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SPDR S&P Kensho Clean Power ETF (CNRG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R6559

CUSIP

78468R655

Inception Date

Oct 22, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

S&P Kensho Clean Power Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

CNRG has an expense ratio of 0.45%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

SPDR S&P Kensho Clean Power ETF (CNRG) returned 0.13% year-to-date (YTD) and -4.61% over the past 12 months.


CNRG

YTD

0.13%

1M

28.42%

6M

0.94%

1Y

-4.61%

5Y*

9.14%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of CNRG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.73%-9.64%-8.45%-1.91%22.49%0.13%
2024-13.74%1.97%2.96%-9.28%15.52%-10.72%5.52%-2.81%6.75%-5.64%4.40%-6.42%-14.48%
202312.12%-6.44%0.96%-5.53%-2.16%5.81%-0.33%-10.21%-10.69%-11.04%7.90%11.31%-11.55%
2022-11.31%5.03%7.04%-14.74%8.18%-5.32%18.27%4.54%-11.76%0.49%9.19%-11.72%-7.98%
202120.81%-9.66%-3.39%-8.11%-3.59%5.18%-6.51%-0.58%-4.33%16.46%-7.77%-10.15%-15.68%
20200.17%3.28%-22.20%16.56%7.10%8.07%15.20%19.49%7.13%1.85%28.14%14.02%138.34%
201915.26%4.41%-0.25%2.24%-1.20%10.15%2.71%0.33%-0.09%-0.64%3.01%15.95%63.23%
2018-4.05%9.74%-7.74%-2.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CNRG is 12, meaning it’s performing worse than 88% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CNRG is 1212
Overall Rank
The Sharpe Ratio Rank of CNRG is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CNRG is 1212
Sortino Ratio Rank
The Omega Ratio Rank of CNRG is 1212
Omega Ratio Rank
The Calmar Ratio Rank of CNRG is 1111
Calmar Ratio Rank
The Martin Ratio Rank of CNRG is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR S&P Kensho Clean Power ETF (CNRG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR S&P Kensho Clean Power ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: -0.13
  • 5-Year: 0.26
  • All Time: 0.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR S&P Kensho Clean Power ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

SPDR S&P Kensho Clean Power ETF provided a 1.22% dividend yield over the last twelve months, with an annual payout of $0.74 per share.


0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80$1.00$1.202018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.74$0.81$0.84$1.01$1.21$0.75$0.54$0.10

Dividend yield

1.22%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.12$0.00$0.00$0.12
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$0.50$1.21
2020$0.00$0.00$0.31$0.00$0.00$0.23$0.00$0.00$0.10$0.00$0.00$0.12$0.75
2019$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.09$0.00$0.00$0.18$0.54
2018$0.10$0.10

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.


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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 56.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.49%Feb 10, 20211045Apr 8, 2025
-44.22%Feb 20, 202020Mar 18, 202081Jul 14, 2020101
-14.19%Dec 4, 201814Dec 24, 201821Jan 25, 201935
-12.48%Oct 21, 20208Oct 30, 20208Nov 11, 202016
-9.56%Jan 25, 20215Jan 29, 20217Feb 9, 202112

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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