Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^XSP Performance Chart
S&P 500 Mini-SPX Options Index (^XSP) is up 9.2% since the beginning of the year. ^XSP is currently trading at $747 per share. Investors who bought $1,000 worth of ^XSP shares 5 years ago would now be looking at an investment worth $1,762.
Loading charts...
Returns By Period
S&P 500 Mini-SPX Options Index (^XSP) has returned 9.16% so far this year and 25.22% over the past 12 months.
S&P 500 Mini-SPX Options Index
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
^XSP Monthly Returns History
Based on dividend-adjusted daily data since Mar 1, 2021, ^XSP's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +10.4%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ^XSP closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.37% | -0.87% | -5.09% | 10.42% | 5.15% | -1.42% | 9.16% | ||||||
| 2025 | 2.70% | -1.42% | -5.75% | -0.76% | 6.15% | 4.96% | 2.17% | 1.91% | 3.53% | 2.27% | 0.13% | -0.05% | 16.39% |
| 2024 | 1.59% | 5.17% | 3.10% | -4.16% | 4.80% | 3.47% | 1.13% | 2.28% | 2.02% | -0.99% | 5.73% | -2.50% | 23.31% |
| 2023 | 6.18% | -2.61% | 3.50% | 1.46% | 0.25% | 6.47% | 3.11% | -1.77% | -4.87% | -2.20% | 8.92% | 4.42% | 24.23% |
| 2022 | -5.26% | -3.14% | 3.58% | -8.80% | 0.01% | -8.39% | 9.11% | -4.24% | -9.34% | 7.99% | 5.37% | -5.90% | -19.44% |
| 2021 | 3.39% | 5.24% | 0.55% | 2.22% | 2.28% | 2.90% | -4.76% | 6.92% | -0.83% | 4.36% | 24.04% |
Benchmark Metrics
S&P 500 Mini-SPX Options Index has an annualized alpha of -0.14%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since March 01, 2021.
- With beta of 1.00 and R2 of 1.00, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.14%
- Beta
- 1.00
- R²
- 1.00
- Upside Capture
- 99.38%
- Downside Capture
- 100.01%
Return for Risk
Risk / Return Rank
^XSP ranks 78 for risk / return — better than 78% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^XSP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.78 | 0.00 |
| Martin ratioReturn relative to average drawdown | 12.44 | 12.44 | 0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500 Mini-SPX Options Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the S&P 500 Mini-SPX Options Index was 25.43%, occurring on Oct 12, 2022. Recovery took 318 trading sessions.
The current S&P 500 Mini-SPX Options Index drawdown is 1.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -25.43%Oct 2022 | 9mo 11d | 1y 3mo | 2y 15dJan 2022 - Jan 2024 |
2025 selloff2025 | -18.90%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 |
2026 pullback2026 | -9.10%Mar 2026 | 2mo 1d | 16d | 2mo 17dJan 2026 - Apr 2026 |
2024 pullback2024 | -8.49%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2024 pullback2024 | -5.47%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 |
Drawdown Indicators
| ^XSP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.43% | -56.78% | +31.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -9.10% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -18.90% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -25.43% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.80% | -1.80% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -10.71% | +4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.03% | 0.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^XSP
Add S&P 500 Mini-SPX Options Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^XSP