SPTM vs. VTV
Compare and contrast key facts about SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Vanguard Value ETF (VTV).
SPTM and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both SPTM and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPTM or VTV.
Key characteristics
| SPTM | VTV | |
|---|---|---|
| YTD Return | 6.34% | 6.51% |
| 1Y Return | 25.88% | 16.72% |
| 3Y Return (Ann) | 7.86% | 8.06% |
| 5Y Return (Ann) | 13.06% | 10.33% |
| 10Y Return (Ann) | 12.26% | 10.15% |
| Sharpe Ratio | 2.01 | 1.48 |
| Daily Std Dev | 11.86% | 10.45% |
| Max Drawdown | -54.80% | -59.27% |
| Current Drawdown | -3.43% | -2.84% |
Correlation
The correlation between SPTM and VTV is 0.88, 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.
Performance
SPTM vs. VTV - Performance Comparison
The year-to-date returns for both investments are quite close, with SPTM having a 6.34% return and VTV slightly higher at 6.51%. Over the past 10 years, SPTM has outperformed VTV with an annualized return of 12.26%, while VTV has yielded a comparatively lower 10.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPTM vs. VTV - Expense Ratio Comparison
SPTM has a 0.03% expense ratio, which is lower than VTV's 0.04% 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%.
Risk-Adjusted Performance
SPTM vs. VTV - 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 Vanguard Value ETF (VTV). 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.
Dividends
SPTM vs. VTV - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.38%, less than VTV's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.38% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% | 2.08% | 1.63% |
VTV Vanguard Value ETF | 2.44% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
SPTM vs. VTV - Drawdown Comparison
The maximum SPTM drawdown since its inception was -54.80%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SPTM and VTV. For additional features, visit the drawdowns tool.
Volatility
SPTM vs. VTV - Volatility Comparison
SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 3.51% compared to Vanguard Value ETF (VTV) at 3.22%. This indicates that SPTM's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.