SPTM vs. PSMD
Compare and contrast key facts about SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Pacer Swan SOS Moderate (December) ETF (PSMD).
SPTM and PSMD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000. PSMD is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
SPTM vs. PSMD - Performance Comparison
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SPTM vs. PSMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | -3.15% | 16.93% | 23.87% | 25.55% | -17.75% | 28.58% | 1.54% |
PSMD Pacer Swan SOS Moderate (December) ETF | -1.59% | 11.45% | 12.78% | 17.46% | -4.47% | 11.23% | 0.95% |
Returns By Period
In the year-to-date period, SPTM achieves a -3.15% return, which is significantly lower than PSMD's -1.59% return.
SPTM
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.15%
- 6M
- -0.99%
- 1Y
- 18.19%
- 3Y*
- 18.05%
- 5Y*
- 11.45%
- 10Y*
- 13.90%
PSMD
- 1D
- 0.19%
- 1M
- -2.19%
- YTD
- -1.59%
- 6M
- 0.88%
- 1Y
- 11.08%
- 3Y*
- 11.31%
- 5Y*
- 8.19%
- 10Y*
- —
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SPTM vs. PSMD - Expense Ratio Comparison
SPTM has a 0.03% expense ratio, which is lower than PSMD's 0.75% expense ratio.
Return for Risk
SPTM vs. PSMD — Risk / Return Rank
SPTM
PSMD
SPTM vs. PSMD - 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 Pacer Swan SOS Moderate (December) ETF (PSMD). 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.
| SPTM | PSMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.10 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.69 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.52 | 0.00 |
Martin ratioReturn relative to average drawdown | 7.28 | 8.55 | -1.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPTM | PSMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.10 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.96 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.03 | -0.60 |
Correlation
The correlation between SPTM and PSMD is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPTM vs. PSMD - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.19%, while PSMD has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.19% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
PSMD Pacer Swan SOS Moderate (December) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPTM vs. PSMD - Drawdown Comparison
The maximum SPTM drawdown since its inception was -54.80%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for SPTM and PSMD.
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Drawdown Indicators
| SPTM | PSMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.80% | -11.96% | -42.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -7.51% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -11.96% | -12.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -5.36% | -2.70% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -1.71% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.33% | +1.22% |
Volatility
SPTM vs. PSMD - Volatility Comparison
SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 5.35% compared to Pacer Swan SOS Moderate (December) ETF (PSMD) at 3.09%. This indicates that SPTM's price experiences larger fluctuations and is considered to be riskier than PSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPTM | PSMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 3.09% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 4.40% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 10.09% | +8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 8.60% | +8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 8.56% | +9.47% |