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SPMD vs. CSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMD vs. CSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and Invesco S&P Spin-Off ETF (CSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPMD achieves a 14.65% return, which is significantly lower than CSD's 44.05% return. Over the past 10 years, SPMD has underperformed CSD with an annualized return of 11.86%, while CSD has yielded a comparatively higher 14.95% annualized return.


SPMD

1D
-1.02%
1M
2.69%
YTD
14.65%
6M
12.55%
1Y
25.12%
3Y*
16.14%
5Y*
8.50%
10Y*
11.86%

CSD

1D
-2.62%
1M
5.93%
YTD
44.05%
6M
41.48%
1Y
75.45%
3Y*
37.97%
5Y*
18.05%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMD vs. CSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.65%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%
CSD
Invesco S&P Spin-Off ETF
44.05%21.58%27.61%23.77%-15.04%13.01%10.79%20.61%-17.82%20.64%

Correlation

The correlation between SPMD and CSD is 0.83, 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

0.83

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

0.86

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

0.89

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

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2006

0.83

The correlation between SPMD and CSD has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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Return for Risk

SPMD vs. CSD — Risk / Return Rank

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

SPMD
SPMD Risk / Return Rank: 5252
Overall Rank
SPMD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6060
Martin Ratio Rank

CSD
CSD Risk / Return Rank: 9191
Overall Rank
CSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CSD Sortino Ratio Rank: 8888
Sortino Ratio Rank
CSD Omega Ratio Rank: 8585
Omega Ratio Rank
CSD Calmar Ratio Rank: 9494
Calmar Ratio Rank
CSD Martin Ratio Rank: 9494
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.

SPMD vs. CSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and Invesco S&P Spin-Off ETF (CSD). 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.


SPMDCSDDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.28

1.49

-0.21

Calmar ratioReturn relative to maximum drawdown

2.85

6.69

-3.84

Martin ratioReturn relative to average drawdown

10.44

26.12

-15.68

SPMD vs. CSD - Sharpe Ratio Comparison

The current SPMD Sharpe Ratio is 1.59, which is lower than the CSD Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of SPMD and CSD, 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

SPMD vs. CSD - Drawdown Comparison

The maximum SPMD drawdown since its inception was -57.62%, smaller than the maximum CSD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for SPMD and CSD.


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Drawdown Indicators


SPMDCSDDifference

Max Drawdown

Largest peak-to-trough decline

-57.62%

-70.47%

+12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-11.34%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

-30.15%

+6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-30.15%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

-57.55%

+15.69%

Current Drawdown

Current decline from peak

-1.13%

-2.62%

+1.49%

Average Drawdown

Average peak-to-trough decline

-8.10%

-14.19%

+6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.90%

-0.49%

Volatility

SPMD vs. CSD - Volatility Comparison

The current volatility for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) is 4.72%, while Invesco S&P Spin-Off ETF (CSD) has a volatility of 7.74%. This indicates that SPMD experiences smaller price fluctuations and is considered to be less risky than CSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMDCSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

7.74%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

18.71%

-6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

24.74%

-8.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

23.43%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.19%

24.90%

-3.71%

SPMD vs. CSD - Expense Ratio Comparison

SPMD has a 0.03% expense ratio, which is lower than CSD's 0.65% expense ratio.


Dividends

SPMD vs. CSD - Dividend Comparison

SPMD's dividend yield for the trailing twelve months is around 1.23%, more than CSD's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
CSD
Invesco S&P Spin-Off ETF
0.11%0.16%0.17%0.51%0.86%0.73%0.99%1.08%0.99%0.60%1.62%2.61%
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


SPMD and CSD have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSD has higher volatility (7.74%) compared to SPMD (4.72%). In terms of maximum drawdown, SPMD dropped -57.62% vs CSD's -70.47%.

On 10-year performance, CSD leads with 14.95% vs 11.86% for SPMD. On fees, SPMD is cheaper at 0.03% per year. On volatility, SPMD has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CSD has performed better with a 14.95% return vs 11.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.03% expense ratio, compared with 0.65% for CSD.

SPMD has the higher dividend yield at 1.23%, compared with 0.11% for CSD.

SPMD tracks S&P MidCap 400 Index, while CSD tracks S&P U.S. Spin-Off Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.03% for SPMD and 0.65% for CSD.

CSD currently has the higher Sharpe Ratio (3.07 vs 1.59), 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

Find the right allocation for SPMD and CSD

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