Summary
SPGM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 17.45% Volatility 17.44% Sharpe 1.15
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) PORTFOLIO MSCI GLOBAL STOCK MARKET ETF

Symbol: SPGM

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 27/02/2012

Latest date: 15/10/2026

Current price: $86.60

Expense ratio: 0.09%

Assets under management
$1.7B
0.63% 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

0.45%

Ann. -41.93% (Sharpe / Sortino numerator)

Volatility

22.09%

Sharpe ratio

-2.062

VaR 95%

-2.14%

CVaR 95%: -2.22%
Max drawdown: -7.13%
Sortino ratio: -3.639
Calmar ratio: -5.88

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

0.94%

Ann. -5.31% (Sharpe / Sortino numerator)

Volatility

16.52%

Sharpe ratio

-0.541

VaR 95%

-1.92%

CVaR 95%: -2.10%
Max drawdown: -9.50%
Sortino ratio: -0.795
Calmar ratio: -0.56

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

7.27%

Ann. 4.70% (Sharpe / Sortino numerator)

Volatility

14.49%

Sharpe ratio

0.074

VaR 95%

-1.60%

CVaR 95%: -2.06%
Max drawdown: -9.50%
Sortino ratio: 0.102
Calmar ratio: 0.49

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

17.45%

Ann. 23.60% (Sharpe / Sortino numerator)

Volatility

17.44%

Sharpe ratio

1.145

VaR 95%

-1.56%

CVaR 95%: -2.49%
Max drawdown: -9.50%
Sortino ratio: 1.425
Calmar ratio: 2.48

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

39.16%

Ann. 15.88% (Sharpe / Sortino numerator)

Volatility

15.40%

Sharpe ratio

0.796

VaR 95%

-1.50%

CVaR 95%: -2.25%
Max drawdown: -16.90%
Sortino ratio: 1.023
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

80.77%

Ann. 17.72% (Sharpe / Sortino numerator)

Volatility

14.18%

Sharpe ratio

0.994

VaR 95%

-1.34%

CVaR 95%: -2.01%
Max drawdown: -16.90%
Sortino ratio: 1.335
Calmar ratio: 1.05

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.068%

Best day

3.203%

31/03/2026
Worst day

-3.078%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $86.06 $86.67 $85.69 $86.60 115,900
14/10/2026 $86.70 $87.01 $86.01 $86.23 41,500
13/10/2026 $87.23 $87.40 $87.06 $87.39 42,100
12/10/2026 $87.51 $87.52 $87.24 $87.32 58,700
09/10/2026 $87.34 $87.52 $87.04 $87.44 40,300
08/10/2026 $86.85 $87.13 $86.62 $86.96 206,600
07/10/2026 $87.32 $87.45 $87.04 $87.41 212,800
06/10/2026 $88.08 $88.29 $87.94 $88.02 282,300
05/10/2026 $87.32 $87.90 $86.99 $87.74 138,300
02/10/2026 $87.28 $87.45 $86.96 $87.27 397,200