Summary
EWX
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 7.70% 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: 15/10/2026

Current price: $70.32

Expense ratio: 0.65%

Assets under management
$666.0M
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

-0.78%

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

-2.37%

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

-0.99%

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

7.70%

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

23.87%

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

43.43%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.036%

Best day

3.888%

08/04/2026
Worst day

-4.039%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $69.89 $70.36 $69.82 $70.32 15,500
14/10/2026 $71.06 $71.21 $70.79 $70.83 13,700
13/10/2026 $71.25 $71.48 $71.22 $71.40 16,800
12/10/2026 $71.70 $71.84 $71.60 $71.64 15,200
09/10/2026 $71.59 $71.75 $71.51 $71.64 14,800
08/10/2026 $71.11 $71.33 $70.87 $70.93 13,100
07/10/2026 $71.60 $71.75 $71.38 $71.61 15,000
06/10/2026 $72.22 $72.22 $71.99 $72.09 11,800
05/10/2026 $71.65 $71.96 $71.65 $71.84 10,500
02/10/2026 $71.31 $71.61 $71.20 $71.34 25,000