SPDR S&P 500 ESG ETF

Symbol: EFIV

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception Date: 27/07/2020

Latest Date: 02/04/2026

Current Price: $63.70

Expense Ratio: 0.10%

Assets Under Management
$1.0B
1.32% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-4.74%

Volatility

17.64%

Sharpe Ratio

-2.545

VaR 95%

-1.63%

CVaR 95%: -1.67%
Max Drawdown: -7.65%
Sortino Ratio: -4.828
Calmar Ratio: -5.40
Return

-4.05%

Volatility

14.41%

Sharpe Ratio

-1.325

VaR 95%

-1.50%

CVaR 95%: -1.71%
Max Drawdown: -9.68%
Sortino Ratio: -2.039
Calmar Ratio: -1.60
Return

-0.11%

Volatility

13.15%

Sharpe Ratio

-0.292

VaR 95%

-1.44%

CVaR 95%: -1.76%
Max Drawdown: -9.68%
Sortino Ratio: -0.420
Calmar Ratio: -0.02
Return

18.98%

Volatility

18.09%

Sharpe Ratio

0.853

VaR 95%

-1.49%

CVaR 95%: -2.57%
Max Drawdown: -9.68%
Sortino Ratio: 1.070
Calmar Ratio: 1.97
Return

29.41%

Volatility

16.20%

Sharpe Ratio

0.629

VaR 95%

-1.51%

CVaR 95%: -2.33%
Max Drawdown: -19.23%
Sortino Ratio: 0.810
Calmar Ratio: 0.72
Return

67.29%

Volatility

14.86%

Sharpe Ratio

1.020

VaR 95%

-1.42%

CVaR 95%: -2.07%
Max Drawdown: -19.23%
Sortino Ratio: 1.368
Calmar Ratio: 0.98

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.076%

Best Day

9.526%

09/04/2025
Worst Day

-5.89%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $62.87 $63.73 $62.72 $63.70 21,500
01/04/2026 $63.46 $63.94 $63.46 $63.59 35,500
31/03/2026 $61.95 $63.17 $61.95 $63.08 19,500
30/03/2026 $62.03 $62.03 $61.09 $61.33 15,100
27/03/2026 $62.27 $62.27 $61.41 $61.49 169,800
26/03/2026 $63.19 $63.37 $62.49 $62.51 230,900
25/03/2026 $63.80 $63.92 $63.37 $63.58 232,100
24/03/2026 $63.14 $63.67 $63.10 $63.32 52,600
23/03/2026 $63.84 $64.16 $63.48 $63.54 19,200
20/03/2026 $63.90 $63.90 $62.75 $63.10 12,900