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SPYM vs. MAGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYM vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio S&P 500 ETF (SPYM) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

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SPYM vs. MAGS - Yearly Performance Comparison


2026 (YTD)202520242023
SPYM
State Street SPDR Portfolio S&P 500 ETF
-4.35%17.79%25.00%17.44%
MAGS
Roundhill Magnificent Seven ETF
-12.16%22.99%63.97%37.32%

Returns By Period

In the year-to-date period, SPYM achieves a -4.35% return, which is significantly higher than MAGS's -12.16% return.


SPYM

1D
2.90%
1M
-4.99%
YTD
-4.35%
6M
-1.77%
1Y
17.73%
3Y*
18.27%
5Y*
11.77%
10Y*
14.13%

MAGS

1D
4.60%
1M
-5.56%
YTD
-12.16%
6M
-9.36%
1Y
28.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYM vs. MAGS - Expense Ratio Comparison

SPYM has a 0.02% expense ratio, which is lower than MAGS's 0.29% expense ratio.


Return for Risk

SPYM vs. MAGS — Risk / Return Rank

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

SPYM
SPYM Risk / Return Rank: 6565
Overall Rank
SPYM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPYM Omega Ratio Rank: 6666
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7575
Martin Ratio Rank

MAGS
MAGS Risk / Return Rank: 6262
Overall Rank
MAGS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 6767
Sortino Ratio Rank
MAGS Omega Ratio Rank: 6262
Omega Ratio Rank
MAGS Calmar Ratio Rank: 6363
Calmar Ratio Rank
MAGS Martin Ratio Rank: 5858
Martin Ratio Rank
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.

SPYM vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 ETF (SPYM) and Roundhill Magnificent Seven ETF (MAGS). 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.


SPYMMAGSDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.99

-0.01

Sortino ratio

Return per unit of downside risk

1.49

1.61

-0.12

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.53

1.49

+0.04

Martin ratio

Return relative to average drawdown

7.31

5.25

+2.07

SPYM vs. MAGS - Sharpe Ratio Comparison

The current SPYM Sharpe Ratio is 0.98, which is comparable to the MAGS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SPYM and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYMMAGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.99

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.34

-0.76

Correlation

The correlation between SPYM and MAGS is 0.80, 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

SPYM vs. MAGS - Dividend Comparison

SPYM's dividend yield for the trailing twelve months is around 1.16%, less than MAGS's 1.68% yield.


TTM20252024202320222021202020192018201720162015
SPYM
State Street SPDR Portfolio S&P 500 ETF
1.16%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%
MAGS
Roundhill Magnificent Seven ETF
1.68%1.48%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPYM vs. MAGS - Drawdown Comparison

The maximum SPYM drawdown since its inception was -54.46%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for SPYM and MAGS.


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Drawdown Indicators


SPYMMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-54.46%

-29.91%

-24.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-18.62%

+6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

Current Drawdown

Current decline from peak

-6.26%

-14.87%

+8.61%

Average Drawdown

Average peak-to-trough decline

-7.21%

-4.75%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

5.29%

-2.77%

Volatility

SPYM vs. MAGS - Volatility Comparison

The current volatility for State Street SPDR Portfolio S&P 500 ETF (SPYM) is 5.28%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 8.36%. This indicates that SPYM experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYMMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

8.36%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

15.45%

-5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

28.68%

-10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

26.29%

-9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

26.29%

-8.30%