MMTM Performance — State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF
Data updated: 2026-09-11
MMTM returned +7.79% year to date and +18.42% over one year to Jun 2026. Annualised returns are +20.20% over 3 years and +12.80% over 5 years. Against its US Large Growth category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $174, against $175 for the category, and to $118 over one year, against $117. Volatility over the past three years was 14.46% a year. In the 12 months to Jun 2026 the fund lost a net $5.8M, and assets reached $165.86M.
MMTM Growth of $100
What $100 invested in State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Growth category average over the same months.
| Period | MMTM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $118 | $117 |
| 3 years (Jul 2023 – Jun 2026) | $174 | $175 |
| 5 years (Jul 2021 – Jun 2026) | $183 | $166 |
| Since data start (Jul 2019 – Jun 2026) | $266 | $271 |
MMTM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.79% |
| 1 year | +18.42% |
| 3 years (annualised) | +20.20% |
| 5 years (annualised) | +12.80% |
MMTM Annual Returns
Calendar-year total returns of State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.79% |
| 2025 | +13.16% |
| 2024 | +29.79% |
| 2023 | +22.57% |
| 2022 | −15.98% |
| 2021 | +26.01% |
| 2020 | +19.36% |
| 2019 (Jul–Dec) | +8.65% |
MMTM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.0% | −0.8% | −4.8% | +11.0% | +3.7% | −2.8% | — | — | — | — | — | — |
| 2025 | +2.9% | −2.4% | −7.5% | −0.2% | +6.3% | +4.6% | +2.4% | +0.6% | +4.1% | +3.0% | −0.6% | −0.1% |
| 2024 | +2.9% | +7.4% | +3.0% | −4.7% | +6.0% | +4.8% | −0.5% | +2.5% | +2.0% | −0.2% | +6.2% | −2.2% |
| 2023 | +3.1% | −3.0% | +1.5% | +2.2% | +0.7% | +6.9% | +3.2% | −1.0% | −5.1% | −1.8% | +10.0% | +4.8% |
| 2022 | −5.4% | −2.5% | +3.8% | −9.3% | 0.0% | −8.0% | +8.2% | −3.2% | −7.9% | +9.7% | +4.5% | −5.0% |
| 2021 | −1.4% | +0.9% | +3.1% | +6.3% | +0.9% | +2.2% | +1.9% | +3.5% | −4.3% | +8.3% | −1.0% | +3.5% |
| 2020 | +0.7% | −8.2% | −12.0% | +11.5% | +5.1% | +2.9% | +6.9% | +8.3% | −4.4% | −3.1% | +9.0% | +4.0% |
| 2019 | — | — | — | — | — | — | +1.2% | −0.2% | +0.8% | +1.2% | +2.8% | +2.6% |
MMTM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 14.46%
- 3-year Sharpe ratio: 1.09 (vs 4.5% risk-free rate)
- Best month: +10.97% (Apr 2026)
- Worst month: −7.50% (Mar 2025)
MMTM Fund Flows
Monthly money in and out of State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF, from SEC Form N-PORT.
- 12-month net flow: −$5.8M
- 12-month gross sales (incl. reinvestments): $175.2M
- Sales ÷ redemptions: 0.97×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $25.5M | $25.1M | $368K |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $70.8M | $75.0M | −$4.2M |
| Mar 2026 | $0 | $5.8M | −$5.8M |
| Feb 2026 | $2.9M | $3.0M | −$52K |
| Jan 2026 | $41.6M | $41.2M | $352K |
| Dec 2025 | $5.8M | $0 | $5.8M |
| Nov 2025 | $5.8M | $0 | $5.8M |
| Oct 2025 | $22.8M | $22.7M | $39K |
| Sep 2025 | $0 | $2.7M | −$2.7M |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $5.4M | −$5.4M |
MMTM Assets Under Management
Net assets of State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $165.86M |
| 2026-03-31 | $151.43M |
| 2025-12-31 | $163.40M |
| 2025-09-30 | $148.52M |
| 2025-06-30 | $146.69M |
| 2025-03-31 | $139.77M |
| 2024-12-31 | $148.35M |
| 2024-09-30 | $113.32M |
| 2024-06-30 | $106.80M |
| 2024-03-31 | $98.79M |
| 2023-12-31 | $91.02M |
| 2023-09-30 | $82.45M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.