SPDR Portfolio Information Ratio
| SPGM ETF | | | USD 82.14 0.61 0.75% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is SPDR Portfolio's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
SPDR Portfolio registers a Information Ratio of 0.0625, reflecting positive but modest excess return per unit of tracking risk. SPDR Portfolio has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0625 | |
Information Ratio Peers Comparison
SPDR Portfolio's Information Ratio of 0.0625 falls above the 0.06 peer average. Values range from 0.002 (First Trust Growth) to 0.1241 (Hartford Multifactor Developed), with wide dispersion across the group. SPDR Portfolio's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for SPDR Portfolio and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
SPDR Portfolio shows nearly
70.74 of Maximum Drawdown per unit of Information Ratio (
0.06 versus
4.42 ). This indicates Maximum Drawdown substantially exceeds Information Ratio for SPDR Portfolio.
Methodology, Assumptions & Data Sources
SPDR Portfolio's Information Ratio currently stands at 0.0625. The Information Ratio for SPDR Portfolio is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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