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SPDR S&P 500 ESG ETF (EFIV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R5312

CUSIP

78468R531

Inception Date

Jul 27, 2020

Region

North America (U.S.)

Leveraged

1x

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

EFIV has an expense ratio of 0.10%, which is considered low.


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 500 ESG ETF (EFIV) returned -5.24% year-to-date (YTD) and 7.10% over the past 12 months.


EFIV

YTD

-5.24%

1M

6.78%

6M

-7.23%

1Y

7.10%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.63%-0.99%-5.57%-1.64%1.41%-5.24%
20241.47%4.97%3.21%-3.52%5.42%3.43%1.17%2.16%1.92%-1.09%5.91%-2.99%23.80%
20236.44%-2.77%4.35%2.03%0.94%6.40%3.48%-1.59%-5.03%-1.77%9.01%4.37%27.92%
2022-4.97%-2.68%3.99%-9.37%0.53%-8.03%8.97%-4.30%-9.55%8.81%5.51%-5.76%-17.75%
2021-0.37%2.28%4.42%5.56%0.50%2.74%2.35%3.15%-4.52%8.16%0.06%4.09%31.70%
20201.62%8.27%-4.21%-3.29%10.71%3.41%16.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EFIV is 51, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EFIV is 5151
Overall Rank
The Sharpe Ratio Rank of EFIV is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of EFIV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EFIV is 5151
Omega Ratio Rank
The Calmar Ratio Rank of EFIV is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EFIV is 5252
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 500 ESG ETF (EFIV) 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 500 ESG ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.37
  • All Time: 0.81

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 500 ESG 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 500 ESG ETF provided a 1.30% dividend yield over the last twelve months, with an annual payout of $0.69 per share. The fund has been increasing its distributions for 4 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.69$0.68$0.64$0.60$0.54$0.23

Dividend yield

1.30%1.20%1.37%1.64%1.18%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.16$0.00$0.00$0.16
2024$0.00$0.00$0.15$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.18$0.68
2023$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.17$0.64
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$0.60
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$0.54
2020$0.08$0.00$0.00$0.14$0.23

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 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.

The current SPDR S&P 500 ESG ETF drawdown is 8.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.52%Jan 4, 2022187Sep 30, 2022207Jul 31, 2023394
-19.23%Dec 5, 202484Apr 8, 2025
-10.16%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.91%Aug 1, 202363Oct 27, 202323Nov 30, 202386
-9%Jul 17, 202414Aug 5, 202435Sep 24, 202449

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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