Summary
EFIV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 30.49% Volatility 18.09% Sharpe 0.85
Official loaded data — not a live quote.

SPDR S&P 500 ESG ETF

Symbol: EFIV

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 27/07/2020

Latest date: 03/06/2026

Current price: $72.52

Expense ratio: 0.10%

Assets under management
$1.2B
-0.51% 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

4.63%

Ann. -41.26% (Sharpe / Sortino numerator)

Volatility

17.64%

Sharpe ratio

-2.545

VaR 95%

-1.63%

CVaR 95%: -1.67%
Max drawdown: -7.65%
Sortino ratio: -4.828
Calmar ratio: -5.40

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

9.70%

Ann. -15.47% (Sharpe / Sortino numerator)

Volatility

14.41%

Sharpe ratio

-1.325

VaR 95%

-1.50%

CVaR 95%: -1.71%
Max drawdown: -9.68%
Sortino ratio: -2.039
Calmar ratio: -1.60

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

10.51%

Ann. -0.21% (Sharpe / Sortino numerator)

Volatility

13.15%

Sharpe ratio

-0.292

VaR 95%

-1.44%

CVaR 95%: -1.76%
Max drawdown: -9.68%
Sortino ratio: -0.420
Calmar ratio: -0.02

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

30.49%

Ann. 19.06% (Sharpe / Sortino numerator)

Volatility

18.09%

Sharpe ratio

0.853

VaR 95%

-1.49%

CVaR 95%: -2.57%
Max drawdown: -9.68%
Sortino ratio: 1.070
Calmar ratio: 1.97

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

43.70%

Ann. 13.82% (Sharpe / Sortino numerator)

Volatility

16.20%

Sharpe ratio

0.629

VaR 95%

-1.51%

CVaR 95%: -2.33%
Max drawdown: -19.23%
Sortino ratio: 0.810
Calmar ratio: 0.72

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

80.56%

Ann. 18.79% (Sharpe / Sortino numerator)

Volatility

14.86%

Sharpe ratio

1.020

VaR 95%

-1.42%

CVaR 95%: -2.07%
Max drawdown: -19.23%
Sortino ratio: 1.368
Calmar ratio: 0.98

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

0.109%

Best day

2.853%

31/03/2026
Worst day

-2.514%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $72.89 $72.90 $72.46 $72.52 25,700
02/06/2026 $72.99 $73.25 $72.94 $73.02 11,800
01/06/2026 $72.71 $73.36 $72.60 $73.27 30,900
29/05/2026 $72.76 $72.88 $72.60 $72.62 44,800
28/05/2026 $72.24 $72.68 $72.14 $72.59 39,500
27/05/2026 $72.44 $72.44 $72.14 $72.27 15,200
26/05/2026 $72.28 $72.57 $72.23 $72.44 25,000
22/05/2026 $72.07 $72.24 $71.90 $71.93 14,200
21/05/2026 $71.50 $72.00 $71.36 $71.82 25,700
20/05/2026 $71.48 $71.87 $71.30 $71.85 16,400