Summary
SPY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.60% Volatility 18.91% Sharpe 0.72
Official loaded data — not a live quote.

SPDR S&P 500 ETF Trust

Symbol: SPY

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 22/01/1993

Latest date: 16/07/2026

Current price: $750.72

Expense ratio: 0.09%

Assets under management
$781.2B
-0.27% 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

0.31%

Ann. -37.44% (Sharpe / Sortino numerator)

Volatility

17.85%

Sharpe ratio

-2.300

VaR 95%

-1.70%

CVaR 95%: -1.76%
Max drawdown: -7.51%
Sortino ratio: -4.153
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

7.27%

Ann. -15.30% (Sharpe / Sortino numerator)

Volatility

14.22%

Sharpe ratio

-1.331

VaR 95%

-1.56%

CVaR 95%: -1.78%
Max drawdown: -9.13%
Sortino ratio: -1.973
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

9.12%

Ann. -3.42% (Sharpe / Sortino numerator)

Volatility

13.45%

Sharpe ratio

-0.524

VaR 95%

-1.53%

CVaR 95%: -1.87%
Max drawdown: -9.13%
Sortino ratio: -0.719
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

21.60%

Ann. 17.26% (Sharpe / Sortino numerator)

Volatility

18.91%

Sharpe ratio

0.721

VaR 95%

-1.57%

CVaR 95%: -2.70%
Max drawdown: -9.13%
Sortino ratio: 0.901
Calmar ratio: 1.89

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

36.05%

Ann. 13.69% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

0.606

VaR 95%

-1.60%

CVaR 95%: -2.41%
Max drawdown: -18.76%
Sortino ratio: 0.762
Calmar ratio: 0.73

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

72.84%

Ann. 18.49% (Sharpe / Sortino numerator)

Volatility

15.06%

Sharpe ratio

0.987

VaR 95%

-1.43%

CVaR 95%: -2.14%
Max drawdown: -18.76%
Sortino ratio: 1.288
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

0.081%

Best day

2.907%

31/03/2026
Worst day

-2.703%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $752.76 $754.57 $747.88 $750.72 46,409,800
15/07/2026 $754.24 $755.58 $750.20 $754.81 43,844,800
14/07/2026 $750.91 $753.34 $748.66 $751.83 35,143,100
13/07/2026 $752.47 $753.91 $748.00 $749.17 44,013,600
10/07/2026 $752.05 $755.42 $748.10 $754.95 42,191,300
09/07/2026 $747.35 $751.97 $745.59 $751.71 41,441,700
08/07/2026 $743.16 $746.15 $739.51 $745.40 43,767,400
07/07/2026 $750.22 $750.96 $745.21 $747.71 43,721,500
06/07/2026 $748.74 $752.41 $747.41 $751.28 50,673,300
02/07/2026 $747.40 $751.31 $740.03 $744.78 57,447,800