SPDR(R) PORTFOLIO S&P 500 HIGH DIVIDEND ETF

Symbol: SPYD

Exchange: NYSE ARCA

Sector: Realestate

Category: Mid-Cap Value

Inception Date: 21/10/2015

Latest Date: 02/04/2026

Current Price: $45.63

Expense Ratio: 0.07%

Assets Under Management
$7.5B
0.62% 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

-4.76%

Volatility

11.69%

Sharpe Ratio

-3.852

VaR 95%

-1.51%

CVaR 95%: -1.66%
Max Drawdown: -6.15%
Sortino Ratio: -5.599
Calmar Ratio: -6.73
Return

4.63%

Volatility

12.83%

Sharpe Ratio

1.292

VaR 95%

-1.20%

CVaR 95%: -1.46%
Max Drawdown: -7.99%
Sortino Ratio: 2.350
Calmar Ratio: 2.53
Return

5.05%

Volatility

12.43%

Sharpe Ratio

0.548

VaR 95%

-1.21%

CVaR 95%: -1.54%
Max Drawdown: -7.99%
Sortino Ratio: 0.927
Calmar Ratio: 1.31
Return

6.79%

Volatility

15.80%

Sharpe Ratio

0.201

VaR 95%

-1.33%

CVaR 95%: -2.31%
Max Drawdown: -8.77%
Sortino Ratio: 0.270
Calmar Ratio: 0.78
Return

23.25%

Volatility

14.17%

Sharpe Ratio

0.525

VaR 95%

-1.21%

CVaR 95%: -2.06%
Max Drawdown: -16.13%
Sortino Ratio: 0.709
Calmar Ratio: 0.69
Return

36.40%

Volatility

14.69%

Sharpe Ratio

0.498

VaR 95%

-1.37%

CVaR 95%: -2.03%
Max Drawdown: -16.13%
Sortino Ratio: 0.737
Calmar Ratio: 0.68

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

0.031%

Best Day

5.514%

09/04/2025
Worst Day

-5.078%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $45.35 $45.64 $45.14 $45.63 2,388,000
01/04/2026 $45.46 $45.58 $45.18 $45.35 2,214,000
31/03/2026 $45.48 $45.76 $45.16 $45.52 2,378,300
30/03/2026 $45.34 $45.53 $44.91 $45.11 1,533,600
27/03/2026 $45.07 $45.36 $44.84 $44.94 1,421,000
26/03/2026 $44.90 $45.44 $44.90 $45.12 1,273,700
25/03/2026 $45.04 $45.23 $44.76 $45.00 1,612,500
24/03/2026 $44.49 $45.23 $44.38 $44.89 1,802,600
23/03/2026 $44.65 $45.00 $44.41 $44.64 2,305,000
20/03/2026 $45.38 $45.51 $44.48 $44.68 2,555,900