- ISIN
- US78463X1946
- CUSIP
- 78463X194
- Issuer
- State Street
- Inception Date
- Nov 25, 2014
- Category
- Global Equities, Sustainable
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI ACWI Climate Paris Aligned Index
- Distribution Policy
- Distributing
- Assets Under Management
- $191M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
NZAC Performance Chart
SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) is up 7.9% since the beginning of the year. NZAC is currently trading at $46 per share. Investors who bought $1,000 worth of NZAC shares 5 years ago would now be looking at an investment worth $1,594.
Loading charts...
Returns By Period
SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) has returned 7.93% so far this year and 22.33% over the past 12 months. Over the last ten years, NZAC has returned 12.32% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
SPDR MSCI ACWI Climate Paris Aligned ETF
- 1D
- -0.51%
- 1M
- 1.99%
- YTD
- 7.93%
- 6M
- 8.91%
- 1Y
- 22.33%
- 3Y*
- 17.54%
- 5Y*
- 9.77%
- 10Y*
- 12.32%
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%
NZAC Monthly Returns History
Based on dividend-adjusted daily data since Nov 26, 2014, NZAC's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, NZAC closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 12, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.03% | -0.30% | -5.91% | 10.30% | 4.26% | -0.96% | 7.93% | ||||||
| 2025 | 2.51% | -0.38% | -4.56% | 1.16% | 6.18% | 4.43% | 0.68% | 2.58% | 3.92% | 2.32% | -0.26% | 0.67% | 20.55% |
| 2024 | 0.01% | 4.41% | 2.11% | -3.58% | 4.48% | 2.09% | 2.70% | 2.98% | 2.26% | -2.04% | 3.26% | -2.75% | 16.67% |
| 2023 | 7.60% | -3.26% | 3.64% | 1.59% | -0.52% | 5.46% | 2.79% | -2.38% | -5.05% | -3.06% | 10.10% | 5.42% | 23.22% |
| 2022 | -4.66% | -3.07% | 1.88% | -8.46% | -0.34% | -7.64% | 7.82% | -4.98% | -9.71% | 6.05% | 8.19% | -4.71% | -19.77% |
| 2021 | -0.14% | 2.22% | 2.60% | 4.01% | 1.83% | 1.22% | 0.69% | 2.46% | -4.25% | 5.24% | -2.33% | 3.81% | 18.35% |
Benchmark Metrics
SPDR MSCI ACWI Climate Paris Aligned ETF has an annualized alpha of 0.40%, beta of 0.85, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since November 26, 2014.
- This ETF participated in 96.45% of S&P 500 Index downside but only 90.51% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.40%
- Beta
- 0.85
- R²
- 0.79
- Upside Capture
- 90.51%
- Downside Capture
- 96.45%
Expense Ratio
NZAC has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
NZAC ranks 51 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) 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.
| NZAC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.71 | -0.48 |
| Martin ratioReturn relative to average drawdown | 9.40 | 12.15 | -2.75 |
Dividends
Dividend History
SPDR MSCI ACWI Climate Paris Aligned ETF provided a 2.05% dividend yield over the last twelve months, with an annual payout of $0.94 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.82 | $0.68 | $0.52 | $0.47 | $0.54 | $0.45 | $0.54 | $0.50 | $0.49 | $0.37 | $0.42 |
Dividend yield | 2.05% | 1.90% | 1.88% | 1.65% | 1.81% | 1.62% | 1.59% | 2.17% | 2.53% | 2.20% | 2.00% | 2.40% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR MSCI ACWI Climate Paris Aligned 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 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.00 | $0.82 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.52 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR MSCI ACWI Climate Paris Aligned 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 MSCI ACWI Climate Paris Aligned ETF was 33.72%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current SPDR MSCI ACWI Climate Paris Aligned ETF drawdown is 1.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.72%Mar 2020 | 1mo 9d | 5mo 4d | 6mo 13dFeb 2020 - Aug 2020 |
Bear market2022 | -28.31%Oct 2022 | 9mo 10d | 1y 3mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -19.54%Dec 2018 | 10mo 29d | 6mo 11d | 1y 5moJan 2018 - Jul 2019 |
2016 correction2016 | -18.14%Feb 2016 | 8mo 22d | 10mo 9d | 1y 6moMay 2015 - Dec 2016 |
2025 selloff2025 | -16.19%Apr 2025 | 1mo 16d | 1mo 11d | 2mo 27dFeb 2025 - May 2025 |
Drawdown Indicators
| NZAC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.72% | -56.78% | +23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -9.10% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -18.90% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.31% | -25.43% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -33.72% | -33.92% | +0.20% |
Current DrawdownCurrent decline from peak | -1.63% | -1.29% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -10.72% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.02% | +0.36% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with NZAC
Add SPDR MSCI ACWI Climate Paris Aligned ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with NZAC