Summary
SPYG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.88% Volatility 22.24% Sharpe 0.84
Official loaded data — not a live quote.

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

Symbol: SPYG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 25/09/2000

Latest date: 16/07/2026

Current price: $117.98

Expense ratio: 0.04%

Assets under management
$53.0B
-1.04% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.66%

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

7.79%

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

10.25%

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

22.88%

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

43.57%

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

94.19%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.088%

Best day

4.082%

31/03/2026
Worst day

-3.829%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $119.22 $119.38 $117.45 $117.98 1,929,900
15/07/2026 $119.83 $120.04 $118.77 $119.97 2,129,200
14/07/2026 $118.77 $119.57 $118.25 $119.36 3,845,500
13/07/2026 $119.01 $119.34 $117.98 $118.10 1,800,200
10/07/2026 $119.27 $120.02 $118.50 $120.00 1,610,100
09/07/2026 $118.41 $119.30 $117.77 $119.28 1,301,800
08/07/2026 $116.95 $118.09 $116.46 $117.92 1,455,100
07/07/2026 $117.95 $118.25 $116.86 $117.80 1,550,000
06/07/2026 $118.09 $119.03 $117.90 $118.70 1,390,500
02/07/2026 $118.50 $119.21 $116.48 $117.20 2,162,400