Summary
SPYT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 18.53% Volatility 17.52% Sharpe 0.38
Official loaded data — not a live quote.

DEFIANCE S&P 500 INCOME TARGET ETF

Symbol: SPYT

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 04/03/2024

Latest date: 16/07/2026

Current price: $17.36

Expense ratio: 0.92%

Assets under management
$153.7M
-0.12% 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

0.61%

Ann. -45.19% (Sharpe / Sortino numerator)

Volatility

19.66%

Sharpe ratio

-2.483

VaR 95%

-1.77%

CVaR 95%: -2.27%
Max drawdown: -6.94%
Sortino ratio: -3.801
Calmar ratio: -6.51

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

6.54%

Ann. -23.65% (Sharpe / Sortino numerator)

Volatility

14.59%

Sharpe ratio

-1.870

VaR 95%

-1.62%

CVaR 95%: -2.04%
Max drawdown: -11.01%
Sortino ratio: -2.483
Calmar ratio: -2.15

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

8.47%

Ann. -9.94% (Sharpe / Sortino numerator)

Volatility

13.04%

Sharpe ratio

-1.041

VaR 95%

-1.47%

CVaR 95%: -1.99%
Max drawdown: -11.01%
Sortino ratio: -1.295
Calmar ratio: -0.90

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

18.53%

Ann. 10.34% (Sharpe / Sortino numerator)

Volatility

17.52%

Sharpe ratio

0.383

VaR 95%

-1.50%

CVaR 95%: -2.64%
Max drawdown: -11.01%
Sortino ratio: 0.449
Calmar ratio: 0.94

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

27.77%

Ann. 8.61% (Sharpe / Sortino numerator)

Volatility

15.37%

Sharpe ratio

0.324

VaR 95%

-1.47%

CVaR 95%: -2.37%
Max drawdown: -18.24%
Sortino ratio: 0.376
Calmar ratio: 0.47

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

0.07%

Best day

2.97%

31/03/2026
Worst day

-2.737%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $17.38 $17.42 $17.30 $17.36 55,300
15/07/2026 $17.41 $17.45 $17.34 $17.41 67,000
14/07/2026 $17.32 $17.40 $17.32 $17.37 68,600
13/07/2026 $17.36 $17.42 $17.30 $17.33 95,600
10/07/2026 $17.38 $17.45 $17.34 $17.45 67,300
09/07/2026 $17.31 $17.40 $17.28 $17.40 45,800
08/07/2026 $17.20 $17.28 $17.14 $17.28 196,000
07/07/2026 $17.39 $17.39 $17.25 $17.31 68,500
06/07/2026 $17.33 $17.39 $17.30 $17.37 132,900
02/07/2026 $17.28 $17.36 $17.13 $17.23 522,200