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SPDW vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDW vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio World ex-US ETF (SPDW) 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

The year-to-date returns for both investments are quite close, with SPDW having a 14.86% return and SPMD slightly higher at 15.51%. Over the past 10 years, SPDW has underperformed SPMD with an annualized return of 10.64%, while SPMD has yielded a comparatively higher 11.78% annualized return.


SPDW

1D
0.29%
1M
1.53%
YTD
14.86%
6M
16.65%
1Y
31.27%
3Y*
19.01%
5Y*
9.30%
10Y*
10.64%

SPMD

1D
0.73%
1M
3.56%
YTD
15.51%
6M
14.03%
1Y
27.96%
3Y*
15.42%
5Y*
8.28%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDW vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDW
SPDR Portfolio World ex-US ETF
14.86%34.75%3.55%17.81%-15.98%11.45%9.90%22.41%-14.22%25.81%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
15.51%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%

Correlation

The correlation between SPDW and SPMD is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.73

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

0.77

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

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2007

0.73

The correlation between SPDW and SPMD has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

SPDW vs. SPMD — Risk / Return Rank

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

SPDW
SPDW Risk / Return Rank: 6262
Overall Rank
SPDW Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPDW Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPDW Omega Ratio Rank: 6363
Omega Ratio Rank
SPDW Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPDW Martin Ratio Rank: 6363
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 6060
Overall Rank
SPMD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPMD Omega Ratio Rank: 5353
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6767
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.

SPDW vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio World ex-US ETF (SPDW) 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.

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.


SPDWSPMDDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

2.58

2.95

-0.37

Martin ratioReturn relative to average drawdown

9.95

10.81

-0.85

SPDW vs. SPMD - Sharpe Ratio Comparison

The current SPDW Sharpe Ratio is 1.80, which is comparable to the SPMD Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SPDW 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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Drawdowns

SPDW vs. SPMD - Drawdown Comparison

The maximum SPDW drawdown since its inception was -60.02%, roughly equal to the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for SPDW and SPMD.


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Drawdown Indicators


SPDWSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-60.02%

-57.62%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-8.86%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-13.53%

-24.08%

+10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-24.08%

-6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-41.86%

+6.88%

Current Drawdown

Current decline from peak

-0.99%

0.00%

-0.99%

Average Drawdown

Average peak-to-trough decline

-12.89%

-8.11%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.41%

+0.58%

Volatility

SPDW vs. SPMD - Volatility Comparison

SPDR Portfolio World ex-US ETF (SPDW) has a higher volatility of 6.86% compared to SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) at 5.07%. This indicates that SPDW'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


SPDWSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.07%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

11.77%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

15.91%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

19.75%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

21.20%

-3.89%

SPDW vs. SPMD - Expense Ratio Comparison

SPDW has a 0.04% expense ratio, which is lower than SPMD's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPDW vs. SPMD - Dividend Comparison

SPDW's dividend yield for the trailing twelve months is around 2.87%, more than SPMD's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
SPDW
SPDR Portfolio World ex-US ETF
2.87%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.21%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


SPDW and SPMD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPDW has higher volatility (6.86%) compared to SPMD (5.07%). In terms of maximum drawdown, SPDW dropped -60.02% vs SPMD's -57.62%.

On 10-year performance, SPMD leads with 11.78% vs 10.64% for SPDW. On fees, SPDW is cheaper at 0.04% per year. On volatility, SPMD has been the lower-risk option at 5.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPMD has performed better with a 11.78% return vs 10.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDW is cheaper with a 0.04% expense ratio, compared with 0.05% for SPMD.

SPDW has the higher dividend yield at 2.87%, compared with 1.21% for SPMD.

SPDW is categorized as Foreign Large Cap Equities, while SPMD is Mid Cap Blend Equities. SPDW tracks S&P Developed Ex-U.S. BMI Index, while SPMD tracks S&P MidCap 400 Index. Their fees differ too: 0.04% for SPDW and 0.05% for SPMD.

SPDW currently has the higher Sharpe Ratio (1.80 vs 1.64), 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

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