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SPSM vs. ICF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPSM vs. ICF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM) and iShares Cohen & Steers REIT ETF (ICF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPSM achieves a 19.73% return, which is significantly higher than ICF's 16.93% return. Over the past 10 years, SPSM has outperformed ICF with an annualized return of 11.30%, while ICF has yielded a comparatively lower 5.99% annualized return.


SPSM

1D
0.99%
1M
5.61%
YTD
19.73%
6M
16.52%
1Y
37.11%
3Y*
14.81%
5Y*
6.32%
10Y*
11.30%

ICF

1D
0.96%
1M
3.62%
YTD
16.93%
6M
17.09%
1Y
15.91%
3Y*
11.06%
5Y*
3.38%
10Y*
5.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPSM vs. ICF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPSM
State Street SPDR Portfolio S&P 600 Small Cap ETF
19.73%6.11%8.55%16.11%-16.12%26.67%11.69%25.85%-11.17%15.44%
ICF
iShares Cohen & Steers REIT ETF
16.93%1.85%5.30%10.36%-26.12%44.17%-5.43%25.48%-2.55%4.90%

Correlation

The correlation between SPSM and ICF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.57

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

0.60

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

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2013

0.50

The correlation between SPSM and ICF shifts across timeframes, from 0.48 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPSM vs. ICF — Risk / Return Rank

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

SPSM
SPSM Risk / Return Rank: 7474
Overall Rank
SPSM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPSM Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPSM Omega Ratio Rank: 6464
Omega Ratio Rank
SPSM Calmar Ratio Rank: 8484
Calmar Ratio Rank
SPSM Martin Ratio Rank: 7979
Martin Ratio Rank

ICF
ICF Risk / Return Rank: 3535
Overall Rank
ICF Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 3131
Sortino Ratio Rank
ICF Omega Ratio Rank: 3232
Omega Ratio Rank
ICF Calmar Ratio Rank: 4242
Calmar Ratio Rank
ICF Martin Ratio Rank: 3737
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.

SPSM vs. ICF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM) and iShares Cohen & Steers REIT ETF (ICF). 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.


SPSMICFDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratioReturn relative to maximum drawdown

3.96

1.82

+2.14

Martin ratioReturn relative to average drawdown

13.39

5.18

+8.21

SPSM vs. ICF - Sharpe Ratio Comparison

The current SPSM Sharpe Ratio is 1.95, which is higher than the ICF Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SPSM and ICF, 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

SPSM vs. ICF - Drawdown Comparison

The maximum SPSM drawdown since its inception was -42.89%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SPSM and ICF.


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Drawdown Indicators


SPSMICFDifference

Max Drawdown

Largest peak-to-trough decline

-42.89%

-76.74%

+33.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-8.20%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-27.94%

-17.25%

-10.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.94%

-34.74%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-42.89%

-40.22%

-2.67%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.91%

-14.16%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.89%

-0.30%

Volatility

SPSM vs. ICF - Volatility Comparison

State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM) has a higher volatility of 5.14% compared to iShares Cohen & Steers REIT ETF (ICF) at 4.74%. This indicates that SPSM's price experiences larger fluctuations and is considered to be riskier than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPSMICFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.74%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

10.33%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

13.94%

+3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

18.95%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

20.60%

+2.40%

SPSM vs. ICF - Expense Ratio Comparison

SPSM has a 0.03% expense ratio, which is lower than ICF's 0.34% expense ratio.


Dividends

SPSM vs. ICF - Dividend Comparison

SPSM's dividend yield for the trailing twelve months is around 1.37%, less than ICF's 2.38% yield.


PositionTTM20252024202320222021202020192018201720162015
ICF
iShares Cohen & Steers REIT ETF
2.38%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%
SPSM
State Street SPDR Portfolio S&P 600 Small Cap ETF
1.37%1.62%1.85%1.61%1.38%1.40%1.34%1.58%1.82%1.51%1.49%2.37%

Frequently Asked Questions


SPSM and ICF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPSM has higher volatility (5.14%) compared to ICF (4.74%). In terms of maximum drawdown, SPSM dropped -42.89% vs ICF's -76.74%.

On 10-year performance, SPSM leads with 11.30% vs 5.99% for ICF. On fees, SPSM is cheaper at 0.03% per year. On volatility, ICF has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPSM has performed better with a 11.30% return vs 5.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPSM is cheaper with a 0.03% expense ratio, compared with 0.34% for ICF.

ICF has the higher dividend yield at 2.38%, compared with 1.37% for SPSM.

SPSM is categorized as Small Cap Blend Equities, while ICF is REIT. SPSM tracks S&P SmallCap 600 Index, while ICF tracks Cohen & Steers Realty Majors Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPSM and 0.34% for ICF.

SPSM currently has the higher Sharpe Ratio (1.95 vs 1.07), 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 SPSM and ICF

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