Summary
SPDG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.56% Volatility 16.18% Sharpe 0.58
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) PORTFOLIO S&P SECTOR NEUTRAL DIVIDEND ETF

Symbol: SPDG

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 11/09/2023

Latest date: 20/07/2026

Current price: $45.33

Expense ratio: 0.05%

Assets under management
$12.5M
-0.68% 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

-1.98%

Ann. -46.42% (Sharpe / Sortino numerator)

Volatility

13.99%

Sharpe ratio

-3.578

VaR 95%

-1.69%

CVaR 95%: -1.78%
Max drawdown: -6.25%
Sortino ratio: -5.483
Calmar ratio: -7.43

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

4.27%

Ann. 8.30% (Sharpe / Sortino numerator)

Volatility

13.97%

Sharpe ratio

0.335

VaR 95%

-1.73%

CVaR 95%: -1.85%
Max drawdown: -9.02%
Sortino ratio: 0.462
Calmar ratio: 0.92

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

10.65%

Ann. 10.08% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

0.495

VaR 95%

-1.38%

CVaR 95%: -1.82%
Max drawdown: -9.02%
Sortino ratio: 0.719
Calmar ratio: 1.12

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

19.56%

Ann. 13.04% (Sharpe / Sortino numerator)

Volatility

16.18%

Sharpe ratio

0.582

VaR 95%

-1.51%

CVaR 95%: -2.39%
Max drawdown: -9.02%
Sortino ratio: 0.730
Calmar ratio: 1.45

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

34.99%

Ann. 13.67% (Sharpe / Sortino numerator)

Volatility

14.79%

Sharpe ratio

0.679

VaR 95%

-1.41%

CVaR 95%: -2.14%
Max drawdown: -15.67%
Sortino ratio: 0.911
Calmar ratio: 0.87

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

63.74%

Ann. 19.29% (Sharpe / Sortino numerator)

Volatility

14.24%

Sharpe ratio

1.102

VaR 95%

-1.28%

CVaR 95%: -1.97%
Max drawdown: -15.67%
Sortino ratio: 1.548
Calmar ratio: 1.23

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

0.075%

Best day

2.513%

30/04/2026
Worst day

-2.339%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.64 $45.64 $45.33 $45.33 1,200
17/07/2026 $46.02 $46.03 $45.63 $45.63 600
16/07/2026 $45.52 $45.85 $45.52 $45.85 900
15/07/2026 $45.96 $45.96 $45.45 $45.45 600
14/07/2026 $46.07 $46.07 $45.80 $45.80 600
13/07/2026 $46.58 $46.58 $46.57 $46.58 1,400
10/07/2026 $46.77 $46.77 $46.77 $46.77 200
09/07/2026 $46.39 $46.54 $46.39 $46.54 400
08/07/2026 $46.28 $46.28 $46.22 $46.22 400
07/07/2026 $46.62 $46.62 $46.50 $46.52 1,500