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ISIN
US78464A4094
CUSIP
78464A409
Inception Date
Sep 25, 2000
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Growth Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$54B

Share Price Chart


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Performance

SPYG Performance Chart

State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) is up 13.7% since the beginning of the year. SPYG is currently trading at $121 per share. Investors who bought $1,000 worth of SPYG shares 5 years ago would now be looking at an investment worth $2,107.


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S&P 500 Index

Returns By Period

State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has returned 13.73% so far this year and 33.66% over the past 12 months. Looking at the last ten years, SPYG has achieved an annualized return of 18.16%, outperforming the S&P 500 Index benchmark, which averaged 13.65% per year.


State Street SPDR Portfolio S&P 500 Growth ETF

1D
-0.02%
1M
6.54%
YTD
13.73%
6M
13.08%
1Y
33.66%
3Y*
28.20%
5Y*
16.07%
10Y*
18.16%

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYG Monthly Returns History

Based on dividend-adjusted daily data since Oct 2, 2000, SPYG's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +14.8%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SPYG closed higher 54% of trading days. The best single day was Jan 3, 2001 with a return of +12.5%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%-3.43%-5.34%14.79%8.11%-0.26%13.73%
20252.62%-2.89%-8.11%2.03%9.38%6.44%3.40%0.94%5.19%3.40%-0.94%-0.17%22.09%
20242.87%7.19%2.12%-3.87%6.67%6.99%-1.36%2.16%2.87%-0.69%6.06%0.81%35.99%
20235.60%-1.94%5.87%1.43%2.56%6.27%3.08%-0.62%-4.87%-2.43%8.73%3.78%30.02%
2022-8.43%-4.40%4.55%-12.63%-1.31%-8.19%12.76%-5.36%-9.98%4.51%5.00%-7.59%-29.41%
2021-0.45%-0.04%2.72%6.83%-0.86%5.61%3.81%4.15%-5.82%9.09%1.49%2.42%32.01%

Benchmark Metrics

State Street SPDR Portfolio S&P 500 Growth ETF has an annualized alpha of 1.37%, beta of 1.00, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 03, 2000.

  • This ETF captured 113.08% of S&P 500 Index gains and 107.38% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.00 and R2 of 0.79, 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
1.37%
Beta
1.00
0.79
Upside Capture
113.08%
Downside Capture
107.38%

Expense Ratio

SPYG has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

SPYG ranks 59 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.


SPYG Risk / Return Rank: 5959
Overall Rank
SPYG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6161
Omega Ratio Rank
SPYG Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5959
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 SPDR Portfolio S&P 500 Growth ETF (SPYG) and compare them to S&P 500 Index.


SPYGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

2.46

2.98

-0.53

Martin ratioReturn relative to average drawdown

10.17

13.78

-3.61

Dividends

Dividend History

State Street SPDR Portfolio S&P 500 Growth ETF provided a 0.47% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.56$0.55$0.53$0.75$0.52$0.45$0.50$0.57$0.49$0.46$0.41$0.39

Dividend yield

0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Monthly Dividends

The table displays the monthly dividend distributions for State Street SPDR Portfolio S&P 500 Growth 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$0.13$0.00$0.00$0.00$0.13
2025$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.16$0.55
2024$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.17$0.53
2023$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.20$0.75
2022$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.52
2021$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.12$0.45

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 SPDR Portfolio S&P 500 Growth 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 SPDR Portfolio S&P 500 Growth ETF was 67.63%, occurring on Mar 9, 2009. Recovery took 1208 trading sessions.

The current State Street SPDR Portfolio S&P 500 Growth ETF drawdown is 1.15%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-67.63%Mar 2009
8y 5mo4y 9mo
13y 2moOct 2000 - Dec 2013
Bear market2022
-32.67%Oct 2022
9mo 20d1y 4mo
2y 2moDec 2021 - Mar 2024
COVID crash2020
-31.27%Mar 2020
1mo 2d2mo 19d
3mo 21dFeb 2020 - Jun 2020
2025 selloff2025
-22.14%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-20.61%Dec 2018
2mo 23d4mo
6mo 23dOct 2018 - Apr 2019

Drawdown Indicators


SPYGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-67.63%

-56.78%

-10.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-9.10%

-4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

-18.90%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-25.43%

-7.24%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

-33.92%

+1.25%

Current Drawdown

Current decline from peak

-1.15%

-0.33%

-0.82%

Average Drawdown

Average peak-to-trough decline

-24.32%

-10.72%

-13.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

1.97%

+1.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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