State Street SPDR S&P 500 ETF Trust (SPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street SPDR S&P 500 ETF Trust (SPY): 1Y return 20.4%, Sharpe ratio 1.50, volatility 12.5%, max drawdown -8.9%. A ETF in the Equity asset class. Compare SPY with other assets and invest through your own broker with pfolio.
State Street SPDR S&P 500 ETF Trust (SPY) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
SPY Performance
- MTD
- Return: 2.0%, Sharpe: 8.87, Volatility: 7.2%, Max Drawdown: -0.7%
- YTD
- Return: 15.0%, Sharpe: 1.43, Volatility: 12.7%, Max Drawdown: -8.9%
- 1Y
- Return: 20.4%, Sharpe: 1.50, Volatility: 12.5%, Max Drawdown: -8.9%
- 5Y
- Return: 91.9%, Sharpe: 0.83, Volatility: 16.8%, Max Drawdown: -24.5%
- 10Y
- Return: 326.3%, Sharpe: 0.88, Volatility: 17.6%, Max Drawdown: -33.7%
Frequently Asked Questions
- What is State Street SPDR S&P 500 ETF Trust (SPY)?
- State Street SPDR S&P 500 ETF Trust (SPY) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does SPY compare to other assets?
- You can compare SPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SPY through pfolio?
- pfolio helps you build diversified portfolios that may include SPY. You invest through your own broker — pfolio provides the analytics.