MMTM vs SECR

Comparison between STATE STREET(R) SPDR(R) S&P(R) 1500 MOMENTUM TILT ETF (MMTM, ETF) and NYLI MACKAY SECURITIZED INCOME ETF (SECR, ETF).

MMTM vs SECR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MMTM(ETF)	SECR(ETF)
Net Assets	$166M	$165M
Expense Ratio	0.12%	0.28%
Max Drawdown	34.21%	6.18%
Sharpe Ratio	0.74	0.09
5Y Beta	1.11	0.02
P/E Ratio	25.96	N/A
Forward P/E	20.34	N/A
5Y Dividends CAGR	10.14%	N/A
5Y EPS CAGR	18.89%	N/A
Debt to Equity	50.03%	N/A
P/S Ratio	2.65	N/A
P/B Ratio	4.47	N/A

Net Assets

Winner

MMTM

$166M

SECR

$165M

Expense Ratio

Winner

MMTM

0.12%

SECR

0.28%

Max Drawdown

MMTM

34.21%

Winner

SECR

6.18%

Sharpe Ratio

Winner

MMTM

0.74

SECR

0.09

5Y Beta

MMTM

1.11

Winner

SECR

0.02

P/E Ratio

MMTM

25.96

SECR

N/A

Forward P/E

MMTM

20.34

SECR

N/A

5Y Dividends CAGR

MMTM

10.14%

SECR

N/A

5Y EPS CAGR

MMTM

18.89%

SECR

N/A

Debt to Equity

MMTM

50.03%

SECR

N/A

P/S Ratio

MMTM

2.65

SECR

N/A

P/B Ratio

MMTM

4.47

SECR

N/A

MMTM vs SECR - Historical Returns

Returns include dividend reinvestment.

Period	MMTM	SECR
1 month	-2.11%	-0.27%
3 months	-1.01%	-0.68%
6 months	+4.45%	+0.20%
1 year	+14.68%	+3.80%
5 years(CAGR)	+12.15%	N/A
10 years(CAGR)	+14.17%	N/A
Max(CAGR)	+14.30%	+6.02%

MMTM

-2.11%

Winner

SECR

-0.27%

MMTM

-1.01%

Winner

SECR

-0.68%

Winner

MMTM

+4.45%

SECR

+0.20%

Winner

MMTM

+14.68%

SECR

+3.80%

5Y(CAGR)

MMTM

+12.15%

SECR

N/A

10Y(CAGR)

MMTM

+14.17%

SECR

N/A

Max(CAGR)

Winner

MMTM

+14.30%

SECR

+6.02%

MMTM vs SECR - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	MMTM	SECR
2026	+5.22%	+0.47%
2025	+13.57%	+7.75%
2024	+31.51%	+4.70%
2023	+23.41%	N/A
2022	-16.80%	N/A
2021	+28.24%	N/A
2020	+18.52%	N/A
2019	+29.95%	N/A
2018	-4.81%	N/A
2017	+23.42%	N/A
2016	+11.02%	N/A
2015	+5.47%	N/A
2014	+14.69%	N/A
2013	+32.28%	N/A
2012	+1.62%	N/A

MMTM vs SECR Drawdown Comparison

The maximum drawdown for MMTM was -33.84%, occurring on Mar 23, 2020. Recovery took 115 trading sessions.

The maximum drawdown for SECR was -3.93%, occurring on Jan 10, 2025. Recovery took 111 trading sessions.

The current MMTM drawdown is -4.79%. The current SECR drawdown is -1.94%.

Rank	MMTM	SECR
#1	-33.84% Feb 19, 2020 - Aug 3, 2020	-3.93% Sep 16, 2024 - Feb 26, 2025
#2	-23.73% Jan 4, 2022 - Dec 14, 2023	-2.94% Feb 27, 2026 - May 19, 2026
#3	-22.08% Feb 19, 2025 - Jul 25, 2025	-2.65% Apr 4, 2025 - Jun 24, 2025
#4	-21.38% Oct 1, 2018 - Jun 18, 2019	-1.39% Oct 27, 2025 - Feb 5, 2026
#5	-15.75% Dec 29, 2015 - Jul 12, 2016	-1.36% Jun 30, 2025 - Aug 4, 2025
#6	-11.43% Jul 20, 2015 - Dec 29, 2015	-1.36% Jun 18, 2024 - Jul 8, 2024
#7	-10.95% Jul 10, 2024 - Sep 24, 2024	-1.23% Aug 5, 2024 - Aug 21, 2024
#8	-10.89% Sep 2, 2020 - Dec 8, 2020	-0.86% Jun 6, 2024 - Jun 13, 2024
#9	-9.90% Feb 25, 2026 - Apr 13, 2026	-0.84% Mar 3, 2025 - Apr 1, 2025
#10	-9.63% Jan 23, 2018 - Jun 13, 2018	-0.79% Sep 15, 2025 - Oct 14, 2025
#11	-8.26% Sep 18, 2014 - Nov 5, 2014	-0.77% Jul 17, 2024 - Jul 29, 2024
#12	-7.31% Feb 12, 2021 - Apr 5, 2021	-0.61% Aug 4, 2025 - Aug 26, 2025
#13	-6.71% Mar 22, 2024 - May 15, 2024	-0.42% Aug 23, 2024 - Sep 3, 2024
#14	-6.69% Oct 29, 2025 - Jan 9, 2026	-0.39% Aug 21, 2024 - Aug 23, 2024
#15	-6.48% Jun 1, 2026 - Jul 20, 2026	-0.32% Jun 26, 2025 - Jun 30, 2025

Correlation

Correlation between MMTM and SECR is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2012 - 2026)

MMTM vs SECR dividend yield comparison.

Year	MMTM	SECR
2026	0.48%	2.53%
2025	0.86%	6.68%
2024	0.83%	3.24%
2023	1.16%	0.00%
2022	1.67%	0.00%
2021	0.95%	0.00%
2020	1.14%	0.00%
2019	1.55%	0.00%
2018	1.64%	0.00%
2017	1.52%	0.00%
2016	1.98%	0.00%
2015	1.68%	0.00%
2014	1.54%	0.00%
2013	1.74%	0.00%
2012	0.51%	0.00%