State Street SPDR S&P 500 ETF Trust
Provider: StateStreet
SPDR S P 500 ETF Trust is an exchange-traded fund incorporated in the USA. The ETF tracks the S P 500 Index. The Trust consists of a portfolio representing all 500 stocks in the S P 500 Index. It holds predominantly large-cap U.S. stocks. This ETF is structured as a Unit Investment Trust and pays dividends on a quarterly basis. The holdings are weighted by market capitalization.
| Annualised Return | 10.55% |
| Realised Volatility | 15.41% |
| Downside Volatility | 11.24% |
| Max Drawdown | -50.78% |
| Winning months | 66.23% |
| Sharpe Ratio | 0.68 |
| Sortino Ratio | 0.94 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.69% | -1.27% | -5.57% | -0.87% | 6.28% | 5.14% | 2.3% | 2.05% | 3.56% | 2.38% | 0.19% | -0.27% | 17.31% |
| 2024 | 1.59% | 5.22% | 3.27% | -4.03% | 5.06% | 3.53% | 1.21% | 2.34% | 2.1% | -0.89% | 5.96% | -2.41% | 24.89% |
| 2023 | 6.29% | -2.51% | 3.71% | 1.6% | 0.46% | 6.48% | 3.27% | -1.63% | -4.74% | -2.17% | 9.13% | 4.57% | 26.18% |
| 2022 | -5.27% | -2.95% | 3.76% | -8.78% | 0.23% | -8.25% | 9.21% | -4.08% | -9.24% | 8.13% | 5.56% | -5.76% | -18.18% |
| 2021 | -1.02% | 2.78% | 4.54% | 5.29% | 0.66% | 2.24% | 2.44% | 2.98% | -4.66% | 7.02% | -0.8% | 4.63% | 28.73% |
| 2020 | -0.04% | -7.92% | -12.49% | 12.7% | 4.76% | 1.77% | 5.89% | 6.98% | -3.74% | -2.49% | 10.88% | 3.7% | 18.33% |
| 2019 | 8.01% | 3.24% | 1.81% | 4.09% | -6.38% | 6.96% | 1.51% | -1.67% | 1.95% | 2.21% | 3.62% | 2.91% | 31.22% |
| 2018 | 5.64% | -3.64% | -2.74% | 0.52% | 2.43% | 0.57% | 3.7% | 3.19% | 0.59% | -6.91% | 1.85% | -8.8% | -4.57% |
| 2017 | 1.79% | 3.93% | 0.13% | 0.99% | 1.41% | 0.64% | 2.06% | 0.29% | 2.01% | 2.36% | 3.06% | 1.21% | 21.71% |
| 2016 | -4.98% | -0.08% | 6.73% | 0.39% | 1.7% | 0.35% | 3.65% | 0.12% | 0.01% | -1.73% | 3.68% | 2.03% | 12% |
| 2015 | -2.96% | 5.62% | -1.57% | 0.98% | 1.29% | -2.03% | 2.26% | -6.1% | -2.78% | 8.76% | 0.37% | -1.73% | 1.23% |
| 2014 | -3.52% | 4.55% | 0.83% | 0.7% | 2.32% | 2.06% | -1.34% | 3.95% | -1.38% | 2.36% | 2.75% | -0.25% | 13.46% |
| 2013 | 5.13% | 1.26% | 3.8% | 1.92% | 2.36% | -1.33% | 5.17% | -3% | 3.16% | 4.63% | 2.92% | 2.63% | 32.31% |
| 2012 | 4.64% | 4.34% | 3.22% | -0.67% | -6.01% | 4.06% | 1.18% | 2.45% | 2.59% | -1.82% | 0.57% | 0.89% | 15.99% |
| 2011 | 2.33% | 3.47% | 0.01% | 2.9% | -1.12% | -1.69% | -2% | -5.5% | -6.94% | 10.91% | -0.41% | 1.04% | 1.89% |
| 2010 | -3.63% | 3.12% | 6.09% | 1.55% | -7.95% | -5.17% | 6.83% | -4.5% | 8.96% | 3.82% | 0% | 6.68% | 15.06% |
| 2009 | -8.21% | -10.74% | 8.33% | 9.93% | 5.85% | -0.07% | 7.46% | 3.69% | 3.55% | -1.92% | 6.16% | 1.91% | 26.35% |
| 2008 | -6.05% | -2.58% | -0.89% | 4.77% | 1.51% | -8.36% | -0.9% | 1.55% | -9.42% | -16.52% | -6.96% | 0.98% | -36.79% |
| 2007 | 1.47% | -1.96% | 1.24% | 4.34% | 3.39% | -1.46% | -3.13% | 1.28% | 3.87% | 1.36% | -3.87% | -1.13% | 5.11% |