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SPLV vs SPMB

Comparison between INVESCO S&P 500 LOW VOLATILITY ETF (SPLV, ETF) and STATE STREET(R) SPDR(R) PORTFOLIO MORTGAGE BACKED BOND ETF (SPMB, ETF).

5-Year PerformanceSPLV has outperformed SPMB, delivering a return of +6.1% compared to +0.4%

SPLV vs SPMB - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPLV
$6.90B
Winner
SPMB
$7B
Expense Ratio
SPLV
0.25%
Winner
SPMB
0.04%
Max Drawdown
SPLV
36.56%
Winner
SPMB
28.46%
Sharpe Ratio
SPLV
0.16
Winner
SPMB
0.60
5Y Beta
SPLV
0.33
Winner
SPMB
0.04
P/E Ratio
SPLV
20.96
SPMB
N/A
Forward P/E
SPLV
20.25
SPMB
N/A
PEG Ratio
SPLV
0.86
SPMB
N/A
5Y Dividends CAGR
Winner
SPLV
10.28%
SPMB
4.15%
5Y EPS CAGR
SPLV
11.32%
SPMB
N/A
Debt to Equity
SPLV
57.17%
SPMB
N/A
P/S Ratio
SPLV
3.40
SPMB
N/A
P/B Ratio
SPLV
2.80
SPMB
N/A

SPLV vs SPMB - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPLV
+2.06%
SPMB
+0.54%
3M
SPLV
+0.44%
Winner
SPMB
+0.50%
6M
Winner
SPLV
+5.16%
SPMB
+1.45%
1Y
SPLV
+4.09%
Winner
SPMB
+5.99%
5Y(CAGR)
Winner
SPLV
+6.11%
SPMB
+0.37%
10Y(CAGR)
Winner
SPLV
+8.40%
SPMB
+1.28%
Max(CAGR)
Winner
SPLV
+10.07%
SPMB
+2.33%

SPLV vs SPMB - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearSPLVSPMB
2026+5.54%+1.03%
2025+4.53%+8.33%
2024+12.93%+1.95%
2023+0.57%+4.47%
2022-3.95%-11.74%
2021+25.59%-1.46%
2020-0.65%+3.99%
2019+29.84%+5.91%
2018+0.54%+1.08%
2017+17.18%+2.02%
2016+11.86%+1.15%
2015+3.90%+2.04%
2014+18.78%+5.77%
2013+20.63%-2.04%
2012+10.55%+2.08%
2011+6.95%+6.23%
2010N/A+5.17%
2009N/A+5.27%

SPLV vs SPMB Drawdown Comparison

The maximum drawdown for SPLV was -36.25%, occurring on Mar 23, 2020. Recovery took 297 trading sessions.

The maximum drawdown for SPMB was -18.03%, occurring on Oct 19, 2023. Recovery took 1240 trading sessions.

The current SPLV drawdown is -3.31%. The current SPMB drawdown is -1.18%.

RankSPLVSPMB
#1-36.25%
Feb 14, 2020 - Apr 21, 2021
-18.03%
Feb 2, 2021 - Jan 9, 2026
#2-17.26%
Apr 20, 2022 - Jun 24, 2024
-12.60%
Mar 6, 2020 - Mar 30, 2020
#3-12.49%
Jul 7, 2011 - Oct 27, 2011
-5.04%
Nov 5, 2009 - Jun 14, 2010
#4-11.51%
Dec 3, 2018 - Feb 8, 2019
-4.95%
Sep 11, 2009 - Nov 5, 2009
#5-11.30%
Aug 18, 2015 - Oct 28, 2015
-4.53%
Sep 26, 2012 - May 1, 2014
#6-9.10%
Mar 3, 2025 - Aug 20, 2025
-4.43%
May 18, 2009 - Sep 11, 2009
#7-9.02%
Dec 31, 2021 - Apr 6, 2022
-3.93%
Sep 29, 2016 - Dec 19, 2018
#8-8.91%
Jan 26, 2018 - Jul 26, 2018
-2.99%
Nov 3, 2010 - Mar 16, 2011
#9-8.59%
Nov 29, 2024 - Mar 3, 2025
-2.89%
Feb 27, 2026 - May 19, 2026
#10-7.72%
Jul 22, 2016 - Feb 16, 2017
-2.23%
Apr 9, 2009 - May 18, 2009
#11-7.52%
Dec 29, 2015 - Mar 11, 2016
-2.00%
Apr 14, 2015 - Sep 18, 2015
#12-7.41%
Mar 2, 2026 - Jun 1, 2026
-1.64%
Sep 14, 2011 - Jan 13, 2012
#13-7.13%
May 17, 2013 - Jul 18, 2013
-1.64%
Feb 13, 2009 - Mar 13, 2009
#14-6.02%
Sep 13, 2018 - Nov 30, 2018
-1.27%
Oct 2, 2015 - Jan 13, 2016
#15-6.02%
Oct 27, 2011 - Dec 20, 2011
-1.22%
Jun 8, 2011 - Aug 2, 2011

Correlation

Correlation between SPLV and SPMB is 0.77 which considered as a strong positive correlation - the stocks tend to move together.

0.77
-101

Dividend Comparison (2009 - 2026)

SPLV vs SPMB dividend yield comparison.

YearSPLVSPMB
20260.91%1.58%
20252.04%3.98%
20241.88%3.76%
20232.45%3.21%
20222.11%2.98%
20211.51%2.59%
20202.12%2.95%
20192.08%3.24%
20182.18%3.36%
20172.03%3.13%
20162.03%2.99%
20152.28%3.05%
20142.20%3.54%
20132.60%0.97%
20123.01%2.42%
20112.11%3.88%
20100.00%4.17%
20090.00%3.53%

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