Summary
DECO
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 11.28% 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: 15/10/2026

Current price: $62.35

Expense ratio: 0.65%

Assets under management
$21.2M
5.28% 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

-11.18%

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

-18.65%

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

14.17%

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

11.28%

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

114.94%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.09%

Best day

13.554%

30/07/2026
Worst day

-7.771%

29/07/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $59.22 $62.35 $59.19 $62.35 1,200
14/10/2026 $62.01 $62.27 $61.60 $61.60 500
13/10/2026 $66.17 $66.17 $66.17 $66.17 500
12/10/2026 $67.33 $67.33 $67.16 $67.16 700
09/10/2026 $68.61 $68.61 $68.61 $68.61 100
08/10/2026 $68.38 $68.38 $68.38 $68.38 300
07/10/2026 $71.28 $71.28 $71.28 $71.28 100
06/10/2026 $73.98 $73.98 $73.44 $73.44 500
05/10/2026 $72.84 $73.31 $72.84 $73.31 500
02/10/2026 $74.35 $74.35 $73.78 $73.96 600