Summary
EEMX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 32.98% Volatility 20.77% Sharpe 1.43
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) MSCI EMERGING MARKETS FOSSIL FUEL RESERVES FREE ETF

Symbol: EEMX

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 24/10/2016

Latest date: 20/07/2026

Current price: $50.09

Expense ratio: 0.30%

Assets under management
$181.2M
-0.61% 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

-10.95%

Ann. -61.48% (Sharpe / Sortino numerator)

Volatility

37.92%

Sharpe ratio

-1.717

VaR 95%

-3.77%

CVaR 95%: -4.32%
Max drawdown: -8.21%
Sortino ratio: -2.734
Calmar ratio: -7.49

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

1.79%

Ann. 2.35% (Sharpe / Sortino numerator)

Volatility

27.27%

Sharpe ratio

-0.047

VaR 95%

-3.40%

CVaR 95%: -3.94%
Max drawdown: -13.89%
Sortino ratio: -0.066
Calmar ratio: 0.17

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

12.39%

Ann. 11.84% (Sharpe / Sortino numerator)

Volatility

22.42%

Sharpe ratio

0.366

VaR 95%

-2.11%

CVaR 95%: -3.52%
Max drawdown: -13.89%
Sortino ratio: 0.485
Calmar ratio: 0.85

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

32.98%

Ann. 33.28% (Sharpe / Sortino numerator)

Volatility

20.77%

Sharpe ratio

1.428

VaR 95%

-1.70%

CVaR 95%: -3.22%
Max drawdown: -13.89%
Sortino ratio: 1.815
Calmar ratio: 2.40

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

58.60%

Ann. 21.02% (Sharpe / Sortino numerator)

Volatility

18.84%

Sharpe ratio

0.923

VaR 95%

-1.77%

CVaR 95%: -2.73%
Max drawdown: -17.64%
Sortino ratio: 1.255
Calmar ratio: 1.19

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

73.75%

Ann. 16.14% (Sharpe / Sortino numerator)

Volatility

17.62%

Sharpe ratio

0.710

VaR 95%

-1.67%

CVaR 95%: -2.49%
Max drawdown: -17.64%
Sortino ratio: 1.015
Calmar ratio: 0.91

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.126%

Best day

5.551%

08/04/2026
Worst day

-6.78%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $50.40 $50.49 $50.09 $50.09 2,000
17/07/2026 $49.05 $50.54 $49.05 $49.92 10,800
16/07/2026 $51.14 $51.14 $50.59 $50.59 1,800
15/07/2026 $52.14 $52.14 $51.22 $51.74 1,400
14/07/2026 $51.38 $51.85 $51.38 $51.76 5,100
13/07/2026 $51.69 $51.69 $50.79 $50.94 4,900
10/07/2026 $52.75 $53.03 $52.64 $52.90 5,800
09/07/2026 $52.58 $53.03 $52.58 $52.76 10,000
08/07/2026 $51.67 $52.37 $51.67 $52.37 1,500
07/07/2026 $51.65 $52.16 $51.65 $51.95 1,300