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SPTM vs. SPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPTM vs. SPCT - 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 Liberty One Spectrum ETF (SPCT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPTM achieves a 11.17% return, which is significantly higher than SPCT's 9.92% return.


SPTM

1D
-0.43%
1M
0.36%
6M
9.12%
YTD
11.17%
1Y
21.89%
3Y*
19.62%
5Y*
12.98%
10Y*
14.87%

SPCT

1D
0.99%
1M
1.35%
6M
7.01%
YTD
9.92%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTM vs. SPCT - Yearly Performance Comparison


Correlation

The correlation between SPTM and SPCT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.48

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Return for Risk

SPTM vs. SPCT — Risk / Return Rank

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

SPTM
SPTM Risk / Return Rank: 6868
Overall Rank
SPTM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPTM Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPTM Omega Ratio Rank: 6666
Omega Ratio Rank
SPTM Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPTM Martin Ratio Rank: 7676
Martin Ratio Rank

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SPCT - 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 Liberty One Spectrum ETF (SPCT). 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.


SPTMSPCTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.20

SPTM vs. SPCT - Sharpe Ratio Comparison


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Drawdowns

SPTM vs. SPCT - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for SPTM and SPCT.


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Drawdown Indicators


SPTMSPCTDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-7.17%

-47.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

Current Drawdown

Current decline from peak

-0.61%

0.00%

-0.61%

Average Drawdown

Average peak-to-trough decline

-9.01%

-1.49%

-7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

Volatility

SPTM vs. SPCT - Volatility Comparison


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Volatility by Period


SPTMSPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

9.27%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

9.27%

+7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

9.27%

+8.74%

SPTM vs. SPCT - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than SPCT's 0.85% expense ratio.


Dividends

SPTM vs. SPCT - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.06%, more than SPCT's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
SPCT
Liberty One Spectrum ETF
0.73%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
1.06%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


SPTM and SPCT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPTM is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPTM is cheaper with a 0.03% expense ratio, compared with 0.85% for SPCT.

SPTM has the higher dividend yield at 1.06%, compared with 0.73% for SPCT.

They also come from different issuers: State Street and Liberty One. Their fees differ too: 0.03% for SPTM and 0.85% for SPCT.

Portfolio Optimizer

Find the right allocation for SPTM and SPCT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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