(SPLG) SPDR Portfolio SP500 - Ratings and Ratios
Large-Cap U.S. Equities, Index Replication, Passive Strategy
| Risk via 10d forecast | |
|---|---|
| Volatility | 13.3% |
| Value at Risk 5%th | 22.6% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.65 |
| Alpha Jensen | 0.49 |
| Character | |
|---|---|
| Hurst Exponent | 0.300 |
| Beta | 1.000 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.72% |
| Mean DD | 2.19% |
Description: SPLG SPDR Portfolio SP500 September 26, 2025
The SPDR® Portfolio S&P 500 ETF (ticker SPLG) is a U.S.-based large-blend ETF that seeks to track the performance of the S&P 500 Index. Under normal market conditions it must hold at least 80 % of its assets in the index constituents, typically investing “substantially all” of its capital in those 500 large-cap U.S. equities.
Key quantitative attributes (as of the most recent public filings) include an expense ratio of 0.03 %-among the lowest for S&P 500 trackers-total net assets of roughly $30 billion, and an average tracking error of about 0.04 % annualized versus the index. The fund’s sector exposure mirrors the index, with information technology (~27 % of assets) and health care (~14 %) as the two largest weightings. Recent macro-drivers that influence SPLG’s performance are U.S. real-GDP growth (Q2 2024 YoY +2.3 %) and the Federal Reserve’s policy stance; a sustained higher-for-longer interest-rate environment tends to compress equity multiples, especially in growth-oriented sectors.
If you want a deeper, data-driven view of SPLG’s valuation dynamics and how they compare to alternative large-cap ETFs, a quick look at ValueRay’s analytics platform can help you surface the most relevant metrics and scenario analyses.
SPLG ETF Overview
| Market Cap in USD | 94,424m |
| Category | Large Blend |
| TER | 0.02% |
| IPO / Inception | 2005-11-08 |
| Return 12m vs S&P 500 | 0.03% |
| Analyst Rating | - |
SPLG Dividends
| Dividend Yield | 1.13% |
| Yield on Cost 5y | 2.29% |
| Yield CAGR 5y | 6.78% |
| Payout Consistency | 95.0% |
| Payout Ratio | - |
SPLG Growth Ratios
| CAGR | 21.62% |
| CAGR/Max DD Calmar Ratio | 1.15 |
| CAGR/Mean DD Pain Ratio | 9.88 |
| Current Volume | 6783.1k |
| Average Volume | 7787.2k |
What is the price of SPLG shares?
Over the past week, the price has changed by +0.78%, over one month by +2.99%, over three months by +6.56% and over the past year by +15.85%.
Is SPDR Portfolio SP500 a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of SPLG is around 84.03 USD . This means that SPLG is currently overvalued and has a potential downside of 4.61%.
Is SPLG a buy, sell or hold?
What are the forecasts/targets for the SPLG price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 94.7 | 17.9% |
SPLG Fundamental Data Overview November 11, 2025
Beta = 1.0
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 94.42b USD (94.42b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 94.42b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 94.42b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.70% (E(94.42b)/V(94.42b) * Re(9.70%) + (debt-free company))
Discount Rate = 9.70% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SPLG ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle