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SPMB vs. GNMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMB vs. GNMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and iShares GNMA Bond ETF (GNMA). 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 stocks are quite close, with SPMB having a 0.76% return and GNMA slightly lower at 0.73%. Over the past 10 years, SPMB has outperformed GNMA with an annualized return of 1.28%, while GNMA has yielded a comparatively lower 1.20% annualized return.


SPMB

1D
-0.25%
1M
0.65%
YTD
0.76%
6M
0.83%
1Y
5.97%
3Y*
4.27%
5Y*
0.40%
10Y*
1.28%

GNMA

1D
-0.14%
1M
0.81%
YTD
0.73%
6M
1.01%
1Y
5.85%
3Y*
4.20%
5Y*
0.60%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMB vs. GNMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
0.76%8.29%1.35%5.09%-12.05%-1.46%4.19%6.16%1.01%2.13%
GNMA
iShares GNMA Bond ETF
0.73%8.25%1.07%5.34%-10.83%-1.86%3.51%5.85%0.85%1.74%

Correlation

The correlation between SPMB and GNMA is 0.82, 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

0.82

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

0.90

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

0.91

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

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2012

0.61

Over the past year, SPMB and GNMA have become more correlated (0.82) than their long-term average of 0.61, meaning their price movements have been converging.

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Return for Risk

SPMB vs. GNMA — Risk / Return Rank

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

SPMB
SPMB Risk / Return Rank: 4242
Overall Rank
SPMB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPMB Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPMB Omega Ratio Rank: 4040
Omega Ratio Rank
SPMB Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPMB Martin Ratio Rank: 4141
Martin Ratio Rank

GNMA
GNMA Risk / Return Rank: 4242
Overall Rank
GNMA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 4242
Sortino Ratio Rank
GNMA Omega Ratio Rank: 3838
Omega Ratio Rank
GNMA Calmar Ratio Rank: 4747
Calmar Ratio Rank
GNMA Martin Ratio Rank: 4242
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.

SPMB vs. GNMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and iShares GNMA Bond ETF (GNMA). 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.


SPMBGNMADifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.08

2.25

-0.17

Martin ratioReturn relative to average drawdown

6.45

6.76

-0.31

SPMB vs. GNMA - Sharpe Ratio Comparison

The current SPMB Sharpe Ratio is 1.42, which is comparable to the GNMA Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SPMB and GNMA, 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

SPMB vs. GNMA - Drawdown Comparison

The maximum SPMB drawdown since its inception was -18.03%, which is greater than GNMA's maximum drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for SPMB and GNMA.


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Drawdown Indicators


SPMBGNMADifference

Max Drawdown

Largest peak-to-trough decline

-18.03%

-17.09%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-2.61%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-7.13%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-15.83%

-1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

-17.09%

-0.94%

Current Drawdown

Current decline from peak

-1.34%

-1.24%

-0.10%

Average Drawdown

Average peak-to-trough decline

-2.85%

-3.65%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.87%

+0.06%

Volatility

SPMB vs. GNMA - Volatility Comparison

The current volatility for SPDR Portfolio Mortgage Backed Bond ETF (SPMB) is 1.23%, while iShares GNMA Bond ETF (GNMA) has a volatility of 1.37%. This indicates that SPMB experiences smaller price fluctuations and is considered to be less risky than GNMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMBGNMADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.37%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

3.29%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.23%

4.26%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.79%

6.63%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.61%

5.14%

+2.47%

SPMB vs. GNMA - Expense Ratio Comparison

SPMB has a 0.04% expense ratio, which is lower than GNMA's 0.15% 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

SPMB vs. GNMA - Dividend Comparison

SPMB's dividend yield for the trailing twelve months is around 4.08%, less than GNMA's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
GNMA
iShares GNMA Bond ETF
4.23%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
4.08%3.98%3.76%3.21%2.98%2.59%2.95%3.24%3.36%3.13%2.99%3.05%

Frequently Asked Questions


SPMB and GNMA have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNMA has higher volatility (1.37%) compared to SPMB (1.23%). In terms of maximum drawdown, SPMB dropped -18.03% vs GNMA's -17.09%.

On 10-year performance, SPMB leads with 1.28% vs 1.20% for GNMA. On fees, SPMB is cheaper at 0.04% per year. On volatility, SPMB has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPMB has performed better with a 1.28% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMB is cheaper with a 0.04% expense ratio, compared with 0.15% for GNMA.

GNMA has the higher dividend yield at 4.23%, compared with 4.08% for SPMB.

SPMB tracks Bloomberg US Aggregate Securitized - MBS, while GNMA tracks Barclays Capital GNMA Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.04% for SPMB and 0.15% for GNMA.

SPMB currently has the higher Sharpe Ratio (1.42 vs 1.38), 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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