Summary
SPYX
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 28.79% Volatility 18.55% Sharpe 0.70
Official loaded data — not a live quote.

SPDR S&P 500 FOSSIL FUEL RESERVES FREE ETF

Symbol: SPYX

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 30/11/2015

Latest date: 02/06/2026

Current price: $62.16

Expense ratio: 0.20%

Assets under management
$2.6B
0.26% 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

5.84%

Ann. -41.20% (Sharpe / Sortino numerator)

Volatility

18.78%

Sharpe ratio

-2.387

VaR 95%

-1.77%

CVaR 95%: -1.82%
Max drawdown: -8.15%
Sortino ratio: -4.493
Calmar ratio: -5.06

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

10.84%

Ann. -18.06% (Sharpe / Sortino numerator)

Volatility

14.82%

Sharpe ratio

-1.463

VaR 95%

-1.64%

CVaR 95%: -1.85%
Max drawdown: -10.06%
Sortino ratio: -2.213
Calmar ratio: -1.79

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

11.22%

Ann. -5.17% (Sharpe / Sortino numerator)

Volatility

13.85%

Sharpe ratio

-0.635

VaR 95%

-1.63%

CVaR 95%: -1.93%
Max drawdown: -10.06%
Sortino ratio: -0.891
Calmar ratio: -0.51

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

28.79%

Ann. 16.71% (Sharpe / Sortino numerator)

Volatility

18.55%

Sharpe ratio

0.705

VaR 95%

-1.61%

CVaR 95%: -2.67%
Max drawdown: -10.06%
Sortino ratio: 0.882
Calmar ratio: 1.66

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

46.52%

Ann. 13.50% (Sharpe / Sortino numerator)

Volatility

16.49%

Sharpe ratio

0.598

VaR 95%

-1.59%

CVaR 95%: -2.40%
Max drawdown: -18.74%
Sortino ratio: 0.759
Calmar ratio: 0.72

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

83.97%

Ann. 18.53% (Sharpe / Sortino numerator)

Volatility

15.04%

Sharpe ratio

0.991

VaR 95%

-1.44%

CVaR 95%: -2.13%
Max drawdown: -18.74%
Sortino ratio: 1.312
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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.104%

Best day

2.991%

31/03/2026
Worst day

-2.642%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $62.00 $62.21 $61.99 $62.16 52,300
01/06/2026 $61.91 $62.23 $61.85 $62.07 72,400
29/05/2026 $61.95 $62.12 $61.87 $61.97 142,400
28/05/2026 $61.43 $61.85 $61.37 $61.81 85,600
27/05/2026 $61.52 $61.52 $61.30 $61.44 87,400
26/05/2026 $61.33 $61.56 $61.26 $61.43 145,200
22/05/2026 $61.02 $61.25 $60.98 $61.00 34,700
21/05/2026 $60.39 $60.86 $60.31 $60.77 50,900
20/05/2026 $60.13 $60.67 $59.97 $60.67 79,500
19/05/2026 $60.10 $60.28 $59.83 $59.96 52,100