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ISIN
US78468R6302
CUSIP
78468R630
Inception Date
Oct 22, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P Kensho Final Frontiers Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$245M

Share Price Chart


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Performance

ROKT Performance Chart

SPDR S&P Kensho Final Frontiers ETF (ROKT) is up 34.1% since the beginning of the year. ROKT is currently trading at $114 per share. Investors who bought $1,000 worth of ROKT shares 5 years ago would now be looking at an investment worth $2,742.


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S&P 500 Index

Returns By Period

SPDR S&P Kensho Final Frontiers ETF (ROKT) has returned 34.05% so far this year and 84.29% over the past 12 months.


SPDR S&P Kensho Final Frontiers ETF

1D
-1.14%
1M
-9.09%
YTD
34.05%
6M
30.35%
1Y
84.29%
3Y*
39.88%
5Y*
22.35%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROKT Monthly Returns History

Based on dividend-adjusted daily data since Oct 23, 2018, ROKT's average daily return is +0.09%, while the average monthly return is +1.77%. At this rate, an investment would double in approximately 3.3 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +20.8%, while the worst month was Mar 2020 at -21.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ROKT closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202618.45%2.88%-4.02%12.07%20.64%-15.23%34.05%
20253.85%-5.80%-3.89%-0.43%10.30%10.11%5.28%5.56%6.69%6.09%-4.17%9.85%50.56%
2024-5.40%3.91%2.19%-2.93%4.34%-1.58%9.59%0.80%2.77%-0.54%19.40%-5.27%27.89%
20237.16%-0.56%-2.51%-1.28%-0.44%9.20%0.40%-3.54%-6.90%-1.76%7.99%7.27%14.41%
2022-5.91%6.15%3.64%-8.04%0.70%-7.57%10.01%-3.73%-10.76%14.73%3.67%-0.41%-0.81%
2021-2.21%3.89%3.57%1.92%1.42%2.24%-2.48%-0.94%-3.19%1.71%-5.06%4.19%4.63%

Benchmark Metrics

SPDR S&P Kensho Final Frontiers ETF has an annualized alpha of 6.88%, beta of 1.01, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since October 23, 2018.

  • This ETF captured 120.19% of S&P 500 Index gains but only 97.18% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 6.88% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.01 and R2 of 0.61, 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
6.88%
Beta
1.01
0.61
Upside Capture
120.19%
Downside Capture
97.18%

Expense Ratio

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


Return for Risk

Risk / Return Rank

ROKT ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ROKT Risk / Return Rank: 8484
Overall Rank
ROKT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ROKT Sortino Ratio Rank: 8080
Sortino Ratio Rank
ROKT Omega Ratio Rank: 7575
Omega Ratio Rank
ROKT Calmar Ratio Rank: 8989
Calmar Ratio Rank
ROKT Martin Ratio Rank: 9090
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 Final Frontiers ETF (ROKT) 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.


ROKTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.42

1.32

+0.10

Calmar ratioReturn relative to maximum drawdown

5.10

2.46

+2.65

Martin ratioReturn relative to average drawdown

19.54

10.92

+8.62

Dividends

Dividend History

SPDR S&P Kensho Final Frontiers ETF provided a 0.27% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.50%1.00%1.50%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.31$0.35$0.33$0.28$0.21$0.71$0.19$0.27$0.04

Dividend yield

0.27%0.41%0.57%0.62%0.54%1.79%0.48%0.74%0.16%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Kensho Final Frontiers 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$0.06$0.00$0.00$0.05$0.11
2025$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.05$0.35
2024$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.14$0.33
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.11$0.28
2022$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.04$0.21
2021$0.00$0.00$0.59$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.71

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 Final Frontiers 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 Final Frontiers ETF was 43.16%, occurring on Mar 23, 2020. Recovery took 181 trading sessions.

The current SPDR S&P Kensho Final Frontiers ETF drawdown is 16.60%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.16%Mar 2020
1mo 10d8mo 20d
10moFeb 2020 - Dec 2020
2025 selloff2025
-23.46%Apr 2025
2mo 16d2mo 16d
5mo 2dJan 2025 - Jun 2025
Bear market2022
-23.29%Sep 2022
1y 3mo8mo 19d
1y 11moJun 2021 - Jun 2023
Rate-hike selloffLate 2018
-17.96%Dec 2018
2mo 1d1mo 14d
3mo 15dOct 2018 - Feb 2019
2026 correction2026
-16.60%Jun 2026
25d
26d 4hMay 2026 - now

Drawdown Indicators


ROKTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.16%

-56.78%

+13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-9.10%

-7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-18.90%

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-25.43%

+1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-16.60%

-3.21%

-13.39%

Average Drawdown

Average peak-to-trough decline

-6.79%

-10.71%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

2.04%

+2.29%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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