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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SP Funds S&P World 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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Returns By Period
SP Funds S&P World ETF (SPWO) has returned 3.57% so far this year and 30.17% over the past 12 months.
SP Funds S&P World ETF
- 1D
- 3.75%
- 1M
- -9.65%
- YTD
- 3.57%
- 6M
- 6.58%
- 1Y
- 30.17%
- 3Y*
- —
- 5Y*
- —
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Dec 20, 2023, SPWO's average daily return is +0.07%, while the average monthly return is +1.46%. At this rate, your investment would double in approximately 4.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Sep 2025 with a return of +7.9%, while the worst month was Mar 2026 at -9.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SPWO closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.46% | 6.67% | -9.65% | 3.57% | |||||||||
| 2025 | 4.65% | -1.69% | -2.31% | 0.86% | 5.09% | 5.23% | -0.76% | 2.30% | 7.87% | 2.87% | -2.12% | 2.20% | 26.32% |
| 2024 | -2.30% | 4.47% | 2.70% | -2.12% | 6.06% | 0.52% | 1.00% | 2.76% | 2.41% | -2.60% | -1.77% | -1.79% | 9.25% |
| 2023 | 2.96% | 2.96% |
Benchmark Metrics
SP Funds S&P World ETF has an annualized alpha of 5.16%, beta of 0.87, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since December 21, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.33%) than losses (54.81%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 5.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R² of 0.56, 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
- 5.16%
- Beta
- 0.87
- R²
- 0.56
- Upside Capture
- 89.33%
- Downside Capture
- 54.81%
Expense Ratio
SPWO has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SPWO ranks 76 for risk / return — better than 76% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SP Funds S&P World ETF (SPWO) and compare them to a chosen benchmark (S&P 500 Index).
| SPWO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.90 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.39 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.40 | +0.74 |
Martin ratioReturn relative to average drawdown | 8.09 | 6.61 | +1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SPWO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
SP Funds S&P World ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.35 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.35 | $0.35 | $0.27 |
Dividend yield | 1.25% | 1.29% | 1.24% |
Monthly Dividends
The table displays the monthly dividend distributions for SP Funds S&P World 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 | $0.03 | $0.03 | $0.03 | $0.08 | |||||||||
| 2025 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.07 | $0.35 |
| 2024 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.27 |
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 SP Funds S&P World 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 SP Funds S&P World ETF was 18.03%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.
The current SP Funds S&P World ETF drawdown is 10.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.03% | Oct 8, 2024 | 125 | Apr 8, 2025 | 39 | Jun 4, 2025 | 164 |
| -13.75% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -9.89% | Jul 15, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
| -6.75% | Oct 7, 2025 | 33 | Nov 20, 2025 | 28 | Jan 2, 2026 | 61 |
| -6.32% | Mar 8, 2024 | 30 | Apr 19, 2024 | 12 | May 7, 2024 | 42 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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