Summary
SPGM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.71% 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: 20/07/2026

Current price: $84.28

Expense ratio: 0.09%

Assets under management
$1.8B
-0.71% 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

-1.91%

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

3.20%

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

9.62%

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

22.71%

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

41.17%

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

67.01%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.086%

Best day

3.203%

31/03/2026
Worst day

-3.078%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $84.88 $84.96 $84.20 $84.28 41,300
17/07/2026 $84.27 $84.91 $84.06 $84.54 46,900
16/07/2026 $85.36 $85.59 $84.99 $85.22 48,300
15/07/2026 $85.77 $85.99 $85.19 $85.79 180,300
14/07/2026 $85.38 $85.80 $85.34 $85.49 66,900
13/07/2026 $85.40 $85.67 $84.90 $85.07 47,400
10/07/2026 $85.80 $86.06 $85.21 $86.01 85,400
09/07/2026 $85.32 $85.83 $85.22 $85.65 126,100
08/07/2026 $84.57 $84.99 $84.13 $84.96 56,200
07/07/2026 $85.78 $85.78 $85.01 $85.23 74,800