XLM-USD vs. SPTM
Compare and contrast key facts about Stellar (XLM-USD) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLM-USD or SPTM.
Performance
XLM-USD vs. SPTM - Performance Comparison
Returns By Period
In the year-to-date period, XLM-USD achieves a 91.94% return, which is significantly higher than SPTM's 24.69% return.
XLM-USD
91.94%
159.32%
123.77%
117.46%
32.99%
N/A
SPTM
24.69%
1.31%
12.03%
31.89%
15.27%
12.87%
Key characteristics
| XLM-USD | SPTM | |
|---|---|---|
| Sharpe Ratio | 1.18 | 2.59 |
| Sortino Ratio | 2.57 | 3.48 |
| Omega Ratio | 1.27 | 1.48 |
| Calmar Ratio | 0.58 | 3.78 |
| Martin Ratio | 3.56 | 16.64 |
| Ulcer Index | 29.45% | 1.90% |
| Daily Std Dev | 66.30% | 12.20% |
| Max Drawdown | -96.27% | -54.80% |
| Current Drawdown | -72.38% | -1.53% |
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Correlation
The correlation between XLM-USD and SPTM is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
XLM-USD vs. SPTM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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.
Drawdowns
XLM-USD vs. SPTM - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.27%, which is greater than SPTM's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for XLM-USD and SPTM. For additional features, visit the drawdowns tool.
Volatility
XLM-USD vs. SPTM - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 49.82% compared to SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) at 4.16%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.