Syntax Stratified LargeCap ETF (SSPY)
SSPY is a passive ETF by Syntax Advisors tracking the investment results of the Syntax Stratified LargeCap Index. SSPY launched on Jan 4, 2019 and has a 0.30% expense ratio.
ETF Info
US87166N1063
87166N106
Jan 4, 2019
North America (U.S.)
1x
Syntax Stratified LargeCap Index
Multi-Cap
Blend
Expense Ratio
SSPY features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Syntax Stratified LargeCap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Syntax Stratified LargeCap ETF had a return of 4.62% year-to-date (YTD) and 13.13% in the last 12 months. Over the past 10 years, Syntax Stratified LargeCap ETF had an annualized return of 11.16%, which was very close to the S&P 500 benchmark's annualized return of 11.26%.
SSPY
4.62%
0.92%
4.89%
13.13%
11.13%
11.16%
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of SSPY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.45% | 4.62% | |||||||||||
| 2024 | -0.12% | 3.90% | 4.27% | -4.56% | 2.71% | -0.53% | 4.05% | 2.11% | -0.91% | -1.57% | 6.73% | -5.68% | 10.07% |
| 2023 | 6.77% | -3.33% | -0.14% | 0.46% | -3.46% | 7.12% | 3.38% | -2.72% | -4.66% | -3.65% | 8.24% | 6.19% | 13.70% |
| 2022 | -4.04% | -0.56% | 2.74% | -5.74% | 1.18% | -9.05% | 8.32% | -3.07% | -9.10% | 10.23% | 6.54% | -4.69% | -9.17% |
| 2021 | -0.14% | 5.22% | 5.65% | 4.17% | 1.90% | 0.43% | 1.14% | 2.33% | -3.77% | 4.97% | -2.16% | 6.40% | 28.81% |
| 2020 | -1.73% | -9.46% | -16.22% | 14.53% | 4.06% | 1.41% | 4.19% | 4.64% | -2.86% | -1.04% | 13.76% | 4.44% | 12.20% |
| 2019 | 9.47% | 3.58% | 1.16% | 3.28% | -6.94% | 7.62% | 1.15% | -2.71% | 3.04% | 0.77% | 3.55% | 2.67% | 28.89% |
| 2018 | 4.46% | -4.53% | 0.00% | -0.20% | 1.09% | 1.08% | 3.05% | 2.60% | 0.09% | -6.20% | 2.35% | -9.58% | -6.57% |
| 2017 | 2.15% | 3.37% | 0.35% | 0.96% | 0.96% | 0.79% | 1.72% | -0.64% | 2.43% | 0.98% | 3.83% | 1.33% | 19.73% |
| 2016 | -5.38% | 1.28% | 7.35% | 0.76% | 1.41% | 0.41% | 4.20% | 0.42% | 0.15% | -2.22% | 4.19% | 1.27% | 14.11% |
| 2015 | -2.99% | 6.29% | -0.96% | 0.03% | 0.86% | -2.27% | 0.91% | -5.40% | -2.91% | 7.11% | 0.66% | -2.04% | -1.44% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SSPY is 50, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Syntax Stratified LargeCap ETF (SSPY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Syntax Stratified LargeCap ETF provided a 0.34% dividend yield over the last twelve months, with an annual payout of $0.27 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.27 | $0.27 | $1.25 | $1.08 | $0.78 | $0.91 | $0.79 |
Dividend yield | 0.34% | 0.35% | 1.76% | 1.69% | 1.09% | 1.63% | 1.55% |
Monthly Dividends
The table displays the monthly dividend distributions for Syntax Stratified LargeCap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 | $1.25 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.08 | $1.08 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.78 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
| 2019 | $0.79 | $0.79 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Syntax Stratified LargeCap 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 Syntax Stratified LargeCap ETF was 36.67%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Syntax Stratified LargeCap ETF drawdown is 1.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.67% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -19.63% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -13.19% | Oct 31, 2018 | 41 | Dec 31, 2018 | 62 | Apr 1, 2019 | 103 |
| -9.56% | Mar 31, 2015 | 211 | Jan 29, 2016 | 84 | May 31, 2016 | 295 |
| -6.94% | May 1, 2019 | 22 | May 31, 2019 | 14 | Jun 20, 2019 | 36 |
Volatility
Volatility Chart
The current Syntax Stratified LargeCap ETF volatility is 2.22%, 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.