SPTM vs. SAMT
Compare and contrast key facts about SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Strategas Macro Thematic Opportunities ETF (SAMT).
SPTM and SAMT 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. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022.
Performance
SPTM vs. SAMT - Performance Comparison
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SPTM vs. SAMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | -3.15% | 16.93% | 23.87% | 25.55% | -10.17% |
SAMT Strategas Macro Thematic Opportunities ETF | 2.57% | 33.10% | 28.15% | 1.27% | -6.59% |
Returns By Period
In the year-to-date period, SPTM achieves a -3.15% return, which is significantly lower than SAMT's 2.57% 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%
SAMT
- 1D
- 0.59%
- 1M
- -1.15%
- YTD
- 2.57%
- 6M
- 6.09%
- 1Y
- 35.45%
- 3Y*
- 22.37%
- 5Y*
- —
- 10Y*
- —
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SPTM vs. SAMT - Expense Ratio Comparison
SPTM has a 0.03% expense ratio, which is lower than SAMT's 0.66% expense ratio.
Return for Risk
SPTM vs. SAMT — Risk / Return Rank
SPTM
SAMT
SPTM vs. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). 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 | SAMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 2.02 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.65 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 4.14 | -2.62 |
Martin ratioReturn relative to average drawdown | 7.28 | 11.64 | -4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPTM | SAMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.02 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | — | — |
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 SAMT is 0.79, 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. SAMT - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.19%, more than SAMT's 0.68% yield.
| 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% |
SAMT Strategas Macro Thematic Opportunities ETF | 0.68% | 0.70% | 1.40% | 1.49% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPTM vs. SAMT - Drawdown Comparison
The maximum SPTM drawdown since its inception was -54.80%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for SPTM and SAMT.
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Drawdown Indicators
| SPTM | SAMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.80% | -20.57% | -34.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -8.76% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -5.36% | -5.23% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -8.00% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.11% | -0.56% |
Volatility
SPTM vs. SAMT - Volatility Comparison
SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 5.35% compared to Strategas Macro Thematic Opportunities ETF (SAMT) at 4.89%. This indicates that SPTM's price experiences larger fluctuations and is considered to be riskier than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPTM | SAMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 4.89% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 11.92% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 17.68% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 16.77% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.77% | +1.26% |