LMBS vs SPY

Comparison between FIRST TRUST LOW DURATION OPPORTUNITIES ETF (LMBS, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed LMBS, delivering a return of +13.3% compared to +3.0%

LMBS vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	LMBS(ETF)	SPY(ETF)
Net Assets	$6.10B	$652B
Expense Ratio	0.66%	0.09%
Max Drawdown	11.76%	56.47%
Sharpe Ratio	1.23	2.07
5Y Beta	0.01	1.00
P/E Ratio	N/A	28.24
Forward P/E	N/A	21.85
5Y Dividends CAGR	12.43%	5.43%
5Y EPS CAGR	N/A	25.79%
Debt to Equity	N/A	22.35%
P/S Ratio	N/A	3.55
P/B Ratio	N/A	5.29

Net Assets

LMBS

$6.10B

Winner

SPY

$652B

Expense Ratio

LMBS

0.66%

Winner

SPY

0.09%

Max Drawdown

Winner

LMBS

11.76%

SPY

56.47%

Sharpe Ratio

LMBS

1.23

Winner

SPY

2.07

5Y Beta

Winner

LMBS

0.01

SPY

1.00

P/E Ratio

LMBS

N/A

SPY

28.24

Forward P/E

LMBS

N/A

SPY

21.85

5Y Dividends CAGR

Winner

LMBS

12.43%

SPY

5.43%

5Y EPS CAGR

LMBS

N/A

SPY

25.79%

Debt to Equity

LMBS

N/A

SPY

22.35%

P/S Ratio

LMBS

N/A

SPY

3.55

P/B Ratio

LMBS

N/A

SPY

5.29

LMBS vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	LMBS	SPY
1 month	+0.38%	+9.11%
3 months	+0.56%	+6.59%
6 months	+2.12%	+10.56%
1 year	+6.38%	+32.04%
5 years(CAGR)	+3.04%	+13.35%
10 years(CAGR)	+2.76%	+15.49%
Max(CAGR)	+3.03%	+8.50%

LMBS

+0.38%

Winner

SPY

+9.11%

LMBS

+0.56%

Winner

SPY

+6.59%

LMBS

+2.12%

Winner

SPY

+10.56%

LMBS

+6.38%

Winner

SPY

+32.04%

5Y(CAGR)

LMBS

+3.04%

Winner

SPY

+13.35%

10Y(CAGR)

LMBS

+2.76%

Winner

SPY

+15.49%

Max(CAGR)

LMBS

+3.03%

Winner

SPY

+8.50%

LMBS vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	LMBS	SPY
2026	+1.47%	+8.27%
2025	+7.05%	+18.00%
2024	+5.30%	+25.59%
2023	+6.26%	+26.72%
2022	-2.97%	-18.64%
2021	-1.01%	+30.52%
2020	+1.60%	+17.28%
2019	+4.10%	+31.09%
2018	+1.50%	-5.24%
2017	+1.55%	+20.78%
2016	+6.56%	+13.59%
2015	+2.56%	+1.31%
2014	+1.57%	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-36.25%
2007	N/A	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

LMBS vs SPY Drawdown Comparison

The maximum drawdown for LMBS was -6.49%, occurring on Oct 21, 2022. Recovery took 948 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current LMBS drawdown is -0.19%.

Rank	LMBS	SPY
#1	-6.49% Mar 6, 2020 - Dec 11, 2023	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-1.85% Jan 6, 2015 - Mar 12, 2015	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-1.72% Apr 4, 2025 - Jun 11, 2025	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-1.52% Oct 1, 2024 - Feb 5, 2025	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-1.45% Mar 27, 2024 - May 15, 2024	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-1.43% Feb 27, 2026 - Mar 27, 2026	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-1.25% Aug 24, 2015 - Oct 6, 2015	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-0.97% Dec 4, 2014 - Dec 26, 2014	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-0.89% Apr 6, 2015 - May 7, 2015	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-0.86% Nov 4, 2016 - Apr 4, 2017	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-0.85% Feb 1, 2024 - Mar 6, 2024	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-0.81% Feb 18, 2016 - Mar 17, 2016	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-0.74% Mar 12, 2015 - Mar 20, 2015	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-0.74% May 15, 2024 - Jun 5, 2024	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-0.67% Jan 11, 2016 - Jan 20, 2016	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between LMBS and SPY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (1999 - 2026)

LMBS vs SPY dividend yield comparison.

Year	LMBS	SPY
2026	1.36%	0.24%
2025	4.08%	1.07%
2024	4.28%	1.21%
2023	3.96%	1.40%
2022	2.22%	1.65%
2021	2.04%	1.20%
2020	2.27%	1.52%
2019	2.55%	1.75%
2018	2.76%	2.04%
2017	2.73%	1.80%
2016	2.84%	2.03%
2015	3.03%	2.06%
2014	0.37%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	3.02%
2007	0.00%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%