SPDR S&P 500 FOSSIL FUEL RESERVES FREE ETF

Symbol: SPYX

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception Date: 30/11/2015

Latest Date: 02/04/2026

Current Price: $53.56

Expense Ratio: 0.20%

Assets Under Management
$2.5B
1.55% 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

-4.73%

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
Return

-4.78%

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
Return

-2.60%

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
Return

16.64%

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
Return

28.69%

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
Return

66.19%

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

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

0.068%

Best Day

9.831%

09/04/2025
Worst Day

-6.01%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $52.74 $53.70 $52.65 $53.56 50,700
01/04/2026 $53.40 $53.77 $53.29 $53.50 48,900
31/03/2026 $52.07 $53.11 $52.01 $53.03 100,900
30/03/2026 $52.17 $52.17 $51.28 $51.49 175,400
27/03/2026 $52.40 $52.40 $51.59 $51.68 104,600
26/03/2026 $53.21 $53.43 $52.61 $52.65 97,300
25/03/2026 $53.79 $53.90 $53.40 $53.60 210,600
24/03/2026 $53.15 $53.56 $53.03 $53.27 92,400
23/03/2026 $53.78 $54.10 $53.49 $53.53 66,800
20/03/2026 $53.78 $53.78 $52.78 $53.07 149,800