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 2022-10-20Cost/Risk/Yield
| Dividend yield | 3.08% |
| Expense ratio | 0.04% |
| Average spread | 0.048% |
| 1Y roundtrip cost | 0.088% |
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% | ||
| 2021 | 0.2% | -0.9% | -0.7% | 0.6% | -0.3% | 0.1% | 0.5% | -0.1% | -0.3% | -0.5% | 0.1% | -0.1% | -1.5% |
| 2020 | 1.2% | 0.7% | 0.9% | 1.2% | 0.0% | -0.1% | 0.2% | -0.0% | -0.0% | -0.1% | 0.1% | 0.2% | 4.1% |
| 2019 | 0.8% | -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% |
| 2017 | 0.0% | 0.8% | -0.2% | 0.3% | 0.8% | -0.5% | 0.4% | 0.7% | -0.2% | -0.2% | -0.0% | 0.1% | 2.1% |
| 2016 | 1.0% | 0.6% | 0.2% | 0.1% | 0.3% | 0.8% | 0.2% | 0.0% | 0.3% | -0.6% | -1.7% | -0.1% | 1.2% |
| 2015 | 1.0% | -0.1% | 0.6% | 0.0% | -0.5% | -1.1% | 1.1% | 0.0% | 0.6% | 0.2% | -0.4% | 0.2% | 1.7% |
| 2014 | 1.7% | 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% |
| 2012 | 0.3% | 0.3% | 0.2% | 0.4% | 0.4% | 0.2% | 0.8% | -0.4% | 0.6% | -0.5% | -0.4% | 0.4% | 2.1% |
| 2011 | 1.4% | -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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.05 | 0.05 | 0.05 | 0.06 | 0.06 | 0.05 | 0.05 | 0.05 | 0.05 | 0.48 | |||
| 2021 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.61 | |
| 2020 | 0.07 | 0.07 | 0.07 | 0.07 | 0.06 | 0.07 | 0.07 | 0.06 | 0.06 | 0.06 | 0.06 | 0.72 | |
| 2019 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.06 | 0.07 | 0.78 | |
| 2018 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.78 | |
| 2017 | 0.06 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.75 | |
| 2016 | 0.06 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.05 | 0.06 | 0.72 | |
| 2015 | 0.07 | 0.06 | 0.06 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.75 | |
| 2014 | 0.03 | 0.05 | 0.05 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.07 | 0.06 | 0.63 | |
| 2013 | 0.01 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | 0.02 | 0.01 | 0.01 | 0.03 | 0.04 | 0.18 | |
| 2012 | 0.03 | 0.04 | 0.03 | 0.02 | 0.02 | 0.02 | 0.02 | 0.01 | 0.01 | 0.01 | 0.20 | ||
| 2011 | 0.04 | 0.05 | 0.06 | 0.06 | 0.05 | 0.04 | 0.06 | 0.05 | 0.04 | 0.04 | 0.04 | 0.52 | |
| 0.00 | 0.62 | 0.66 | 0.66 | 0.69 | 0.68 | 0.66 | 0.67 | 0.65 | 0.64 | 0.58 | 0.61 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| State Street Institutional Liquid Reserves Fund | 7.89% |
| UMBS TBA 30yr 2% November Delivery 2.000% 01-MAR-2051 | 1.53% |
| UMBS TBA 15yr 1.5% November Delivery 1.500% 01-JUL-2036 | 1.05% |
| FHLMC 30yr Pool#SD8128 2.000% 01-Feb-2051 2.0% 01-FEB-2051 | 0.69% |
| FNMA 15yr Pool#FM7261 2.000% 01-May-2036 2.0% 01-MAY-2036 | 0.69% |
| FNMA 30yr Pool#MA4305 2.000% 01-Apr-2051 2.0% 01-APR-2051 | 0.68% |
| FNMA 30yr Pool#CB1388 2.500% 01-Aug-2051 2.5% 01-AUG-2051 | 0.66% |
| UMBS TBA 30yr 2.5% November Delivery 2.500% 01-JUN-2049 | 0.63% |
| GNMA II 30yr Pool#MA7193 2.500% 20-Feb-2051 2.5% 20-FEB-2051 | 0.61% |
| Top 9 Weights | 14.43% |
Compare with similar ETFs
| SPMB | FLGV | IBDW | MBG | MBSD | TOTL | |
|---|---|---|---|---|---|---|
| Product name | SPDR Portfolio Mortgage Backed Bond ETF | Franklin Liberty U.S. Treasury Bond ETF | iShares iBonds Dec 2031 Term Corporate ETF | SPDR Barclays Capital Mortgage Backed Bond ETF | FlexShares Disciplined Duration MBS Index Fund | SPDR DoubleLine Total Return Tactical ETF |
| Issuer | SPDR | Franklin | iShares | N/A | FlexShares | SPDR |
| Price | $20.76 | $20.342 | $18.925 | $20.76 | $19.76 | $39.26 |
| Expense Ratio | 0.04% |  0.09% | 0.1% | 0.06% | 0.2% | 0.55% |
| Average Spread | 0.048% | 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 |
| Shares | 167,137,823 | 17,320,534 | 651,649 | 0 | 4,742,004 | 63,925,429 |
| Average Daily Volume | 1,150,547 | 74,723 | 155,916 | 1,150,547 | 28,454 | 591,207 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2009-01-15 | 2020-06-09 | 2021-06-22 | 2009-01-15 | 2014-09-04 | 2015-02-23 |
| Index Tracked | Bloomberg U.S. MBS Index | No Underlying Index | Bloomberg December 2031 Maturity Corporate Index | Bloomberg U.S. MBS Index | ICE BofAML Constrained Duration US Mortgage Backed Securities | No Underlying Index |
| Category | Mortgage Backed Securities | Government Bonds | n/a | Mortgage Backed Securities | Mortgage Backed Securities | Total Bond Market |
| Asset Class | Bond | Bond | Bond | Bond | Bond | |
| Asset Class Size | ||||||
| Value or Growth | ||||||
| Region | ||||||
| Countries | U.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 Yield | 0.031% | 0.022% | 0.033% | 0.031% | 0.029% | 0.045% |
| Number of Holdings | 1721 | 39 | 182 | 1721 | 394 | 0 |
| YTD Return | -16.50% | -13.72% | -22.08% | -16.50% | -12.91% | -14.57% |
| Beta | -0.25 | -0.05 | 0.37 | -0.25 | -0.12 | -0.10 |
| Upside Beta | -0.05 | -0.18 | -0.36 | -0.05 | -0.09 | -0.07 |
| Downside Beta | 0.10 | -0.24 | -0.62 | 0.10 | 0.06 | 0.01 |
| Volatility 1Y | 7.56% | 6.03% | 9.92% | 7.56% | 4.82% | 5.82% |
| Sharpe Ratio 3Y | -0.94 | 0.00 | 0.00 | -0.94 | -2.09 | -1.75 |
| Treynor Ratio 3Y | 0.03 | 0.00 | 0.00 | 0.03 | 0.04 | 0.06 |