Summary
EEMX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 58.08% Volatility 20.77% Sharpe 1.43
Official loaded data — not a live quote.

SPDR 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: 03/06/2026

Current price: $54.87

Expense ratio: 0.30%

Assets under management
$166.0M
0.08% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

9.75%

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

20.13%

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

31.91%

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

58.08%

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

79.73%

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

95.31%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.191%

Best day

5.551%

08/04/2026
Worst day

-4.739%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $54.82 $55.01 $54.57 $54.87 4,600
02/06/2026 $55.36 $55.66 $55.16 $55.60 4,500
01/06/2026 $54.50 $55.37 $54.50 $55.02 39,800
29/05/2026 $54.06 $54.08 $53.99 $53.99 1,700
28/05/2026 $53.77 $54.04 $53.74 $53.88 4,700
27/05/2026 $53.91 $53.91 $53.53 $53.68 9,000
26/05/2026 $52.90 $53.78 $52.90 $53.69 36,700
22/05/2026 $51.84 $51.84 $51.61 $51.63 16,500
21/05/2026 $51.38 $51.76 $51.24 $51.75 2,700
20/05/2026 $51.09 $51.29 $51.09 $51.29 2,200