.56%
YTD
11.08%
6M
13.62%
1Y
26.63%
3Y*
18.26%
5Y*
8.62%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBT vs. SPDW - Yearly Performance Comparison


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Return for Risk

SBT vs. SPDW — Risk / Return Rank

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

SBT

SPDW
SPDW Risk / Return Rank: 5151
Overall Rank
SPDW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPDW Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPDW Omega Ratio Rank: 5151
Omega Ratio Rank
SPDW Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPDW Martin Ratio Rank: 5454
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.

SBT vs. SPDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Bancorp, Inc. (Southfield, MI) (SBT) and SPDR Portfolio World ex-US ETF (SPDW). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SBT vs. SPDW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBTSPDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

Drawdowns

SBT vs. SPDW - Drawdown Comparison

The maximum SBT drawdown since its inception was 0.00%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for SBT and SPDW.


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Drawdown Indicators


SBTSPDWDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-60.02%

+60.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

Max Drawdown (3Y)

Largest decline over 3 years

-13.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

0.00%

-4.25%

+4.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-12.91%

+12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

Volatility

SBT vs. SPDW - Volatility Comparison


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Volatility by Period


SBTSPDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.03%

-16.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.57%

-16.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.29%

-17.29%

Dividends

SBT vs. SPDW - Dividend Comparison

SBT has not paid dividends to shareholders, while SPDW's dividend yield for the trailing twelve months is around 2.97%.


PositionTTM20252024202320222021202020192018201720162015
SBT
Sterling Bancorp, Inc. (Southfield, MI)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDW
SPDR Portfolio World ex-US ETF
2.97%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%
Portfolio Optimizer

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