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ISIN
US78468R6716
CUSIP
78468R671
Inception Date
Dec 26, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P Kensho Future Security Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$153M

Share Price Chart


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Performance

FITE Performance Chart

SPDR S&P Kensho Future Security ETF (FITE) is up 38.9% since the beginning of the year. FITE is currently trading at $118 per share. Investors who bought $1,000 worth of FITE shares 5 years ago would now be looking at an investment worth $2,359.


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S&P 500 Index

Returns By Period

SPDR S&P Kensho Future Security ETF (FITE) has returned 38.91% so far this year and 70.32% over the past 12 months.


SPDR S&P Kensho Future Security ETF

1D
1.18%
1M
24.61%
YTD
38.91%
6M
44.36%
1Y
70.32%
3Y*
35.56%
5Y*
18.73%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FITE Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2017, FITE's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was May 2026 with a return of +23.4%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FITE closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Mar 12, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.89%-3.94%-3.24%10.88%23.43%1.21%38.91%
20255.07%-6.46%-4.54%1.90%8.06%9.94%0.62%5.09%6.61%3.61%-6.11%2.55%27.73%
2024-0.68%4.30%0.40%-5.32%1.51%2.75%5.78%1.66%1.56%-0.56%12.60%-3.15%21.63%
20236.03%0.32%1.49%-4.73%6.82%3.54%1.40%-0.03%-5.42%-2.05%11.39%7.97%28.48%
2022-8.84%6.13%3.86%-9.89%-1.16%-6.17%5.56%-0.58%-9.92%10.67%-3.28%-3.48%-17.98%
20211.25%1.00%2.23%3.93%1.99%1.62%0.61%2.23%-5.23%6.63%-5.18%3.14%14.45%

Benchmark Metrics

SPDR S&P Kensho Future Security ETF has an annualized alpha of 5.53%, beta of 1.00, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since December 28, 2017.

  • This ETF captured 111.70% of S&P 500 Index gains but only 92.13% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 5.53% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.00 and R2 of 0.70, 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
5.53%
Beta
1.00
0.70
Upside Capture
111.70%
Downside Capture
92.13%

Expense Ratio

FITE has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FITE 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.


FITE Risk / Return Rank: 7878
Overall Rank
FITE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FITE Sortino Ratio Rank: 7979
Sortino Ratio Rank
FITE Omega Ratio Rank: 7272
Omega Ratio Rank
FITE Calmar Ratio Rank: 8484
Calmar Ratio Rank
FITE Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P Kensho Future Security ETF (FITE) and compare them to S&P 500 Index.


FITEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.88

2.39

+0.49

Sortino ratio

Return per unit of downside risk

3.64

3.25

+0.38

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

4.61

3.11

+1.49

Martin ratio

Return relative to average drawdown

13.57

14.38

-0.81

Dividends

Dividend History

SPDR S&P Kensho Future Security ETF provided a 0.15% dividend yield over the last twelve months, with an annual payout of $0.17 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.17$0.20$0.08$0.07$0.05$0.48$0.41$0.17$0.52

Dividend yield

0.15%0.23%0.12%0.13%0.12%0.92%0.88%0.44%1.79%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Kensho Future Security ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.04$0.20
2024$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.01$0.08
2023$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.07
2022$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.02$0.05
2021$0.00$0.00$0.28$0.00$0.00$0.01$0.00$0.00$0.13$0.00$0.00$0.07$0.48

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 Kensho Future Security 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 Kensho Future Security ETF was 36.90%, occurring on Mar 20, 2020. Recovery took 179 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.90%Mar 2020
2mo 3d8mo 18d
10mo 21dJan 2020 - Dec 2020
Bear market2022
-27.14%Oct 2022
11mo 9d1y 3mo
2y 2moNov 2021 - Jan 2024
Rate-hike selloffLate 2018
-23.36%Dec 2018
3mo 8d3mo 15d
6mo 23dSep 2018 - Apr 2019
2025 selloff2025
-22.07%Apr 2025
1mo 26d2mo 2d
3mo 28dFeb 2025 - Jun 2025
2026 correction2026
-15.35%Mar 2026
2mo 1d1mo 7d
3mo 8dJan 2026 - May 2026

Drawdown Indicators


FITEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

-56.78%

+19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

-9.10%

-6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-22.07%

-18.90%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-25.43%

-1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.40%

-10.72%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

1.97%

+3.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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