- ISIN
- US78468R7961
- CUSIP
- 78468R796
- Issuer
- State Street
- Inception Date
- Nov 30, 2015
- Region
- North America (U.S.)
- Category
- S&P 500
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 Fossil Fuel Reserves Free Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $3B
Share Price Chart
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Performance
SPYX Performance Chart
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) is up 10.0% since the beginning of the year. SPYX is currently trading at $62 per share. Investors who bought $1,000 worth of SPYX shares 5 years ago would now be looking at an investment worth $1,876.
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Returns By Period
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has returned 10.04% so far this year and 27.01% over the past 12 months. Looking at the last ten years, SPYX has achieved an annualized return of 15.55%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
- 1D
- -0.77%
- 1M
- 5.02%
- YTD
- 10.04%
- 6M
- 10.06%
- 1Y
- 27.01%
- 3Y*
- 22.32%
- 5Y*
- 13.41%
- 10Y*
- 15.55%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
SPYX Monthly Returns History
Based on dividend-adjusted daily data since Dec 1, 2015, SPYX's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 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% | 10.82% | 5.44% | -0.47% | 10.04% | ||||||
| 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 1.91%, 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 104.03% of S&P 500 Index gains but only 96.11% 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
- 1.91%
- Beta
- 0.98
- R²
- 0.97
- Upside Capture
- 104.03%
- Downside Capture
- 96.11%
Expense Ratio
SPYX has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
SPYX ranks 67 for risk / return — better than 67% 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 State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and compare them to S&P 500 Index.
| SPYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.93 | -0.17 |
| Martin ratioReturn relative to average drawdown | 12.68 | 13.52 | -0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF provided a 0.84% 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 | 0.84% | 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 | $0.00 | $0.00 | $0.00 | $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 0.77%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.84%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -26.14%Oct 2022 | 9mo 16d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.20%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
2025 selloff2025 | -18.74%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 |
2016 correction2016 | -12.47%Feb 2016 | 2mo 11d | 2mo 8d | 4mo 19dDec 2015 - Apr 2016 |
Drawdown Indicators
| SPYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.84% | -56.78% | +23.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -9.10% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -18.90% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -26.14% | -25.43% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -32.84% | -33.92% | +1.08% |
Current DrawdownCurrent decline from peak | -0.77% | -0.74% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -10.72% | +6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.97% | +0.17% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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