- ISIN
- US78468R6559
- CUSIP
- 78468R655
- Issuer
- State Street
- Inception Date
- Oct 22, 2018
- Region
- Developed Markets (Broad)
- Category
- Alternative Energy Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P Kensho Clean Power Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $243M
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
CNRG Performance Chart
SPDR S&P Kensho Clean Power ETF (CNRG) is up 29.1% since the beginning of the year. CNRG is currently trading at $115 per share. Investors who bought $1,000 worth of CNRG shares 5 years ago would now be looking at an investment worth $1,208.
Loading charts...
Returns By Period
SPDR S&P Kensho Clean Power ETF (CNRG) has returned 29.13% so far this year and 106.10% over the past 12 months.
SPDR S&P Kensho Clean Power ETF
- 1D
- 1.91%
- 1M
- -0.57%
- YTD
- 29.13%
- 6M
- 23.65%
- 1Y
- 106.10%
- 3Y*
- 13.97%
- 5Y*
- 3.85%
- 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%
CNRG Monthly Returns History
Based on dividend-adjusted daily data since Oct 23, 2018, CNRG's average daily return is +0.10%, while the average monthly return is +2.06%. At this rate, an investment would double in approximately 2.8 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +28.1%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CNRG closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.3%, while the worst single day was Mar 12, 2020 at -13.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.64% | -4.22% | -3.81% | 14.39% | 17.86% | -5.17% | 29.13% | ||||||
| 2025 | 0.72% | -9.65% | -8.44% | -1.91% | 12.54% | 7.26% | 12.67% | 9.77% | 14.95% | 20.04% | -4.92% | -6.16% | 50.23% |
| 2024 | -13.74% | 1.97% | 2.97% | -9.27% | 15.51% | -10.72% | 5.52% | -2.82% | 6.76% | -5.64% | 4.40% | -6.42% | -14.48% |
| 2023 | 12.13% | -6.44% | 0.96% | -5.52% | -2.16% | 5.80% | -0.33% | -10.21% | -10.70% | -11.04% | 7.89% | 11.32% | -11.55% |
| 2022 | -11.31% | 5.03% | 7.04% | -14.74% | 8.18% | -5.32% | 18.27% | 4.54% | -11.76% | 0.49% | 9.20% | -11.73% | -7.98% |
| 2021 | 20.81% | -9.66% | -3.39% | -8.11% | -3.59% | 5.18% | -6.51% | -0.58% | -4.33% | 16.46% | -7.77% | -10.15% | -15.68% |
Benchmark Metrics
SPDR S&P Kensho Clean Power ETF has an annualized alpha of 8.05%, beta of 1.19, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since October 23, 2018.
- This ETF captured 145.71% of S&P 500 Index gains and 117.64% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.43 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 8.05%
- Beta
- 1.19
- R²
- 0.43
- Upside Capture
- 145.71%
- Downside Capture
- 117.64%
Expense Ratio
CNRG has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CNRG ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR S&P Kensho Clean Power ETF (CNRG) 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.
| CNRG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.92 | 2.78 | +3.14 |
| Martin ratioReturn relative to average drawdown | 14.49 | 12.44 | +2.05 |
Dividends
Dividend History
SPDR S&P Kensho Clean Power ETF provided a 1.21% dividend yield over the last twelve months, with an annual payout of $1.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.40 | $1.30 | $0.81 | $0.84 | $1.01 | $1.21 | $0.75 | $0.54 | $0.10 |
Dividend yield | 1.21% | 1.46% | 1.34% | 1.17% | 1.23% | 1.34% | 0.69% | 1.16% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR S&P Kensho Clean Power ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.16 | $0.22 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.69 | $1.30 |
| 2024 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.09 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.33 | $0.84 |
| 2022 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.31 | $1.01 |
| 2021 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.49 | $1.21 |
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 SPDR S&P Kensho Clean Power ETF. 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 SPDR S&P Kensho Clean Power ETF was 68.49%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current SPDR S&P Kensho Clean Power ETF drawdown is 16.03%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -68.49%Apr 2025 | 4y 1mo | — | 5y 4moFeb 2021 - now |
COVID crash2020 | -44.22%Mar 2020 | 27d | 3mo 28d | 4mo 25dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -14.19%Dec 2018 | 20d | 1mo 2d | 1mo 22dDec 2018 - Jan 2019 |
2020 correction2020 | -12.48%Oct 2020 | 9d | 12d | 21dOct 2020 - Nov 2020 |
2021 pullback2021 | -9.56%Jan 2021 | 4d | 11d | 15dJan 2021 - Feb 2021 |
Drawdown Indicators
| CNRG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.49% | -56.78% | -11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -9.10% | -8.91% |
Max Drawdown (3Y)Largest decline over 3 years | -48.77% | -18.90% | -29.87% |
Max Drawdown (5Y)Largest decline over 5 years | -59.17% | -25.43% | -33.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -16.03% | -1.80% | -14.23% |
Average DrawdownAverage peak-to-trough decline | -31.73% | -10.71% | -21.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 2.03% | +5.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CNRG
Add SPDR S&P Kensho Clean Power ETF 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 CNRG