Summary
EFIV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 21.58% Volatility 18.09% Sharpe 0.85
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) S&P 500(R) ESG ETF

Symbol: EFIV

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 27/07/2020

Latest date: 20/07/2026

Current price: $71.57

Expense ratio: 0.10%

Assets under management
$1.1B
-0.62% 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

-1.59%

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

4.52%

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

9.68%

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

21.58%

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

34.53%

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

68.08%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.081%

Best day

2.853%

31/03/2026
Worst day

-2.606%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $72.02 $72.18 $71.53 $71.57 25,600
17/07/2026 $71.47 $72.02 $71.38 $71.62 12,300
16/07/2026 $72.70 $72.81 $72.19 $72.45 1,169,400
15/07/2026 $72.89 $72.89 $72.28 $72.78 14,100
14/07/2026 $72.46 $72.84 $72.46 $72.80 163,200
13/07/2026 $72.62 $72.67 $72.22 $72.29 21,000
10/07/2026 $72.41 $72.83 $72.41 $72.83 6,300
09/07/2026 $72.37 $72.53 $72.15 $72.42 29,400
08/07/2026 $71.74 $72.09 $71.42 $72.05 23,000
07/07/2026 $72.35 $72.44 $71.97 $72.24 18,400