Summary
NZAC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.63% Volatility 17.82% Sharpe 0.77
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) MSCI ACWI CLIMATE PARIS ALIGNED ETF

Symbol: NZAC

Exchange: NASDAQ

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 25/11/2014

Latest date: 20/07/2026

Current price: $45.24

Expense ratio: 0.12%

Assets under management
$192.3M
-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

-1.58%

Ann. -39.80% (Sharpe / Sortino numerator)

Volatility

20.95%

Sharpe ratio

-2.073

VaR 95%

-1.87%

CVaR 95%: -1.97%
Max drawdown: -7.80%
Sortino ratio: -3.825
Calmar ratio: -5.11

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

1.80%

Ann. -17.15% (Sharpe / Sortino numerator)

Volatility

16.13%

Sharpe ratio

-1.289

VaR 95%

-1.63%

CVaR 95%: -1.92%
Max drawdown: -10.10%
Sortino ratio: -2.047
Calmar ratio: -1.70

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

7.15%

Ann. -4.99% (Sharpe / Sortino numerator)

Volatility

14.34%

Sharpe ratio

-0.601

VaR 95%

-1.61%

CVaR 95%: -1.95%
Max drawdown: -10.10%
Sortino ratio: -0.877
Calmar ratio: -0.49

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

15.63%

Ann. 17.42% (Sharpe / Sortino numerator)

Volatility

17.82%

Sharpe ratio

0.774

VaR 95%

-1.54%

CVaR 95%: -2.45%
Max drawdown: -10.10%
Sortino ratio: 1.032
Calmar ratio: 1.72

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

32.12%

Ann. 13.05% (Sharpe / Sortino numerator)

Volatility

15.90%

Sharpe ratio

0.592

VaR 95%

-1.49%

CVaR 95%: -2.24%
Max drawdown: -16.19%
Sortino ratio: 0.793
Calmar ratio: 0.81

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

57.28%

Ann. 15.48% (Sharpe / Sortino numerator)

Volatility

14.73%

Sharpe ratio

0.805

VaR 95%

-1.42%

CVaR 95%: -2.03%
Max drawdown: -16.19%
Sortino ratio: 1.122
Calmar ratio: 0.96

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

0.062%

Best day

3.147%

31/03/2026
Worst day

-3.209%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.52 $45.53 $45.24 $45.24 7,100
17/07/2026 $45.11 $45.52 $45.11 $45.41 3,400
16/07/2026 $45.94 $45.95 $45.72 $45.72 1,300
15/07/2026 $46.02 $46.07 $45.85 $46.07 700
14/07/2026 $45.76 $45.93 $45.76 $45.84 1,700
13/07/2026 $45.84 $45.85 $45.62 $45.65 1,900
10/07/2026 $46.04 $46.22 $46.04 $46.19 2,100
09/07/2026 $45.83 $46.11 $45.83 $46.05 1,000
08/07/2026 $45.50 $45.67 $45.32 $45.64 2,000
07/07/2026 $46.02 $46.02 $45.75 $45.78 2,300