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 20.6%, Sharpe ratio 1.50, volatility 12.6%, 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: 3.2%, Sharpe: 4.01, Volatility: 10.6%, Max Drawdown: -2.0%
- YTD
- Return: 13.7%, Sharpe: 1.49, Volatility: 13.2%, Max Drawdown: -8.9%
- 1Y
- Return: 20.6%, Sharpe: 1.50, Volatility: 12.6%, Max Drawdown: -8.9%
- 5Y
- Return: 83.2%, Sharpe: 0.78, Volatility: 16.9%, Max Drawdown: -24.5%
- 10Y
- Return: 316.6%, Sharpe: 0.87, 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.