SPTM vs. QMAR
Compare and contrast key facts about SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).
SPTM and QMAR 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. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.
Performance
SPTM vs. QMAR - Performance Comparison
Loading graphics...
SPTM vs. QMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
SPTM
QMAR
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.
| SPTM | QMAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.44 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.29 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.47 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.11 | -0.59 |
Martin ratioReturn relative to average drawdown | 7.28 | 14.64 | -7.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SPTM | QMAR | Difference | |
|---|---|---|---|
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.
| 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% |
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.
Loading graphics...
Drawdown Indicators
| SPTM | QMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.36% | -0.32% | -5.04% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -3.39% | -5.71% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| SPTM | QMAR | Difference | |
|---|---|---|---|
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% |