- ISIN
- US78468R4810
- Issuer
- State Street
- Inception Date
- Jan 10, 2022
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P SmallCap 600 ESG Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $8M
Share Price Chart
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Performance
ESIX Performance Chart
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Returns By Period
SPDR S&P SmallCap 600 ESG ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ESIX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.42% | 1.64% | -4.68% | 11.02% | -1.32% | 10.83% | |||||||
| 2025 | 2.52% | -6.02% | -5.77% | -4.22% | 5.13% | 3.27% | 0.23% | 7.38% | -0.56% | -2.09% | 2.61% | 0.31% | 1.83% |
| 2024 | -3.42% | 3.61% | 2.92% | -5.21% | 5.26% | -2.60% | 10.34% | -1.02% | 0.34% | -2.04% | 10.09% | -7.29% | 9.66% |
| 2023 | 8.82% | -0.62% | -5.33% | -3.18% | -1.25% | 8.16% | 5.54% | -3.74% | -5.64% | -5.18% | 7.89% | 13.18% | 17.51% |
| 2022 | -5.03% | 1.70% | 0.53% | -7.49% | 1.94% | -8.90% | 10.53% | -4.62% | -9.66% | 12.26% | 3.54% | -6.25% | -13.44% |
Benchmark Metrics
SPDR S&P SmallCap 600 ESG ETF has an annualized alpha of -4.56%, beta of 1.01, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 11, 2022.
- This ETF participated in 112.81% of S&P 500 Index downside but only 90.51% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -4.56% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.01 and R2 of 0.68, 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
- -4.56%
- Beta
- 1.01
- R²
- 0.68
- Upside Capture
- 90.51%
- Downside Capture
- 112.81%
Expense Ratio
ESIX has an expense ratio of 0.12%, which is considered low.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) 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.
| ESIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
SPDR S&P SmallCap 600 ESG ETF provided a 1.45% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.51 | $0.52 | $0.52 | $0.49 | $0.39 |
Dividend yield | 1.45% | 1.64% | 1.65% | 1.69% | 1.54% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR S&P SmallCap 600 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 | $0.09 | $0.00 | $0.00 | $0.09 | |||||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.52 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.21 | $0.52 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.19 | $0.49 |
| 2022 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.39 |
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 SmallCap 600 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 SmallCap 600 ESG ETF was 27.56%, occurring on Apr 8, 2025. Recovery took 197 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -27.56%Apr 2025 | 4mo 13d | 9mo 18d | 1y 1moNov 2024 - Jan 2026 |
Bear market2022 | -21.76%Sep 2022 | 8mo 12d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2026 correction2026 | -10.18%Mar 2026 | 1mo 9d | 28d | 2mo 7dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.96%Aug 2024 | 4d | 2mo 12d | 2mo 16dAug 2024 - Oct 2024 |
2024 pullback2024 | -7.48%Apr 2024 | 17d | 26d | 1mo 13dApr 2024 - May 2024 |
Drawdown Indicators
| ESIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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