Summary
SPYX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.27% Volatility 18.55% Sharpe 0.70
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) S&P 500(R) FOSSIL FUEL RESERVES FREE ETF

Symbol: SPYX

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 30/11/2015

Latest date: 16/07/2026

Current price: $61.68

Expense ratio: 0.20%

Assets under management
$2.7B
-0.23% 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

0.60%

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

7.62%

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

8.89%

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

21.27%

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

35.96%

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

72.07%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.08%

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
16/07/2026 $61.82 $61.97 $61.48 $61.68 41,300
15/07/2026 $61.88 $62.03 $61.65 $61.96 98,900
14/07/2026 $61.63 $61.78 $61.47 $61.67 122,400
13/07/2026 $61.71 $61.85 $61.39 $61.45 79,300
10/07/2026 $61.70 $61.97 $61.42 $61.92 40,000
09/07/2026 $61.26 $61.69 $61.18 $61.68 57,900
08/07/2026 $61.01 $61.20 $60.71 $61.18 26,200
07/07/2026 $61.60 $61.60 $61.24 $61.37 58,800
06/07/2026 $61.40 $61.76 $61.35 $61.65 58,300
02/07/2026 $61.27 $61.60 $60.79 $61.14 52,600