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SPMD vs. IWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMD vs. IWR - 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 iShares Russell Midcap ETF (IWR). 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 15.83% return, which is significantly higher than IWR's 13.93% return. Both investments have delivered pretty close results over the past 10 years, with SPMD having a 11.98% annualized return and IWR not far ahead at 12.03%.


SPMD

1D
0.44%
1M
3.74%
YTD
15.83%
6M
13.38%
1Y
27.54%
3Y*
16.54%
5Y*
8.92%
10Y*
11.98%

IWR

1D
0.52%
1M
3.28%
YTD
13.93%
6M
12.06%
1Y
23.42%
3Y*
17.38%
5Y*
8.30%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMD vs. IWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
15.83%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%
IWR
iShares Russell Midcap ETF
13.93%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%

Correlation

The correlation between SPMD and IWR is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.97

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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2005

0.91

The correlation between SPMD and IWR has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

SPMD vs. IWR — Risk / Return Rank

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

SPMD
SPMD Risk / Return Rank: 5757
Overall Rank
SPMD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPMD Omega Ratio Rank: 5050
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6464
Martin Ratio Rank

IWR
IWR Risk / Return Rank: 5555
Overall Rank
IWR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 5151
Sortino Ratio Rank
IWR Omega Ratio Rank: 4848
Omega Ratio Rank
IWR Calmar Ratio Rank: 6060
Calmar Ratio Rank
IWR Martin Ratio Rank: 6363
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. IWR - 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 iShares Russell Midcap ETF (IWR). 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.


SPMDIWRDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

3.12

2.88

+0.24

Martin ratioReturn relative to average drawdown

11.45

11.02

+0.43

SPMD vs. IWR - Sharpe Ratio Comparison

The current SPMD Sharpe Ratio is 1.74, which is comparable to the IWR Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SPMD and IWR, 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. IWR - Drawdown Comparison

The maximum SPMD drawdown since its inception was -57.62%, roughly equal to the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for SPMD and IWR.


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Drawdown Indicators


SPMDIWRDifference

Max Drawdown

Largest peak-to-trough decline

-57.62%

-58.78%

+1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-8.17%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

-21.09%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-26.18%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

-40.59%

-1.27%

Current Drawdown

Current decline from peak

-0.11%

-0.30%

+0.19%

Average Drawdown

Average peak-to-trough decline

-8.10%

-7.79%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.13%

+0.28%

Volatility

SPMD vs. IWR - Volatility Comparison

SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and iShares Russell Midcap ETF (IWR) have volatilities of 4.55% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMDIWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.41%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

10.38%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

13.80%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

18.28%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

19.40%

+1.81%

SPMD vs. IWR - Expense Ratio Comparison

SPMD has a 0.03% expense ratio, which is lower than IWR's 0.19% 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

SPMD vs. IWR - Dividend Comparison

SPMD's dividend yield for the trailing twelve months is around 1.53%, more than IWR's 1.16% yield.


PositionTTM20252024202320222021202020192018201720162015
IWR
iShares Russell Midcap ETF
1.16%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.53%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


With a correlation of 0.96, SPMD and IWR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPMD has higher volatility (4.55%) compared to IWR (4.41%). In terms of maximum drawdown, SPMD dropped -57.62% vs IWR's -58.78%.

On 10-year performance, IWR leads with 12.03% vs 11.98% for SPMD. On fees, SPMD is cheaper at 0.03% per year. On volatility, IWR has been the lower-risk option at 4.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWR has performed better with a 12.03% 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 0.03% expense ratio, compared with 0.19% for IWR.

SPMD has the higher dividend yield at 1.53%, compared with 1.16% for IWR.

SPMD is categorized as Mid Cap Blend Equities, while IWR is Mid Cap Growth Equities. SPMD tracks S&P MidCap 400 Index, while IWR tracks Russell Midcap Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPMD and 0.19% for IWR.

SPMD currently has the higher Sharpe Ratio (1.74 vs 1.71), 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 IWR

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