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SPDR S&P Kensho Future Security ETF (FITE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P Kensho Future Security ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

SPDR S&P Kensho Future Security ETF (FITE) has returned 0.28% so far this year and 36.53% over the past 12 months.


SPDR S&P Kensho Future Security ETF

1D
4.23%
1M
-3.24%
YTD
0.28%
6M
0.05%
1Y
36.53%
3Y*
22.85%
5Y*
12.17%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 27, 2017, FITE's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, your investment would double in approximately 4.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.8%, 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 53% 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%0.28%
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 3.42%, beta of 0.99, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 28, 2017.

  • This ETF captured 103.21% 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 3.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.99 and R² of 0.71, 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
3.42%
Beta
0.99
0.71
Upside Capture
103.21%
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 72 for risk / return — better than 72% 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: 7272
Overall Rank
FITE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FITE Sortino Ratio Rank: 7575
Sortino Ratio Rank
FITE Omega Ratio Rank: 6565
Omega Ratio Rank
FITE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FITE Martin Ratio Rank: 6565
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 a chosen benchmark (S&P 500 Index).


FITEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.90

+0.46

Sortino ratio

Return per unit of downside risk

1.95

1.39

+0.56

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

2.29

1.40

+0.89

Martin ratio

Return relative to average drawdown

6.72

6.61

+0.11

Explore FITE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

SPDR S&P Kensho Future Security ETF provided a 0.20% 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

0.20%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$0.03
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.

The current SPDR S&P Kensho Future Security ETF drawdown is 11.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.9%Jan 17, 202044Mar 20, 2020179Dec 3, 2020223
-27.14%Nov 9, 2021235Oct 14, 2022317Jan 22, 2024552
-23.36%Sep 17, 201869Dec 24, 201871Apr 8, 2019140
-22.07%Feb 11, 202540Apr 8, 202542Jun 9, 202582
-15.35%Jan 28, 202643Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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