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SPTM vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPTM vs. IVV

Last updated Jul 21, 2026
Documentation

SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - SPTM is a Large Cap Blend Equities fund tracking the S&P Composite 1500 Index, while IVV is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SPTM returned 14.69%/yr vs 14.95%/yr for IVV. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.03% expense ratio.

Performance

SPTM vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and iShares Core S&P 500 ETF (IVV). 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 SPTM having a 9.88% return and IVV slightly lower at 9.40%. Both investments have delivered pretty close results over the past 10 years, with SPTM having a 14.69% annualized return and IVV not far ahead at 14.95%.

SPTM

1D
-0.18%
1M
-0.58%
6M
7.93%
YTD
9.88%
1Y
19.85%
3Y*
18.99%
5Y*
12.52%
10Y*
14.69%
ALL TIME*
8.77%

IVV

1D
-0.18%
1M
-0.63%
6M
7.87%
YTD
9.40%
1Y
19.60%
3Y*
19.51%
5Y*
12.87%
10Y*
14.95%
ALL TIME*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTM vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF		9.88%16.93%23.87%25.55%-17.75%28.58%17.94%31.34%-5.30%21.18%
IVV
iShares Core S&P 500 ETF		9.40%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between SPTM and IVV is 1.00 - 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

1.00

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

1.00

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2000

0.93

The correlation between SPTM and IVV has been stable across timeframes, ranging from 0.93 to 1.00 - a consistent structural relationship.

SPTM vs. IVV - Sectors Allocation Comparison

Sectors
SPTM
IVV

Technology

36.6%
38.4%

Financial Services

12.3%
12.0%

Consumer Cyclical

9.5%
9.3%

Communication Services

9.4%
10.0%

Industrials

9.1%
8.0%

Healthcare

8.9%
8.8%

Consumer Defensive

4.4%
4.5%

Energy

3.3%
3.2%

Real Estate

2.2%
1.8%

Utilities

2.2%
2.2%

Basic Materials

1.9%
1.7%

Technology

SPTM
36.6%
IVV
38.4%

Financial Services

SPTM
12.3%
IVV
12.0%

Consumer Cyclical

SPTM
9.5%
IVV
9.3%

Communication Services

SPTM
9.4%
IVV
10.0%

Industrials

SPTM
9.1%
IVV
8.0%

Healthcare

SPTM
8.9%
IVV
8.8%

Consumer Defensive

SPTM
4.4%
IVV
4.5%

Energy

SPTM
3.3%
IVV
3.2%

Real Estate

SPTM
2.2%
IVV
1.8%

Utilities

SPTM
2.2%
IVV
2.2%

Basic Materials

SPTM
1.9%
IVV
1.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR Portfolio S&P 1500 Composite Stock Market ETF

iShares Core S&P 500 ETF

Often compared with SPTM:
SPTM vs. VTISPTM vs. SPYSPTM vs. VOOSPTM vs. ITOTSPTM vs. SCHDSPTM vs. SCHGSPTM vs. BKLC
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

SPTM vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPTM
SPTM Risk / Return Rank: 6666
Overall Rank
SPTM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPTM Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPTM Omega Ratio Rank: 6464
Omega Ratio Rank
SPTM Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPTM Martin Ratio Rank: 7575
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 6464
Overall Rank
IVV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6161
Sortino Ratio Rank
IVV Omega Ratio Rank: 6262
Omega Ratio Rank
IVV Calmar Ratio Rank: 5959
Calmar Ratio Rank
IVV Martin Ratio Rank: 7272
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.

SPTM vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and iShares Core S&P 500 ETF (IVV). 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.

SPTMIVVDifference
Sharpe ratioReturn per unit of total volatility
1.59
1.56

+0.03

Sortino ratioReturn per unit of downside risk
2.22
2.17

+0.05

Omega ratioGain probability vs. loss probability

1.29

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

2.30

2.22

+0.08

Martin ratioReturn relative to average drawdown

10.13

9.59

+0.53

SPTM vs. IVV - Sharpe Ratio Comparison

The current SPTM Sharpe Ratio is 1.59, which is comparable to the IVV Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SPTM and IVV, 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

SPTM vs. IVV - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SPTM and IVV.

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Drawdown Indicators

SPTMIVVDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-55.25%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-8.89%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

-18.75%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-24.53%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-33.90%

-0.76%

Current Drawdown

Current decline from peak

-1.76%

-2.06%

+0.30%

Average Drawdown

Average peak-to-trough decline

-9.01%

-10.74%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.05%

-0.08%

Volatility

SPTM vs. IVV - Volatility Comparison

The current volatility for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) is 3.10%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.54%. This indicates that SPTM experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPTMIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

3.54%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

10.10%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

12.65%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

16.99%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

18.05%

-0.03%

SPTM vs. IVV - Expense Ratio Comparison

Both SPTM and IVV have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SPTM vs. IVV - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.07%, less than IVV's 1.10% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.10%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF		1.07%1.13%1.28%1.44%1.69%1.25%1.56%1.72%1.90%1.66%1.91%1.92%

Frequently Asked Questions

With a correlation of 1.00, SPTM and IVV 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.

IVV has higher volatility (3.54%) compared to SPTM (3.10%). In terms of maximum drawdown, SPTM dropped -54.80% vs IVV's -55.25%.

On 10-year performance, IVV leads with 14.95% vs 14.69% for SPTM. Both ETFs have the same 0.03% expense ratio. On volatility, SPTM has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVV has performed better with a 14.95% return vs 14.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTM and IVV have the same expense ratio: 0.03% per year.

IVV has the higher dividend yield at 1.10%, compared with 1.07% for SPTM.

SPTM is categorized as Large Cap Blend Equities, while IVV is S&P 500. SPTM tracks S&P Composite 1500 Index, while IVV tracks S&P 500 Index. They also come from different issuers: State Street and iShares.

SPTM currently has the higher Sharpe Ratio (1.59 vs 1.56), 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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