Summary
SPYD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 20.36% Volatility 15.80% Sharpe 0.20
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) PORTFOLIO S&P 500(R) HIGH DIVIDEND ETF

Symbol: SPYD

Exchange: NYSE

Sector: Realestate

Category: Mid-Cap Value

Inception date: N/A

Latest date: 16/07/2026

Current price: $49.54

Expense ratio: 0.07%

Assets under management
N/A
1.64% 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

3.24%

Ann. -41.39% (Sharpe / Sortino numerator)

Volatility

11.69%

Sharpe ratio

-3.852

VaR 95%

-1.51%

CVaR 95%: -1.66%
Max drawdown: -6.15%
Sortino ratio: -5.599
Calmar ratio: -6.73

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

8.66%

Ann. 20.21% (Sharpe / Sortino numerator)

Volatility

12.83%

Sharpe ratio

1.292

VaR 95%

-1.20%

CVaR 95%: -1.46%
Max drawdown: -7.99%
Sortino ratio: 2.350
Calmar ratio: 2.53

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

12.70%

Ann. 10.44% (Sharpe / Sortino numerator)

Volatility

12.43%

Sharpe ratio

0.548

VaR 95%

-1.21%

CVaR 95%: -1.54%
Max drawdown: -7.99%
Sortino ratio: 0.927
Calmar ratio: 1.31

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

20.36%

Ann. 6.81% (Sharpe / Sortino numerator)

Volatility

15.80%

Sharpe ratio

0.201

VaR 95%

-1.33%

CVaR 95%: -2.31%
Max drawdown: -8.77%
Sortino ratio: 0.270
Calmar ratio: 0.78

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

28.19%

Ann. 11.06% (Sharpe / Sortino numerator)

Volatility

14.17%

Sharpe ratio

0.525

VaR 95%

-1.21%

CVaR 95%: -2.06%
Max drawdown: -16.13%
Sortino ratio: 0.709
Calmar ratio: 0.69

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

50.32%

Ann. 10.95% (Sharpe / Sortino numerator)

Volatility

14.69%

Sharpe ratio

0.498

VaR 95%

-1.37%

CVaR 95%: -2.03%
Max drawdown: -16.13%
Sortino ratio: 0.737
Calmar ratio: 0.68

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

0.077%

Best day

2.365%

04/02/2026
Worst day

-2.06%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $48.74 $49.56 $48.74 $49.54 794,300
15/07/2026 $48.52 $48.97 $48.52 $48.62 639,300
14/07/2026 $48.76 $48.83 $48.41 $48.51 877,700
13/07/2026 $48.60 $48.98 $48.52 $48.67 1,032,200
10/07/2026 $48.20 $48.42 $48.12 $48.34 860,500
09/07/2026 $47.98 $48.20 $47.83 $47.94 849,200
08/07/2026 $48.56 $48.59 $47.93 $47.94 1,118,600
07/07/2026 $48.45 $48.92 $48.45 $48.55 1,118,300
06/07/2026 $48.33 $48.46 $47.95 $48.10 970,400
02/07/2026 $48.18 $48.45 $48.10 $48.42 788,300