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SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R7961

CUSIP

78468R796

Issuer

State Street

Inception Date

Nov 30, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Fossil Fuel Free Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SPYX has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for SPYX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SPYX vs. SPY SPYX vs. USXF SPYX vs. COIN SPYX vs. VTIPX SPYX vs. SPYD SPYX vs. QQQ SPYX vs. SPYG SPYX vs. EFAX SPYX vs. SCHD SPYX vs. CRM
Popular comparisons:
SPYX vs. SPY SPYX vs. USXF SPYX vs. COIN SPYX vs. VTIPX SPYX vs. SPYD SPYX vs. QQQ SPYX vs. SPYG SPYX vs. EFAX SPYX vs. SCHD SPYX vs. CRM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P 500 Fossil Fuel Reserves Free ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


140.00%160.00%180.00%200.00%220.00%240.00%JulyAugustSeptemberOctoberNovemberDecember
241.23%
189.65%
SPYX (SPDR S&P 500 Fossil Fuel Reserves Free ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P 500 Fossil Fuel Reserves Free ETF had a return of 29.68% year-to-date (YTD) and 34.22% in the last 12 months.


SPYX

YTD

29.68%

1M

1.71%

6M

14.80%

1Y

34.22%

5Y (annualized)

15.89%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

27.68%

1M

1.58%

6M

13.90%

1Y

32.27%

5Y (annualized)

14.27%

10Y (annualized)

11.62%

Monthly Returns

The table below presents the monthly returns of SPYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.91%5.28%3.08%-4.21%5.37%3.54%1.41%2.19%2.50%-1.40%6.12%29.68%
20235.86%-2.28%3.61%1.62%0.83%6.55%3.21%-1.79%-4.96%-1.96%9.52%4.42%26.38%
2022-5.80%-3.17%3.70%-9.12%-0.30%-7.96%8.91%-4.16%-9.16%7.32%5.74%-5.25%-19.59%
2021-1.22%2.77%4.39%5.27%0.63%2.31%2.42%3.16%-5.05%6.90%-0.07%4.03%28.06%
20200.38%-7.82%-11.99%12.44%4.75%1.88%5.83%7.71%-3.66%-2.79%10.53%3.97%19.87%
20197.94%2.97%1.14%4.93%-6.43%7.24%1.59%-1.43%1.86%2.22%3.75%2.80%31.62%
20185.68%-3.43%-2.27%-0.14%2.16%0.61%3.71%3.43%0.50%-6.71%1.73%-8.59%-4.26%
20172.15%4.35%0.43%1.13%1.46%0.85%2.02%0.38%1.64%2.52%2.97%1.25%23.25%
2016-5.44%0.24%6.26%-0.23%1.72%-1.03%5.44%0.17%0.09%-1.61%3.33%1.64%10.50%
2015-1.70%-1.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SPYX is 87, placing it in the top 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SPYX is 8787
Overall Rank
The Sharpe Ratio Rank of SPYX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SPYX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SPYX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPYX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SPYX, currently valued at 2.89, compared to the broader market0.002.004.002.892.77
The chart of Sortino ratio for SPYX, currently valued at 3.83, compared to the broader market-2.000.002.004.006.008.0010.0012.003.833.66
The chart of Omega ratio for SPYX, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.531.51
The chart of Calmar ratio for SPYX, currently valued at 4.24, compared to the broader market0.005.0010.0015.004.243.99
The chart of Martin ratio for SPYX, currently valued at 18.98, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.9817.73
SPYX
^GSPC

The current SPDR S&P 500 Fossil Fuel Reserves Free ETF Sharpe ratio is 2.89. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P 500 Fossil Fuel Reserves Free ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.89
2.77
SPYX (SPDR S&P 500 Fossil Fuel Reserves Free ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P 500 Fossil Fuel Reserves Free ETF provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 2 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.50$0.47$0.44$0.41$0.41$0.41$0.39$0.36$0.34$0.08

Dividend yield

0.99%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.49%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P 500 Fossil Fuel Reserves Free ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.00$0.37
2023$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.13$0.47
2022$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.12$0.44
2021$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.12$0.41
2020$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.11$0.41
2019$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.11$0.41
2018$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11$0.39
2017$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11$0.36
2016$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.10$0.34
2015$0.08$0.08

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
SPYX (SPDR S&P 500 Fossil Fuel Reserves Free ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P 500 Fossil Fuel Reserves Free 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 500 Fossil Fuel Reserves Free ETF was 32.84%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.84%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-26.14%Dec 30, 2021198Oct 12, 2022295Dec 14, 2023493
-19.2%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-12.18%Dec 2, 201545Feb 11, 201645Apr 19, 201690
-9.67%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility

Volatility Chart

The current SPDR S&P 500 Fossil Fuel Reserves Free ETF volatility is 2.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.39%
2.22%
SPYX (SPDR S&P 500 Fossil Fuel Reserves Free ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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