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

ETF Info

ISINUS78468R5312
CUSIP78468R531
IssuerState Street
Inception DateJul 27, 2020
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedS&P 500 ESG Index
Home Pagewww.ssga.com
Asset ClassEquity

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.


0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with EFIV

SPDR S&P 500 ESG ETF

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.


30.00%40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024FebruaryMarch
77.78%
63.08%
EFIV (SPDR S&P 500 ESG ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date9.96%10.04%
1 month3.72%3.53%
6 months23.50%22.79%
1 year34.69%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.47%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EFIV
SPDR S&P 500 ESG ETF
2.90
^GSPC
S&P 500
2.76

Sharpe Ratio

The current SPDR S&P 500 ESG ETF Sharpe ratio is 2.90. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.90
2.76
EFIV (SPDR S&P 500 ESG ETF)
Benchmark (^GSPC)

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.


PeriodTTM2023202220212020
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
EFIV (SPDR S&P 500 ESG ETF)
Benchmark (^GSPC)

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, 2022187Sep 30, 2022207Jul 31, 2023394
-10.16%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.91%Aug 1, 202363Oct 27, 202323Nov 30, 202386
-4.98%Sep 7, 202120Oct 4, 202111Oct 19, 202131
-4.19%May 10, 20213May 12, 202120Jun 10, 202123

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.76%
2.82%
EFIV (SPDR S&P 500 ESG ETF)
Benchmark (^GSPC)