Summary
XCNY
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 30.97% Volatility 18.77% Sharpe 1.19
Official loaded data — not a live quote.

SPDR S&P EMERGING MARKETS EX-CHINA ETF

Symbol: XCNY

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 04/09/2024

Latest date: 11/06/2026

Current price: $32.93

Expense ratio: 0.19%

Assets under management
$10.0M
2.51% 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

0.30%

Ann. -50.75% (Sharpe / Sortino numerator)

Volatility

29.84%

Sharpe ratio

-1.822

VaR 95%

-2.81%

CVaR 95%: -3.37%
Max drawdown: -6.63%
Sortino ratio: -3.207
Calmar ratio: -7.65

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

11.90%

Ann. 2.72% (Sharpe / Sortino numerator)

Volatility

21.63%

Sharpe ratio

-0.042

VaR 95%

-2.45%

CVaR 95%: -2.96%
Max drawdown: -11.86%
Sortino ratio: -0.064
Calmar ratio: 0.23

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

18.66%

Ann. 13.38% (Sharpe / Sortino numerator)

Volatility

17.60%

Sharpe ratio

0.554

VaR 95%

-1.71%

CVaR 95%: -2.55%
Max drawdown: -11.86%
Sortino ratio: 0.785
Calmar ratio: 1.13

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

30.97%

Ann. 25.97% (Sharpe / Sortino numerator)

Volatility

18.77%

Sharpe ratio

1.190

VaR 95%

-1.52%

CVaR 95%: -2.73%
Max drawdown: -11.86%
Sortino ratio: 1.563
Calmar ratio: 2.19

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

36.16%

Ann. 20.98% (Sharpe / Sortino numerator)

Volatility

18.19%

Sharpe ratio

0.956

VaR 95%

-1.57%

CVaR 95%: -2.44%
Max drawdown: -19.70%
Sortino ratio: 1.398
Calmar ratio: 1.06

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.114%

Best day

4.841%

08/04/2026
Worst day

-4.451%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $32.12 $32.93 $32.12 $32.93 500
10/06/2026 $31.95 $31.95 $31.95 $31.95 200
09/06/2026 $32.86 $32.86 $32.33 $32.52 3,200
08/06/2026 $32.38 $32.38 $32.38 $32.38 100
05/06/2026 $32.26 $32.26 $32.13 $32.13 2,600
04/06/2026 $33.63 $33.63 $33.63 $33.63 200
03/06/2026 $33.58 $33.58 $33.58 $33.58 100
02/06/2026 $34.00 $34.00 $34.00 $34.00 100
01/06/2026 $33.60 $33.68 $33.60 $33.68 800
29/05/2026 $33.44 $33.44 $33.44 $33.44 100