THEMES CYBERSECURITY ETF
Symbol: SPAM
Exchange: NASDAQ
Sector: Technology
Category: Technology
Inception date: 07/12/2023
Latest date: 20/07/2026
Current price: $42.36
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
12.22%
Ann. 51.57% (Sharpe / Sortino numerator)
Volatility
27.56%
Sharpe ratio
1.740
VaR 95%
-2.98%
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
33.26%
Ann. -7.01% (Sharpe / Sortino numerator)
Volatility
31.83%
Sharpe ratio
-0.334
VaR 95%
-3.78%
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
37.51%
Ann. -30.39% (Sharpe / Sortino numerator)
Volatility
27.29%
Sharpe ratio
-1.247
VaR 95%
-3.44%
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
30.15%
Ann. 3.84% (Sharpe / Sortino numerator)
Volatility
26.85%
Sharpe ratio
0.008
VaR 95%
-2.98%
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
56.85%
Ann. 4.49% (Sharpe / Sortino numerator)
Volatility
23.83%
Sharpe ratio
0.036
VaR 95%
-2.52%
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
68.96%
Ann. 14.95% (Sharpe / Sortino numerator)
Volatility
24.15%
Sharpe ratio
0.536
VaR 95%
-2.57%
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.
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
0.121%
Best day
6.35%
Worst day
-4.55%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $43.04 | $43.05 | $42.36 | $42.36 | 1,300 |
| 17/07/2026 | $41.65 | $42.63 | $41.53 | $42.63 | 800 |
| 16/07/2026 | $43.25 | $43.25 | $42.34 | $42.34 | 700 |
| 15/07/2026 | $44.58 | $44.62 | $43.16 | $43.18 | 1,600 |
| 14/07/2026 | $43.94 | $44.22 | $43.82 | $44.08 | 2,300 |
| 13/07/2026 | $42.18 | $42.26 | $42.16 | $42.26 | 1,000 |
| 10/07/2026 | $43.55 | $43.55 | $42.32 | $42.32 | 500 |
| 09/07/2026 | $43.29 | $43.51 | $43.11 | $43.51 | 3,400 |
| 08/07/2026 | $42.04 | $42.45 | $42.04 | $42.45 | 900 |
| 07/07/2026 | $42.54 | $43.68 | $42.54 | $42.70 | 1,300 |