Summary
SPXT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.42% Volatility 15.80% Sharpe 0.53
Official loaded data — not a live quote.

PROSHARES S&P 500 EX-TECHNOLOGY ETF

Symbol: SPXT

Exchange: NYSE

Sector: Financial_Services

Category: Large Blend

Inception date: 22/09/2015

Latest date: 16/07/2026

Current price: $110.93

Expense ratio: 0.09%

Assets under management
$272.6M
-0.10% 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

1.84%

Ann. -44.64% (Sharpe / Sortino numerator)

Volatility

14.70%

Sharpe ratio

-3.284

VaR 95%

-1.33%

CVaR 95%: -1.37%
Max drawdown: -7.13%
Sortino ratio: -6.465
Calmar ratio: -6.26

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

4.42%

Ann. -8.76% (Sharpe / Sortino numerator)

Volatility

12.11%

Sharpe ratio

-1.023

VaR 95%

-1.32%

CVaR 95%: -1.43%
Max drawdown: -8.23%
Sortino ratio: -1.592
Calmar ratio: -1.06

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

4.98%

Ann. 2.87% (Sharpe / Sortino numerator)

Volatility

11.49%

Sharpe ratio

-0.066

VaR 95%

-1.27%

CVaR 95%: -1.51%
Max drawdown: -8.23%
Sortino ratio: -0.100
Calmar ratio: 0.35

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

17.42%

Ann. 12.00% (Sharpe / Sortino numerator)

Volatility

15.80%

Sharpe ratio

0.530

VaR 95%

-1.28%

CVaR 95%: -2.21%
Max drawdown: -8.23%
Sortino ratio: 0.667
Calmar ratio: 1.46

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

30.50%

Ann. 11.70% (Sharpe / Sortino numerator)

Volatility

13.83%

Sharpe ratio

0.583

VaR 95%

-1.26%

CVaR 95%: -1.97%
Max drawdown: -15.58%
Sortino ratio: 0.749
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

56.93%

Ann. 15.36% (Sharpe / Sortino numerator)

Volatility

12.76%

Sharpe ratio

0.919

VaR 95%

-1.20%

CVaR 95%: -1.77%
Max drawdown: -15.58%
Sortino ratio: 1.228
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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

2.144%

31/03/2026
Worst day

-2.007%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $111.04 $111.69 $110.58 $110.93 21,500
15/07/2026 $110.06 $110.81 $110.06 $110.68 12,100
14/07/2026 $109.89 $111.63 $109.58 $109.89 8,000
13/07/2026 $110.24 $110.61 $110.03 $110.06 13,700
10/07/2026 $110.16 $110.16 $109.73 $110.03 9,100
09/07/2026 $109.01 $109.53 $108.75 $109.53 17,100
08/07/2026 $110.35 $111.02 $109.16 $109.16 18,900
07/07/2026 $111.26 $111.26 $110.44 $110.79 48,800
06/07/2026 $110.27 $110.43 $109.17 $110.36 59,300
02/07/2026 $109.42 $109.95 $109.22 $109.95 8,600