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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.58%
Ann. -39.80% (Sharpe / Sortino numerator)
Volatility
20.95%
Sharpe ratio
-2.073
VaR 95%
-1.87%
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%
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%
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%
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%
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%
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.
Average daily return
0.062%
Best day
3.147%
Worst day
-3.209%
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 |