Summary
SPEM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 17.79% Volatility 17.85% Sharpe 1.01
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) PORTFOLIO EMERGING MARKETS ETF

Symbol: SPEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 19/03/2007

Latest date: 20/07/2026

Current price: $50.17

Expense ratio: 0.07%

Assets under management
$17.3B
-0.40% 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

-5.57%

Ann. -49.74% (Sharpe / Sortino numerator)

Volatility

27.36%

Sharpe ratio

-1.950

VaR 95%

-2.74%

CVaR 95%: -3.21%
Max drawdown: -6.13%
Sortino ratio: -2.950
Calmar ratio: -8.11

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

-0.83%

Ann. -8.48% (Sharpe / Sortino numerator)

Volatility

20.11%

Sharpe ratio

-0.602

VaR 95%

-2.23%

CVaR 95%: -2.84%
Max drawdown: -11.36%
Sortino ratio: -0.845
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.

Period total return

4.94%

Ann. 1.46% (Sharpe / Sortino numerator)

Volatility

17.37%

Sharpe ratio

-0.125

VaR 95%

-1.92%

CVaR 95%: -2.73%
Max drawdown: -11.36%
Sortino ratio: -0.165
Calmar ratio: 0.13

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

17.79%

Ann. 21.66% (Sharpe / Sortino numerator)

Volatility

17.85%

Sharpe ratio

1.010

VaR 95%

-1.39%

CVaR 95%: -2.73%
Max drawdown: -11.36%
Sortino ratio: 1.260
Calmar ratio: 1.91

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

38.93%

Ann. 16.64% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

0.784

VaR 95%

-1.56%

CVaR 95%: -2.43%
Max drawdown: -17.62%
Sortino ratio: 1.046
Calmar ratio: 0.94

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

55.83%

Ann. 14.33% (Sharpe / Sortino numerator)

Volatility

15.61%

Sharpe ratio

0.685

VaR 95%

-1.52%

CVaR 95%: -2.22%
Max drawdown: -17.62%
Sortino ratio: 0.964
Calmar ratio: 0.81

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

0.072%

Best day

4.449%

08/04/2026
Worst day

-4.045%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $50.37 $50.53 $50.13 $50.17 2,661,100
17/07/2026 $49.70 $50.27 $49.68 $50.19 5,567,400
16/07/2026 $51.05 $51.19 $50.90 $51.03 2,513,200
15/07/2026 $51.58 $51.74 $51.21 $51.61 1,245,400
14/07/2026 $51.29 $51.43 $51.14 $51.27 1,557,600
13/07/2026 $51.41 $51.48 $50.90 $50.96 2,183,700
10/07/2026 $51.80 $52.08 $51.57 $51.97 1,909,400
09/07/2026 $51.55 $51.81 $51.47 $51.69 5,292,700
08/07/2026 $50.95 $51.31 $50.73 $51.29 1,667,300
07/07/2026 $51.28 $51.45 $50.79 $51.01 1,217,500