Summary
ONEO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 27.50% Volatility 17.82% Sharpe 0.71
Official loaded data — not a live quote.

SPDR RUSSELL 1000 MOMENTUM FOCUS ETF

Symbol: ONEO

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 01/12/2015

Latest date: 03/06/2026

Current price: $151.94

Expense ratio: 0.20%

Assets under management
$27.3M
0.38% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

6.36%

Ann. -39.41% (Sharpe / Sortino numerator)

Volatility

18.23%

Sharpe ratio

-2.361

VaR 95%

-1.85%

CVaR 95%: -1.91%
Max drawdown: -6.26%
Sortino ratio: -4.324
Calmar ratio: -6.29

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

9.93%

Ann. 12.08% (Sharpe / Sortino numerator)

Volatility

15.40%

Sharpe ratio

0.549

VaR 95%

-1.58%

CVaR 95%: -1.76%
Max drawdown: -7.72%
Sortino ratio: 0.872
Calmar ratio: 1.57

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

18.38%

Ann. 9.88% (Sharpe / Sortino numerator)

Volatility

14.14%

Sharpe ratio

0.442

VaR 95%

-1.46%

CVaR 95%: -1.77%
Max drawdown: -7.72%
Sortino ratio: 0.689
Calmar ratio: 1.28

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

27.50%

Ann. 16.25% (Sharpe / Sortino numerator)

Volatility

17.82%

Sharpe ratio

0.708

VaR 95%

-1.46%

CVaR 95%: -2.48%
Max drawdown: -7.92%
Sortino ratio: 0.929
Calmar ratio: 2.05

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

40.93%

Ann. 10.19% (Sharpe / Sortino numerator)

Volatility

16.07%

Sharpe ratio

0.408

VaR 95%

-1.50%

CVaR 95%: -2.24%
Max drawdown: -19.72%
Sortino ratio: 0.571
Calmar ratio: 0.52

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

70.44%

Ann. 14.15% (Sharpe / Sortino numerator)

Volatility

15.18%

Sharpe ratio

0.693

VaR 95%

-1.44%

CVaR 95%: -2.04%
Max drawdown: -19.72%
Sortino ratio: 1.013
Calmar ratio: 0.72

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.1%

Best day

2.632%

08/04/2026
Worst day

-2.317%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $151.36 $152.52 $151.36 $151.94 600
02/06/2026 $151.33 $151.65 $151.33 $151.65 200
01/06/2026 $150.23 $150.23 $150.23 $150.23 100
29/05/2026 $149.37 $149.57 $149.37 $149.57 400
28/05/2026 $148.78 $149.40 $148.78 $149.08 1,100
27/05/2026 $148.91 $148.91 $148.63 $148.63 300
26/05/2026 $149.09 $149.09 $149.09 $149.09 200
22/05/2026 $147.43 $147.43 $147.13 $147.13 1,600
21/05/2026 $144.62 $145.49 $144.60 $145.49 600
20/05/2026 $144.91 $145.05 $144.91 $145.05 300