- ISIN
- US30151E5336
- CUSIP
- 30151E533
- Issuer
- Exchange Traded Concepts
- Inception Date
- Jan 2, 2019
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Syntax Stratified LargeCap Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $120M
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $169.77K
Share Price Chart
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Performance
SSPY Performance Chart
Stratified LargeCap Index ETF (SSPY) is up 13.2% since the beginning of the year. SSPY is currently trading at $98 per share.
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Returns By Period
Stratified LargeCap Index ETF (SSPY) has returned 13.17% so far this year and 21.30% over the past 12 months.
Stratified LargeCap Index ETF
- 1D
- 0.04%
- 1M
- 0.36%
- 6M
- 9.41%
- YTD
- 13.17%
- 1Y
- 21.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.74%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SSPY Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 2024, SSPY's average daily return is +0.06%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2024 with a return of +6.7%, while the worst month was Dec 2024 at -5.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SSPY closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.44% | 4.10% | -5.65% | 5.91% | 2.28% | 1.61% | 1.20% | 13.17% | |||||
| 2025 | 3.45% | -0.11% | -2.99% | -1.85% | 3.82% | 3.23% | 0.67% | 3.20% | 1.53% | -0.87% | 2.15% | 0.22% | 12.88% |
| 2024 | 0.00% | -1.57% | 6.73% | -5.68% | -0.90% |
Benchmark Metrics
Stratified LargeCap Index ETF has an annualized alpha of 2.01%, beta of 0.75, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since September 30, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.31%) than losses (61.79%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.01%
- Beta
- 0.75
- R²
- 0.75
- Upside Capture
- 72.31%
- Downside Capture
- 61.79%
Expense Ratio
SSPY has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SSPY ranks 81 for risk / return — above 81% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Stratified LargeCap Index ETF (SSPY) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSPY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.00 | +0.79 |
| Martin ratioReturn relative to average drawdown | 10.84 | 8.49 | +2.35 |
Dividends
Dividend History
Stratified LargeCap Index ETF provided a 1.22% dividend yield over the last twelve months, with an annual payout of $1.20 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.20 | $1.20 | $0.27 |
Dividend yield | 1.22% | 1.38% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Stratified LargeCap Index 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.20 | $1.20 |
| 2024 | $0.27 | $0.27 |
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 Stratified LargeCap Index 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 Stratified LargeCap Index ETF was 16.16%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The current Stratified LargeCap Index ETF drawdown is 0.96%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-16.16%Apr 2025 | 4mo 7d | 2mo 24d | 7mo 1dDec 2024 - Jul 2025 | 2025 selloff2025 |
-7.32%Mar 2026 | 28d | 1mo 7d | 2mo 5dMar 2026 - May 2026 | — |
-4.80%Nov 2025 | 23d | 8d | 1mo 1dOct 2025 - Nov 2025 | — |
-3.06%Oct 2025 | 4d | 14d | 18dOct 2025 - Oct 2025 | — |
-2.96%Nov 2024 | 15d | 5d | 20dOct 2024 - Nov 2024 | — |
Drawdown Indicators
| SSPY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.16% | -56.78% | +40.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -9.10% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.96% | -1.58% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -10.70% | +8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.14% | -0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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