State Street SPDR Bloomberg High Yield Bond ETF
Provider: StateStreet
SPDR Bloomberg Barclays High Yield Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the price and yield of the Bloomberg Barclays High Yield Very Liquid Bond Index.
| Annualised Return | 5.09% |
| Realised Volatility | 11.36% |
| Downside Volatility | 10.26% |
| Max Drawdown | -35.64% |
| Winning months | 64.06% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.5 |
| Calmar Ratio | 0.14 |
| Viking Ratio | 0.15 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.35% | 0.93% | -1.34% | -0.06% | 1.84% | 1.99% | 0.16% | 1.2% | 1.04% | -0.06% | 0.82% | -0.01% | 8.1% |
| 2024 | 0.15% | 0.3% | 1.18% | -1.33% | 1.57% | 0.48% | 2.24% | 1.58% | 1.55% | -0.99% | 1.66% | -0.87% | 7.71% |
| 2023 | 4.03% | -1.89% | 2.13% | 0.13% | -1.25% | 1.9% | 1.33% | 0.25% | -1.68% | -1.08% | 4.82% | 3.36% | 12.42% |
| 2022 | -2.76% | -0.84% | -1.35% | -4.4% | 1.47% | -7.62% | 6.78% | -4.22% | -3.87% | 3.06% | 3.62% | -1.88% | -12.19% |
| 2021 | -0.5% | 0.15% | 0.97% | 0.73% | 0.07% | 1.32% | 0.18% | 0.55% | -0.24% | -0.32% | -1.3% | 2.36% | 4% |
| 2020 | -0.46% | -1.48% | -11.02% | 5.03% | 3.53% | -0.35% | 5.4% | 0.11% | -1% | 0.47% | 3.54% | 2.13% | 4.95% |
| 2019 | 5.24% | 2.4% | 2.27% | 2.27% | -1.05% | 3.12% | 0.14% | 0.66% | 0.38% | -0.06% | 0.59% | 2.01% | 19.35% |
| 2018 | -0.05% | -0.9% | -0.55% | 0.48% | -0.24% | 0.08% | 1.77% | 0.62% | 0.62% | -1.99% | -0.75% | -2.33% | -3.27% |
| 2017 | 1.26% | 1.32% | -0.31% | 1.04% | 1.14% | 0.06% | 0.99% | 0.06% | 0.6% | 0.21% | -0.35% | 0.3% | 6.49% |
| 2016 | -2.06% | 1.2% | 3.04% | 3.62% | 0.32% | 1.85% | 1.57% | 1.86% | 1.01% | -0.75% | 0.13% | 1.92% | 14.43% |
| 2015 | 0.85% | 2.64% | -0.94% | 1.05% | 0.43% | -2.05% | -0.71% | -2.06% | -3.16% | 2.81% | -2.57% | -3.04% | -6.77% |
| 2014 | 0.54% | 2.34% | -0.02% | 0.55% | 0.92% | 0.95% | -2.38% | 2.51% | -2.44% | 0.93% | -1.47% | -1.52% | 0.77% |
| 2013 | 0.25% | 0.73% | 1.06% | 2.07% | -2.31% | -2.2% | 2.53% | -1.03% | 0.95% | 2.5% | 0.79% | 0.52% | 5.86% |
| 2012 | 2.65% | 2.13% | -1.22% | 1.54% | -3.48% | 4.19% | 1.67% | 1.2% | 0.77% | 0.88% | 1.03% | 0.98% | 12.84% |
| 2011 | 1.96% | 1.35% | -0.04% | 1.6% | 0.58% | -1.01% | 0.71% | -3.03% | -6.09% | 8.38% | -2.2% | 3.45% | 5.09% |
| 2010 | 0.18% | 0.66% | 3.46% | 1.87% | -5.21% | 0.65% | 5.08% | -0.42% | 3.55% | 2.9% | -1.9% | 2.72% | 13.93% |
| 2009 | -1.57% | -10.19% | 5.51% | 14.22% | 7.04% | 1.73% | 6.58% | -0.09% | 6.19% | -0.3% | 1.4% | 3.66% | 37.46% |
| 2008 | -2.34% | -3.44% | 0.47% | 3.72% | 0.39% | -3.47% | -1.1% | -0.22% | -7.62% | -19.09% | -8.38% | 16.98% | -24.72% |
| 2007 | 0.68% | 0.68% |