Summary
SPYG
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 36.19% Volatility 22.24% Sharpe 0.84
Official loaded data — not a live quote.

SPDR(R) PORTFOLIO S&P 500 GROWTH ETF

Symbol: SPYG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 25/09/2000

Latest date: 02/06/2026

Current price: $122.41

Expense ratio: 0.04%

Assets under management
$49.5B
-0.07% 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

8.44%

Ann. -38.28% (Sharpe / Sortino numerator)

Volatility

24.40%

Sharpe ratio

-1.718

VaR 95%

-2.11%

CVaR 95%: -2.52%
Max drawdown: -9.32%
Sortino ratio: -3.368
Calmar ratio: -4.11

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

18.16%

Ann. -25.60% (Sharpe / Sortino numerator)

Volatility

19.59%

Sharpe ratio

-1.492

VaR 95%

-1.94%

CVaR 95%: -2.36%
Max drawdown: -13.53%
Sortino ratio: -2.570
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

14.92%

Ann. -10.68% (Sharpe / Sortino numerator)

Volatility

18.31%

Sharpe ratio

-0.782

VaR 95%

-1.91%

CVaR 95%: -2.39%
Max drawdown: -13.87%
Sortino ratio: -1.177
Calmar ratio: -0.77

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

36.19%

Ann. 22.24% (Sharpe / Sortino numerator)

Volatility

22.24%

Sharpe ratio

0.837

VaR 95%

-1.84%

CVaR 95%: -3.09%
Max drawdown: -13.87%
Sortino ratio: 1.119
Calmar ratio: 1.60

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

64.05%

Ann. 17.51% (Sharpe / Sortino numerator)

Volatility

20.99%

Sharpe ratio

0.661

VaR 95%

-2.13%

CVaR 95%: -3.12%
Max drawdown: -22.14%
Sortino ratio: 0.859
Calmar ratio: 0.79

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

112.30%

Ann. 22.46% (Sharpe / Sortino numerator)

Volatility

18.73%

Sharpe ratio

1.005

VaR 95%

-1.82%

CVaR 95%: -2.76%
Max drawdown: -22.14%
Sortino ratio: 1.325
Calmar ratio: 1.01

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.128%

Best day

4.082%

31/03/2026
Worst day

-3.104%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $122.50 $122.92 $121.94 $122.41 2,047,900
01/06/2026 $121.78 $122.92 $121.65 $122.60 2,631,600
29/05/2026 $121.14 $121.93 $120.90 $121.50 3,031,900
28/05/2026 $119.58 $120.99 $119.45 $120.81 2,564,200
27/05/2026 $119.86 $119.97 $119.09 $119.72 1,856,400
26/05/2026 $119.28 $120.14 $119.14 $119.76 2,961,700
22/05/2026 $118.90 $119.20 $118.19 $118.28 1,652,400
21/05/2026 $117.71 $118.86 $117.28 $118.28 2,545,100
20/05/2026 $116.97 $118.10 $116.50 $118.04 2,803,800
19/05/2026 $116.87 $117.32 $115.86 $116.39 2,441,100