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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in State Street 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.
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Returns By Period
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has returned -5.39% so far this year and 17.05% over the past 12 months. Looking at the last ten years, SPYX has achieved an annualized return of 14.02%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
- 1D
- 2.99%
- 1M
- -5.43%
- YTD
- -5.39%
- 6M
- -2.85%
- 1Y
- 17.05%
- 3Y*
- 18.16%
- 5Y*
- 11.21%
- 10Y*
- 14.02%
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 1, 2015, SPYX's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -12.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SPYX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.09% | -1.04% | -5.43% | -5.39% | |||||||||
| 2025 | 2.66% | -1.36% | -5.92% | -0.07% | 6.30% | 5.07% | 2.04% | 2.06% | 3.66% | 2.44% | 0.20% | 0.04% | 17.87% |
| 2024 | 1.91% | 5.28% | 3.08% | -4.21% | 5.37% | 3.54% | 1.41% | 2.19% | 2.50% | -1.40% | 6.12% | -2.34% | 25.46% |
| 2023 | 5.86% | -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% |
Benchmark Metrics
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF has an annualized alpha of 1.86%, beta of 0.98, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since December 02, 2015.
- This ETF captured 103.93% of S&P 500 Index gains but only 96.06% of its losses — a favorable profile for investors.
- With beta of 0.98 and R² of 0.97, 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
- 1.86%
- Beta
- 0.98
- R²
- 0.97
- Upside Capture
- 103.93%
- Downside Capture
- 96.06%
Expense Ratio
SPYX has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
SPYX ranks 55 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and compare them to a chosen benchmark (S&P 500 Index).
| SPYX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.90 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.39 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.40 | +0.09 |
Martin ratioReturn relative to average drawdown | 6.70 | 6.61 | +0.09 |
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 SPYX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF provided a 0.98% dividend yield over the last twelve months, with an annual payout of $0.52 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.52 | $0.51 | $0.51 | $0.47 | $0.44 | $0.41 | $0.41 | $0.41 | $0.39 | $0.36 | $0.34 | $0.03 |
Dividend yield | 0.98% | 0.91% | 1.05% | 1.21% | 1.41% | 1.04% | 1.33% | 1.56% | 1.92% | 1.68% | 1.91% | 0.16% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.13 | $0.13 | |||||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.51 |
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.51 |
| 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 |
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 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 State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF was 32.84%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF drawdown is 7.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -26.14% | Dec 30, 2021 | 198 | Oct 12, 2022 | 295 | Dec 14, 2023 | 493 |
| -19.2% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -18.74% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -12.47% | Dec 2, 2015 | 49 | Feb 11, 2016 | 46 | Apr 19, 2016 | 95 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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