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SMOT vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMOT vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar SMID Moat ETF (SMOT) 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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Returns By Period

In the year-to-date period, SMOT achieves a 7.04% return, which is significantly lower than SPMD's 14.16% return.


SMOT

1D
-0.21%
1M
4.42%
YTD
7.04%
6M
7.50%
1Y
16.94%
3Y*
11.98%
5Y*
10Y*

SPMD

1D
-0.08%
1M
3.86%
YTD
14.16%
6M
14.41%
1Y
25.49%
3Y*
16.15%
5Y*
8.20%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMOT vs. SPMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
SMOT
VanEck Morningstar SMID Moat ETF
7.04%6.46%10.71%17.31%5.41%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.16%7.44%13.91%16.48%4.92%

Correlation

The correlation between SMOT and SPMD is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.94

The correlation between SMOT and SPMD has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

SMOT vs. SPMD — Risk / Return Rank

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

SMOT
SMOT Risk / Return Rank: 3535
Overall Rank
SMOT Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SMOT Sortino Ratio Rank: 3535
Sortino Ratio Rank
SMOT Omega Ratio Rank: 3131
Omega Ratio Rank
SMOT Calmar Ratio Rank: 3939
Calmar Ratio Rank
SMOT Martin Ratio Rank: 3838
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5151
Overall Rank
SPMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5757
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.

SMOT vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar SMID Moat ETF (SMOT) 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.


SMOTSPMDDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

1.91

2.89

-0.98

Martin ratioReturn relative to average drawdown

6.12

10.61

-4.50

SMOT vs. SPMD - Sharpe Ratio Comparison

The current SMOT Sharpe Ratio is 1.21, which is comparable to the SPMD Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SMOT and SPMD, 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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Sharpe Ratios by Period


SMOTSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.65

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.45

+0.26

Drawdowns

SMOT vs. SPMD - Drawdown Comparison

The maximum SMOT drawdown since its inception was -23.36%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for SMOT and SPMD.


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Drawdown Indicators


SMOTSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-23.36%

-57.62%

+34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-8.86%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-24.08%

+0.72%

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

-0.21%

-0.08%

-0.13%

Average Drawdown

Average peak-to-trough decline

-4.81%

-8.12%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.41%

+0.37%

Volatility

SMOT vs. SPMD - Volatility Comparison

The current volatility for VanEck Morningstar SMID Moat ETF (SMOT) is 3.03%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 4.38%. This indicates that SMOT experiences smaller price fluctuations and is considered to be less risky 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


SMOTSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

4.38%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

11.37%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

15.57%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

19.70%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

21.18%

-2.76%

SMOT vs. SPMD - Expense Ratio Comparison

SMOT has a 0.49% expense ratio, which is higher than SPMD's 0.05% expense ratio.


Dividends

SMOT vs. SPMD - Dividend Comparison

SMOT's dividend yield for the trailing twelve months is around 1.28%, more than SPMD's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
SMOT
VanEck Morningstar SMID Moat ETF
1.28%1.37%1.18%0.65%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.23%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


SMOT and SPMD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMD has higher volatility (4.38%) compared to SMOT (3.03%). In terms of maximum drawdown, SMOT dropped -23.36% vs SPMD's -57.62%.

On 3-year performance, SPMD leads with 16.15% vs 11.98% for SMOT. On fees, SPMD is cheaper at 0.05% per year. On volatility, SMOT has been the lower-risk option at 3.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPMD has performed better with a 16.15% return vs 11.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.05% expense ratio, compared with 0.49% for SMOT.

SMOT has the higher dividend yield at 1.28%, compared with 1.23% for SPMD.

SMOT tracks Morningstar US Small-Mid Cap Moat Focus, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.49% for SMOT and 0.05% for SPMD.

SPMD currently has the higher Sharpe Ratio (1.65 vs 1.21), 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.

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