SPDR S&P 500 ESG ETF (EFIV)
EFIV is a passive ETF by State Street tracking the investment results of the S&P 500 ESG Index. EFIV launched on Jul 27, 2020 and has a 0.10% expense ratio.
ETF Info
ISIN | US78468R5312 |
---|---|
CUSIP | 78468R531 |
Issuer | State Street |
Inception Date | Jul 27, 2020 |
Region | North America (U.S.) |
Category | Large Cap Growth Equities |
Index Tracked | S&P 500 ESG Index |
Home Page | www.ssga.com |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The SPDR S&P 500 ESG ETF features an expense ratio of 0.10%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Popular comparisons: EFIV vs. SPY, EFIV vs. VONG, EFIV vs. VOO, EFIV vs. XLG, EFIV vs. SPYX, EFIV vs. VDE, EFIV vs. IYJ, EFIV vs. QQQM, EFIV vs. PXWEX, EFIV vs. ESGD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR S&P 500 ESG ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SPDR S&P 500 ESG ETF had a return of 9.96% year-to-date (YTD) and 34.69% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 9.96% | 10.04% |
1 month | 3.72% | 3.53% |
6 months | 23.50% | 22.79% |
1 year | 34.69% | 32.16% |
5 years (annualized) | N/A | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.47% | 4.97% | ||||||||||
2023 | -1.59% | -5.03% | -1.77% | 9.01% | 4.37% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for SPDR S&P 500 ESG ETF (EFIV) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
SPDR S&P 500 ESG ETF | 2.90 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
SPDR S&P 500 ESG ETF granted a 1.24% dividend yield in the last twelve months. The annual payout for that period amounted to $0.63 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|
Dividend | $0.63 | $0.63 | $0.60 | $0.54 | $0.23 |
Dividend yield | 1.24% | 1.37% | 1.64% | 1.19% | 0.65% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR S&P 500 ESG 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 |
2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 |
2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 |
2020 | $0.08 | $0.00 | $0.00 | $0.14 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR S&P 500 ESG 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 500 ESG ETF was 24.52%, occurring on Sep 30, 2022. Recovery took 207 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-24.52% | Jan 4, 2022 | 187 | Sep 30, 2022 | 207 | Jul 31, 2023 | 394 |
-10.16% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
-9.91% | Aug 1, 2023 | 63 | Oct 27, 2023 | 23 | Nov 30, 2023 | 86 |
-4.98% | Sep 7, 2021 | 20 | Oct 4, 2021 | 11 | Oct 19, 2021 | 31 |
-4.19% | May 10, 2021 | 3 | May 12, 2021 | 20 | Jun 10, 2021 | 23 |
Volatility
Volatility Chart
The current SPDR S&P 500 ESG ETF volatility is 2.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.