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Issuer
SP Funds
Inception Date
Dec 19, 2023
Region
Global (Ex-U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P DM Ex-U.S. & EM 50/50 Shariah Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$189M

Share Price Chart


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Performance

SPWO Performance Chart

SP Funds S&P World (ex-US) ETF (SPWO) is up 29.0% since the beginning of the year. SPWO is currently trading at $35 per share.


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S&P 500 Index

Returns By Period

SP Funds S&P World (ex-US) ETF (SPWO) has returned 29.04% so far this year and 51.91% over the past 12 months.


SP Funds S&P World (ex-US) ETF

1D
0.14%
1M
7.06%
YTD
29.04%
6M
30.19%
1Y
51.91%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPWO Monthly Returns History

Based on dividend-adjusted daily data since Dec 20, 2023, SPWO's average daily return is +0.10%, while the average monthly return is +2.01%. At this rate, an investment would double in approximately 2.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +12.5%, 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 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Jun 5, 2026 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.46%6.67%-9.65%12.47%7.53%3.02%29.04%
20254.65%-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%
20231.36%1.36%

Benchmark Metrics

SP Funds S&P World (ex-US) ETF has an annualized alpha of 7.80%, beta of 0.94, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since December 20, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.17%) than losses (38.61%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 7.80% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.94 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
7.80%
Beta
0.94
0.56
Upside Capture
98.17%
Downside Capture
38.61%

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.


SPWO Risk / Return Rank: 7676
Overall Rank
SPWO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPWO Sortino Ratio Rank: 7373
Sortino Ratio Rank
SPWO Omega Ratio Rank: 7676
Omega Ratio Rank
SPWO Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPWO Martin Ratio Rank: 7676
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 SP Funds S&P World (ex-US) ETF (SPWO) 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.


SPWOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.79

2.78

+1.01

Martin ratioReturn relative to average drawdown

14.13

12.44

+1.69

Dividends

Dividend History

SP Funds S&P World (ex-US) ETF provided a 1.01% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


1.24%1.25%1.26%1.27%1.28%1.29%$0.00$0.10$0.20$0.30$0.4020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.35$0.35$0.27

Dividend yield

1.01%1.29%1.24%

Monthly Dividends

The table displays the monthly dividend distributions for SP Funds S&P World (ex-US) ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.13
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 (ex-US) 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 (ex-US) ETF was 18.03%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.03%Apr 2025
6mo 2d1mo 27d
7mo 29dOct 2024 - Jun 2025
2026 correction2026
-13.75%Mar 2026
1mo 2d25d
1mo 27dFeb 2026 - Apr 2026
2024 pullback2024
-9.89%Aug 2024
21d1mo 20d
2mo 11dJul 2024 - Sep 2024
2026 pullback2026
-7.16%Jun 2026
7d8d
15dJun 2026 - Jun 2026
2025 pullback2025
-6.75%Nov 2025
1mo 14d1mo 13d
2mo 27dOct 2025 - Jan 2026

Drawdown Indicators


SPWOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.03%

-56.78%

+38.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-9.10%

-4.65%

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

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-2.80%

-10.71%

+7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.03%

+1.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SPWO

Add SP Funds S&P World (ex-US) ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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