Summary
EWX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.73% Volatility 16.50% Sharpe 0.94
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) S&P(R) EMERGING MARKETS SMALL CAP ETF

Symbol: EWX

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 12/05/2008

Latest date: 20/07/2026

Current price: $68.30

Expense ratio: 0.65%

Assets under management
$732.9M
-0.54% 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

-10.67%

Ann. -35.16% (Sharpe / Sortino numerator)

Volatility

25.05%

Sharpe ratio

-1.549

VaR 95%

-2.54%

CVaR 95%: -3.10%
Max drawdown: -3.76%
Sortino ratio: -2.148
Calmar ratio: -9.34

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

-6.05%

Ann. -0.92% (Sharpe / Sortino numerator)

Volatility

17.73%

Sharpe ratio

-0.256

VaR 95%

-1.76%

CVaR 95%: -2.63%
Max drawdown: -7.98%
Sortino ratio: -0.320
Calmar ratio: -0.11

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

2.59%

Ann. 0.44% (Sharpe / Sortino numerator)

Volatility

14.93%

Sharpe ratio

-0.214

VaR 95%

-1.59%

CVaR 95%: -2.34%
Max drawdown: -7.98%
Sortino ratio: -0.274
Calmar ratio: 0.05

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

9.73%

Ann. 19.19% (Sharpe / Sortino numerator)

Volatility

16.50%

Sharpe ratio

0.943

VaR 95%

-1.54%

CVaR 95%: -2.60%
Max drawdown: -11.32%
Sortino ratio: 1.119
Calmar ratio: 1.69

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

24.64%

Ann. 11.56% (Sharpe / Sortino numerator)

Volatility

15.95%

Sharpe ratio

0.497

VaR 95%

-1.62%

CVaR 95%: -2.48%
Max drawdown: -21.37%
Sortino ratio: 0.614
Calmar ratio: 0.54

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

37.27%

Ann. 12.43% (Sharpe / Sortino numerator)

Volatility

14.70%

Sharpe ratio

0.599

VaR 95%

-1.51%

CVaR 95%: -2.25%
Max drawdown: -21.37%
Sortino ratio: 0.764
Calmar ratio: 0.58

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

0.043%

Best day

3.888%

08/04/2026
Worst day

-4.039%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $68.67 $69.45 $68.21 $68.30 23,700
17/07/2026 $68.83 $69.42 $68.58 $69.35 27,800
16/07/2026 $71.09 $71.25 $70.82 $71.01 12,700
15/07/2026 $72.01 $72.16 $71.45 $72.03 30,200
14/07/2026 $71.75 $71.90 $71.59 $71.80 14,000
13/07/2026 $72.45 $72.45 $71.52 $71.70 62,800
10/07/2026 $73.38 $73.89 $73.06 $73.83 17,100
09/07/2026 $72.93 $73.32 $72.93 $73.17 8,000
08/07/2026 $72.00 $72.39 $71.69 $72.38 12,000
07/07/2026 $73.00 $73.00 $72.26 $72.41 19,400