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Inception Date
Sep 23, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$40M

Share Price Chart


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Performance

MYCJ Performance Chart

State Street My2030 Corporate Bond ETF (MYCJ) is up 0.2% since the beginning of the year. MYCJ is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

State Street My2030 Corporate Bond ETF (MYCJ) has returned 0.23% so far this year and 5.01% over the past 12 months.


State Street My2030 Corporate Bond ETF

1D
-0.12%
1M
0.13%
YTD
0.23%
6M
0.47%
1Y
5.01%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCJ Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2024, MYCJ's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, an investment would double in approximately 21.4 years.

Historically, 77% of months were positive and 23% were negative. The best month was Feb 2025 with a return of +1.5%, while the worst month was Oct 2024 at -2.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.

On a daily basis, MYCJ closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +0.9%, while the worst single day was Apr 7, 2025 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.22%0.96%-1.26%0.31%0.27%-0.25%0.23%
20250.59%1.54%0.36%0.73%0.22%1.37%0.04%1.37%0.49%0.30%0.73%0.31%8.32%
2024-0.50%-1.97%1.12%-0.90%-2.26%

Benchmark Metrics

State Street My2030 Corporate Bond ETF has an annualized alpha of 2.54%, beta of 0.06, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since September 25, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.73%) than losses (3.34%) - typical of diversified or defensive assets.
  • Beta of 0.06 may look defensive, but with R2 of 0.08 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.08 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.54%
Beta
0.06
0.08
Upside Capture
11.73%
Downside Capture
3.34%

Expense Ratio

MYCJ has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

MYCJ ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MYCJ Risk / Return Rank: 5454
Overall Rank
MYCJ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MYCJ Sortino Ratio Rank: 5959
Sortino Ratio Rank
MYCJ Omega Ratio Rank: 5555
Omega Ratio Rank
MYCJ Calmar Ratio Rank: 5151
Calmar Ratio Rank
MYCJ Martin Ratio Rank: 5252
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 State Street My2030 Corporate Bond ETF (MYCJ) and compare them to S&P 500 Index.


MYCJBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.24

-0.44

Sortino ratio

Return per unit of downside risk

2.73

3.07

-0.35

Omega ratio

Gain probability vs. loss probability

1.33

1.41

-0.07

Calmar ratio

Return relative to maximum drawdown

2.49

2.93

-0.44

Martin ratio

Return relative to average drawdown

8.58

13.52

-4.94

Dividends

Dividend History

State Street My2030 Corporate Bond ETF provided a 4.65% dividend yield over the last twelve months, with an annual payout of $1.15 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.15$1.17$0.29

Dividend yield

4.65%4.68%1.21%

Monthly Dividends

The table displays the monthly dividend distributions for State Street My2030 Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.09$0.09$0.09$0.09$0.09$0.46
2025$0.00$0.09$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.20$1.17
2024$0.02$0.09$0.18$0.29

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 My2030 Corporate Bond 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 My2030 Corporate Bond ETF was 3.29%, occurring on Jan 13, 2025. Recovery took 52 trading sessions.

The current State Street My2030 Corporate Bond ETF drawdown is 0.93%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 pullback2025
-3.29%Jan 2025
3mo 20d2mo 14d
6mo 4dSep 2024 - Mar 2025
2025 selloff2025
-2.31%Apr 2025
7d18d
25dApr 2025 - Apr 2025
2026 pullback2026
-2.02%Mar 2026
24d
3mo 4dMar 2026 - now
2025 selloff2025
-0.86%May 2025
13d15d
28dMay 2025 - May 2025
2025 pullback2025
-0.73%Nov 2025
8d20d
28dOct 2025 - Nov 2025

Drawdown Indicators


MYCJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-3.29%

-56.78%

+53.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-9.10%

+7.08%

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 Drawdown

Current decline from peak

-0.93%

-0.74%

-0.19%

Average Drawdown

Average peak-to-trough decline

-0.75%

-10.72%

+9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

1.97%

-1.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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