Summary
NZUS
Prices · period metrics · 12M
NAV as of 18/05/2026
02/04/2025 → 02/04/2026
Return 27.61% Volatility 19.44% Sharpe 0.47
Official loaded data — not a live quote.

State Street SPDR MSCI USA Climate Paris Aligned ETF

Symbol: NZUS

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 21/04/2022

Latest date: 18/05/2026

Current price: $37.88

Expense ratio: 0.10%

Assets under management
$2.9M
0.00% 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

3.93%

Ann. -31.04% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

-1.780

VaR 95%

-1.64%

CVaR 95%: -1.86%
Max drawdown: -7.61%
Sortino ratio: -3.341
Calmar ratio: -4.08

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

10.78%

Ann. -25.96% (Sharpe / Sortino numerator)

Volatility

15.96%

Sharpe ratio

-1.854

VaR 95%

-1.64%

CVaR 95%: -2.06%
Max drawdown: -11.88%
Sortino ratio: -2.790
Calmar ratio: -2.18

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

6.96%

Ann. -11.41% (Sharpe / Sortino numerator)

Volatility

14.79%

Sharpe ratio

-1.017

VaR 95%

-1.61%

CVaR 95%: -2.07%
Max drawdown: -12.57%
Sortino ratio: -1.469
Calmar ratio: -0.91

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

27.61%

Ann. 12.73% (Sharpe / Sortino numerator)

Volatility

19.44%

Sharpe ratio

0.468

VaR 95%

-1.61%

CVaR 95%: -2.76%
Max drawdown: -12.57%
Sortino ratio: 0.614
Calmar ratio: 1.01

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

36.57%

Ann. 10.71% (Sharpe / Sortino numerator)

Volatility

17.41%

Sharpe ratio

0.407

VaR 95%

-1.64%

CVaR 95%: -2.55%
Max drawdown: -20.99%
Sortino ratio: 0.526
Calmar ratio: 0.51

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

73.01%

Ann. 15.84% (Sharpe / Sortino numerator)

Volatility

16.01%

Sharpe ratio

0.763

VaR 95%

-1.57%

CVaR 95%: -2.27%
Max drawdown: -20.99%
Sortino ratio: 1.034
Calmar ratio: 0.75

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: 19/05/2025 - 18/05/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.101%

Best day

5.476%

20/05/2025
Worst day

-3.041%

20/11/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
18/05/2026 $37.88 $37.88 $37.88 $37.88 0
15/05/2026 $37.88 $37.88 $37.88 $37.88 0
14/05/2026 $37.88 $37.88 $37.88 $37.88 0
13/05/2026 $37.88 $37.88 $37.88 $37.88 0
12/05/2026 $37.90 $37.90 $37.88 $37.88 8,000
11/05/2026 $37.98 $38.04 $37.97 $38.04 10,126
08/05/2026 $37.94 $37.99 $37.94 $37.99 3,107
07/05/2026 $37.82 $37.82 $37.63 $37.63 5,419
06/05/2026 $36.79 $36.79 $36.79 $36.79 0
05/05/2026 $36.79 $36.79 $36.79 $36.79 0