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SPTM vs. QMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPTM vs. QMAR - 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 FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

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SPTM vs. QMAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
-3.15%16.93%23.87%25.55%-17.75%21.19%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
2.45%10.89%16.11%35.47%-16.56%12.31%

Returns By Period

In the year-to-date period, SPTM achieves a -3.15% return, which is significantly lower than QMAR's 2.45% 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%

QMAR

1D
0.57%
1M
1.34%
YTD
2.45%
6M
4.74%
1Y
19.05%
3Y*
15.09%
5Y*
10.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTM vs. QMAR - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than QMAR's 0.90% expense ratio.


Return for Risk

SPTM vs. QMAR — Risk / Return Rank

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

SPTM
SPTM Risk / Return Rank: 5959
Overall Rank
SPTM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPTM Sortino Ratio Rank: 5757
Sortino Ratio Rank
SPTM Omega Ratio Rank: 6060
Omega Ratio Rank
SPTM Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPTM Martin Ratio Rank: 6969
Martin Ratio Rank

QMAR
QMAR Risk / Return Rank: 8484
Overall Rank
QMAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 8383
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 7373
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9393
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. QMAR - 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 FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.


SPTMQMARDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.44

-0.45

Sortino ratio

Return per unit of downside risk

1.52

2.29

-0.77

Omega ratio

Gain probability vs. loss probability

1.23

1.47

-0.24

Calmar ratio

Return relative to maximum drawdown

1.52

2.11

-0.59

Martin ratio

Return relative to average drawdown

7.28

14.64

-7.36

SPTM vs. QMAR - Sharpe Ratio Comparison

The current SPTM Sharpe Ratio is 1.00, which is lower than the QMAR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SPTM and QMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPTMQMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.44

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.76

-0.07

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

0.77

-0.34

Correlation

The correlation between SPTM and QMAR is 0.87, 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. QMAR - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.19%, while QMAR has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPTM vs. QMAR - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for SPTM and QMAR.


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Drawdown Indicators


SPTMQMARDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-19.83%

-34.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-9.23%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-19.83%

-4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

Current Drawdown

Current decline from peak

-5.36%

-0.32%

-5.04%

Average Drawdown

Average peak-to-trough decline

-9.10%

-3.39%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.33%

+1.22%

Volatility

SPTM vs. QMAR - Volatility Comparison

SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 5.35% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.53%. This indicates that SPTM's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTMQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.53%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

4.65%

+4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

13.26%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

14.04%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

14.02%

+4.01%