Summary
DECO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 167.72% Volatility 48.25% Sharpe 1.42
Official loaded data — not a live quote.

SPDR GALAXY DIGITAL ASSET ECOSYSTEM ETF

Symbol: DECO

Exchange: NASDAQ

Sector: Technology

Category: Equity Digital Assets

Inception date: 09/09/2024

Latest date: 03/06/2026

Current price: $81.59

Expense ratio: 0.65%

Assets under management
$15.8M
-0.35% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

39.50%

Ann. -69.80% (Sharpe / Sortino numerator)

Volatility

50.85%

Sharpe ratio

-1.444

VaR 95%

-5.22%

CVaR 95%: -5.57%
Max drawdown: -16.00%
Sortino ratio: -2.346
Calmar ratio: -4.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

72.70%

Ann. -31.71% (Sharpe / Sortino numerator)

Volatility

50.05%

Sharpe ratio

-0.706

VaR 95%

-5.26%

CVaR 95%: -6.28%
Max drawdown: -24.92%
Sortino ratio: -1.083
Calmar ratio: -1.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

62.77%

Ann. -21.97% (Sharpe / Sortino numerator)

Volatility

48.91%

Sharpe ratio

-0.523

VaR 95%

-5.26%

CVaR 95%: -6.06%
Max drawdown: -25.60%
Sortino ratio: -0.848
Calmar ratio: -0.86

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

167.72%

Ann. 72.28% (Sharpe / Sortino numerator)

Volatility

48.25%

Sharpe ratio

1.423

VaR 95%

-4.97%

CVaR 95%: -6.36%
Max drawdown: -25.60%
Sortino ratio: 2.163
Calmar ratio: 2.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

231.40%

Ann. 82.42% (Sharpe / Sortino numerator)

Volatility

52.82%

Sharpe ratio

1.493

VaR 95%

-5.29%

CVaR 95%: -7.21%
Max drawdown: -47.71%
Sortino ratio: 2.184
Calmar ratio: 1.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.432%

Best day

9.702%

06/02/2026
Worst day

-7.212%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $81.88 $81.88 $80.01 $81.59 6,000
02/06/2026 $82.03 $82.03 $81.33 $81.59 1,800
01/06/2026 $78.91 $82.25 $78.80 $81.86 4,400
29/05/2026 $77.22 $78.84 $77.17 $78.84 1,100
28/05/2026 $75.34 $77.49 $75.34 $77.09 1,100
27/05/2026 $73.89 $75.79 $73.80 $75.79 1,500
26/05/2026 $72.16 $74.21 $72.16 $74.21 1,100
22/05/2026 $71.24 $71.63 $70.89 $71.07 900
21/05/2026 $70.63 $70.63 $70.63 $70.63 400
20/05/2026 $68.49 $68.53 $68.33 $68.33 700