SPDR Portfolio Mortgage Backed Bond ETF (SPMB)

Description

The investment seeks to track the performance of the Bloomberg U.S. MBS Index. The SPMB ETF contains 1721 constituents. It is focused on holdings in the region.

Price $20.76 as of 2022-10-20

Cost/Risk/Yield

Dividend yield3.08%
Expense ratio0.04%
Average spread0.048%
1Y roundtrip cost0.088%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-1.5%-1.0%-2.7%-3.5%1.0%-1.4%3.2%-3.4%-5.2%-3.0%-17.6%
20210.2%-0.9%-0.7%0.6%-0.3%0.1%0.5%-0.1%-0.3%-0.5%0.1%-0.1%-1.5%
20201.2%0.7%0.9%1.2%0.0%-0.1%0.2%-0.0%-0.0%-0.1%0.1%0.2%4.1%
20190.8%-0.0%1.4%0.1%1.1%0.9%0.5%0.7%0.1%0.4%-0.1%0.1%6.0%
2018-1.1%-0.7%0.9%-1.0%0.9%-0.2%0.2%0.5%-0.4%-0.5%0.8%1.7%1.0%
20170.0%0.8%-0.2%0.3%0.8%-0.5%0.4%0.7%-0.2%-0.2%-0.0%0.1%2.1%
20161.0%0.6%0.2%0.1%0.3%0.8%0.2%0.0%0.3%-0.6%-1.7%-0.1%1.2%
20151.0%-0.1%0.6%0.0%-0.5%-1.1%1.1%0.0%0.6%0.2%-0.4%0.2%1.7%
20141.7%0.6%-0.7%0.9%1.4%0.2%-0.5%0.7%-0.2%1.3%0.9%-0.4%5.9%
2013-0.7%0.4%0.0%0.3%-1.4%-1.2%0.2%-0.3%1.5%0.5%-0.6%-0.4%-1.8%
20120.3%0.3%0.2%0.4%0.4%0.2%0.8%-0.4%0.6%-0.5%-0.4%0.4%2.1%
20111.4%-0.2%1.0%1.2%0.5%0.1%0.8%1.6%0.4%-0.3%0.2%0.6%7.4%
4.4%0.4%0.9%0.6%4.3%-2.2%7.5%-0.1%-2.9%-3.3%-1.2%2.3%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.050.050.050.060.060.050.050.050.050.48
20210.060.060.060.060.060.050.050.050.050.050.050.61
20200.070.070.070.070.060.070.070.060.060.060.060.72
20190.070.070.070.070.070.070.070.070.070.060.070.78
20180.070.070.070.070.070.070.070.070.070.070.070.78
20170.060.070.070.070.070.070.070.070.070.070.070.75
20160.060.070.070.070.070.070.070.070.070.050.060.72
20150.070.060.060.070.070.070.070.070.070.070.070.75
20140.030.050.050.060.060.060.060.060.060.070.060.63
20130.010.010.010.020.020.010.020.010.010.030.040.18
20120.030.040.030.020.020.020.020.010.010.010.20
20110.040.050.060.060.050.040.060.050.040.040.040.52
0.000.620.660.660.690.680.660.670.650.640.580.61

Sectors and Top Holdings

Security % Assets
State Street Institutional Liquid Reserves Fund7.89%
UMBS TBA 30yr 2% November Delivery 2.000% 01-MAR-20511.53%
UMBS TBA 15yr 1.5% November Delivery 1.500% 01-JUL-20361.05%
FHLMC 30yr Pool#SD8128 2.000% 01-Feb-2051 2.0% 01-FEB-20510.69%
FNMA 15yr Pool#FM7261 2.000% 01-May-2036 2.0% 01-MAY-20360.69%
FNMA 30yr Pool#MA4305 2.000% 01-Apr-2051 2.0% 01-APR-20510.68%
FNMA 30yr Pool#CB1388 2.500% 01-Aug-2051 2.5% 01-AUG-20510.66%
UMBS TBA 30yr 2.5% November Delivery 2.500% 01-JUN-20490.63%
GNMA II 30yr Pool#MA7193 2.500% 20-Feb-2051 2.5% 20-FEB-20510.61%
Top 9 Weights14.43%

Compare with similar ETFs

SPMB FLGV IBDW MBG MBSD TOTL
Product nameSPDR Portfolio Mortgage Backed Bond ETFFranklin Liberty U.S. Treasury Bond ETFiShares iBonds Dec 2031 Term Corporate ETFSPDR Barclays Capital Mortgage Backed Bond ETFFlexShares Disciplined Duration MBS Index FundSPDR DoubleLine Total Return Tactical ETF
IssuerSPDRFrankliniSharesN/AFlexSharesSPDR
Price$20.76$20.342$18.925$20.76$19.76$39.26
Expense Ratio0.04%worse0.09%worse0.1%worse0.06%worse0.2%worse0.55%
Average Spread0.048%0.295%0.264%0.048%0.253%0.025%
AUM$3,469,780,000$352,334,000$12,332,500$0$93,702,000$2,509,710,000
Shares167,137,82317,320,534651,64904,742,00463,925,429
Average Daily Volume1,150,54774,723155,9161,150,54728,454591,207
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2009-01-152020-06-092021-06-222009-01-152014-09-042015-02-23
Index TrackedBloomberg U.S. MBS IndexNo Underlying IndexBloomberg December 2031 Maturity Corporate IndexBloomberg U.S. MBS IndexICE BofAML Constrained Duration US Mortgage Backed SecuritiesNo Underlying Index
CategoryMortgage Backed SecuritiesGovernment Bondsn/aMortgage Backed SecuritiesMortgage Backed SecuritiesTotal Bond Market
Asset ClassBondBondBondBondBond
Asset Class Size
Value or Growth
Region
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.639$0.441$0.629$0.639$0.574$1.755
Annual Dividend Yield0.031%0.022%0.033%0.031%0.029%0.045%
Number of Holdings17213918217213940
YTD Return-16.50%-13.72%-22.08%-16.50%-12.91%-14.57%
Beta-0.25-0.050.37-0.25-0.12-0.10
Upside Beta-0.05-0.18-0.36-0.05-0.09-0.07
Downside Beta0.10-0.24-0.620.100.060.01
Volatility 1Y7.56%6.03%9.92%7.56%4.82%5.82%
Sharpe Ratio 3Y-0.940.000.00-0.94-2.09-1.75
Treynor Ratio 3Y0.030.000.000.030.040.06

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew