- ISIN
- US78468R5312
- CUSIP
- 78468R531
- Issuer
- State Street
- Inception Date
- Jul 27, 2020
- Region
- North America (U.S.)
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 ESG Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
EFIV Performance Chart
State Street SPDR S&P 500 ESG ETF (EFIV) is up 10.7% since the beginning of the year. EFIV is currently trading at $73 per share. Investors who bought $1,000 worth of EFIV shares 5 years ago would now be looking at an investment worth $1,976.
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Returns By Period
State Street SPDR S&P 500 ESG ETF (EFIV) has returned 10.66% so far this year and 29.65% over the past 12 months.
State Street SPDR S&P 500 ESG ETF
- 1D
- -0.67%
- 1M
- 1.82%
- YTD
- 10.66%
- 6M
- 11.77%
- 1Y
- 29.65%
- 3Y*
- 20.91%
- 5Y*
- 14.59%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
EFIV Monthly Returns History
Based on dividend-adjusted daily data since Jul 28, 2020, EFIV's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, an investment would double in approximately 4.0 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Sep 2022 at -9.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EFIV closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.81% | -0.98% | -5.17% | 10.39% | 4.29% | 0.54% | 10.66% | ||||||
| 2025 | 1.63% | -0.99% | -5.57% | -1.64% | 5.72% | 5.57% | 2.69% | 2.29% | 3.67% | 2.78% | 0.69% | 0.79% | 18.47% |
| 2024 | 1.47% | 4.97% | 3.21% | -3.52% | 5.42% | 3.42% | 1.17% | 2.16% | 1.92% | -1.09% | 5.91% | -2.99% | 23.80% |
| 2023 | 6.44% | -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% | -17.76% |
| 2021 | -0.37% | 2.28% | 4.42% | 5.56% | 0.50% | 2.74% | 2.35% | 3.15% | -4.52% | 8.16% | 0.06% | 4.10% | 31.70% |
Benchmark Metrics
State Street SPDR S&P 500 ESG ETF has an annualized alpha of 2.15%, beta of 1.00, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since July 28, 2020.
- This ETF captured 105.99% of S&P 500 Index gains but only 96.93% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 2.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R2 of 0.98, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.15%
- Beta
- 1.00
- R²
- 0.98
- Upside Capture
- 105.99%
- Downside Capture
- 96.93%
Expense Ratio
EFIV has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
EFIV ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) 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.
| EFIV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.36 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.71 | +0.45 |
| Martin ratioReturn relative to average drawdown | 14.39 | 12.15 | +2.24 |
Dividends
Dividend History
State Street SPDR S&P 500 ESG ETF provided a 0.93% dividend yield over the last twelve months, with an annual payout of $0.68 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.68 | $0.68 | $0.68 | $0.63 | $0.60 | $0.54 | $0.23 |
Dividend yield | 0.93% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.16 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.68 |
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.68 |
| 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 | $0.63 |
| 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 |
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 State Street 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 State Street SPDR S&P 500 ESG ETF was 24.52%, occurring on Sep 30, 2022. Recovery took 207 trading sessions.
The current State Street SPDR S&P 500 ESG ETF drawdown is 0.67%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.52%Sep 2022 | 8mo 29d | 10mo 4d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -19.23%Apr 2025 | 4mo 4d | 2mo 23d | 6mo 27dDec 2024 - Jun 2025 |
2020 correction2020 | -10.16%Sep 2020 | 20d | 1mo 24d | 2mo 14dSep 2020 - Nov 2020 |
2023 pullback2023 | -9.91%Oct 2023 | 2mo 27d | 1mo 4d | 4mo 1dAug 2023 - Nov 2023 |
2026 pullback2026 | -9.44%Mar 2026 | 1mo 18d | 16d | 2mo 4dFeb 2026 - Apr 2026 |
Drawdown Indicators
| EFIV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -56.78% | +32.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -9.10% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -19.23% | -18.90% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -25.43% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.67% | -1.29% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -10.72% | +5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.02% | +0.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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