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SPTM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPTM and SPY is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SPTM vs. SPY - 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 SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%520.00%540.00%560.00%580.00%600.00%620.00%NovemberDecember2025FebruaryMarchApril
561.59%
508.92%
SPTM
SPY

Key characteristics

Sharpe Ratio

SPTM:

0.64

SPY:

0.32

Sortino Ratio

SPTM:

0.93

SPY:

0.51

Omega Ratio

SPTM:

1.12

SPY:

1.07

Calmar Ratio

SPTM:

0.87

SPY:

0.39

Martin Ratio

SPTM:

2.86

SPY:

1.52

Ulcer Index

SPTM:

3.08%

SPY:

3.13%

Daily Std Dev

SPTM:

13.85%

SPY:

14.74%

Max Drawdown

SPTM:

-54.80%

SPY:

-55.19%

Current Drawdown

SPTM:

-7.58%

SPY:

-12.17%

Returns By Period

In the year-to-date period, SPTM achieves a -3.47% return, which is significantly higher than SPY's -8.15% return. Both investments have delivered pretty close results over the past 10 years, with SPTM having a 12.18% annualized return and SPY not far behind at 11.89%.


SPTM

YTD

-3.47%

1M

-2.84%

6M

-0.35%

1Y

9.60%

5Y*

19.75%

10Y*

12.18%

SPY

YTD

-8.15%

1M

-6.68%

6M

-4.88%

1Y

4.64%

5Y*

18.45%

10Y*

11.89%

*Annualized

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. SPY - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%
Expense ratio chart for SPTM: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPTM: 0.03%

Risk-Adjusted Performance

SPTM vs. SPY — Risk-Adjusted Performance Rank

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

SPTM
The Risk-Adjusted Performance Rank of SPTM is 6262
Overall Rank
The Sharpe Ratio Rank of SPTM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPTM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SPTM is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPTM is 6565
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 3535
Overall Rank
The Sharpe Ratio Rank of SPY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPTM vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for SPTM, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.005.00
SPTM: 0.69
SPY: 0.32
The chart of Sortino ratio for SPTM, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.0012.00
SPTM: 1.00
SPY: 0.51
The chart of Omega ratio for SPTM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
SPTM: 1.13
SPY: 1.07
The chart of Calmar ratio for SPTM, currently valued at 0.94, compared to the broader market0.005.0010.0015.00
SPTM: 0.94
SPY: 0.39
The chart of Martin ratio for SPTM, currently valued at 3.08, compared to the broader market0.0020.0040.0060.0080.00100.00
SPTM: 3.08
SPY: 1.52

The current SPTM Sharpe Ratio is 0.64, which is higher than the SPY Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SPTM and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.69
0.32
SPTM
SPY

Dividends

SPTM vs. SPY - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.35%, which matches SPY's 1.34% yield.


TTM20242023202220212020201920182017201620152014
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
1.35%1.28%1.44%1.69%1.25%1.56%1.71%1.90%1.66%1.91%1.92%2.08%
SPY
SPDR S&P 500 ETF
1.34%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SPTM vs. SPY - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SPTM and SPY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.58%
-12.17%
SPTM
SPY

Volatility

SPTM vs. SPY - Volatility Comparison

The current volatility for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) is 5.51%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.47%. This indicates that SPTM experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
5.51%
7.47%
SPTM
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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