SPTM vs. SPCT
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. SPTM is passively managed, while SPCT is actively managed. At a 0.48 correlation, their price movements are largely independent. SPTM charges 0.03%/yr vs 0.85%/yr for SPCT.
Performance
SPTM vs. SPCT - Performance Comparison
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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*
- —
SPTM vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 11.17% | 2.99% |
SPCT Liberty One Spectrum ETF | 9.92% | 1.93% |
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
SPTM
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| SPTM | SPCT | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| SPTM | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.61% | 0.00% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -1.49% | -7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | — | — |
Volatility
SPTM vs. SPCT - Volatility Comparison
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Volatility by Period
| SPTM | SPCT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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