Summary
SPLG
Prices · period metrics · 12M
NAV as of 10/07/2026
02/04/2025 → 02/04/2026
Return 22.03% Volatility 18.24% Sharpe 0.76
Official loaded data — not a live quote.

SPDR(R) PORTFOLIO S&P 500 ETF

Symbol: SPLG

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception date: 08/11/2005

Latest date: 10/07/2026

Current price: $88.85

Expense ratio: 0.02%

Assets under management
$97.3B
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

4.33%

Ann. -37.47% (Sharpe / Sortino numerator)

Volatility

17.79%

Sharpe ratio

-2.311

VaR 95%

-1.68%

CVaR 95%: -1.75%
Max drawdown: -7.51%
Sortino ratio: -4.210
Calmar ratio: -4.99

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

11.43%

Ann. -15.22% (Sharpe / Sortino numerator)

Volatility

14.22%

Sharpe ratio

-1.325

VaR 95%

-1.56%

CVaR 95%: -1.78%
Max drawdown: -9.13%
Sortino ratio: -1.974
Calmar ratio: -1.67

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

9.19%

Ann. -3.34% (Sharpe / Sortino numerator)

Volatility

13.63%

Sharpe ratio

-0.511

VaR 95%

-1.54%

CVaR 95%: -1.86%
Max drawdown: -9.13%
Sortino ratio: -0.717
Calmar ratio: -0.37

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

22.03%

Ann. 17.46% (Sharpe / Sortino numerator)

Volatility

18.24%

Sharpe ratio

0.758

VaR 95%

-1.56%

CVaR 95%: -2.62%
Max drawdown: -9.13%
Sortino ratio: 0.941
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

37.92%

Ann. 13.81% (Sharpe / Sortino numerator)

Volatility

16.17%

Sharpe ratio

0.629

VaR 95%

-1.57%

CVaR 95%: -2.36%
Max drawdown: -18.72%
Sortino ratio: 0.791
Calmar ratio: 0.74

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

77.70%

Ann. 18.61% (Sharpe / Sortino numerator)

Volatility

14.75%

Sharpe ratio

1.016

VaR 95%

-1.43%

CVaR 95%: -2.10%
Max drawdown: -18.72%
Sortino ratio: 1.328
Calmar ratio: 0.99

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: 10/07/2025 - 10/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

2.904%

31/03/2026
Worst day

-2.685%

10/10/2025
Days with data

246

Recent price history (last 90 days)

Date Open High Low Close Volume
10/07/2026 $88.50 $88.91 $88.06 $88.85 17,386,373
02/07/2026 $87.97 $88.42 $87.10 $87.67 15,695,713
01/07/2026 $87.68 $88.21 $87.38 $87.77 12,426,604
30/06/2026 $87.24 $88.04 $87.20 $87.88 14,979,335
29/06/2026 $86.69 $87.28 $86.16 $87.18 12,062,061
26/06/2026 $85.79 $86.68 $85.56 $85.76 7,988,111
25/06/2026 $86.96 $87.01 $85.88 $86.31 8,238,847
24/06/2026 $86.52 $87.09 $86.02 $86.26 18,613,089
23/06/2026 $86.34 $87.04 $86.18 $86.35 15,766,818
22/06/2026 $87.99 $88.28 $87.46 $87.61 7,740,027