SPY

SPDR S&P 500 ETF Trust

State Street · Large Cap Blend

502

Rows in current dataset

99.9%

high confidence

Not supplied

Retrieved 2026-08-22

2026-08-21

Adjusted-close observation

YTD

+12.88%

1 year

+21.82%

3Y annualized

+21.84%

5Y annualized

+13.06%

Volatility

+17.97%

Max drawdown

-33.72%

Price Performance

Historical price comparison over 3M

SPY Return
+9.68%
SPY Return
+9.68%
Winner
SPY
+0.00%
Max Drawdown
SPY: -4.5%
SPY: -4.5%
SPY Volatility (annualized)12.83%
SPY Volatility (annualized)12.83%

Adjusted-close observations. Historical period is limited to available common dates.

Largest reported holdings

SymbolNameReported weight
NVDANVDA7.90%
AAPLAAPL6.79%
MSFTMSFT5.64%
AMZNAMZN4.08%
GOOGLGOOGL3.14%
AVGOAVGO3.00%
GOOGGOOG2.52%
METAMETA1.96%
BRK-BBRK-B1.46%
LLYLLY1.46%
MUMU1.46%
JPMJPM1.45%
TSLATSLA1.40%
AMDAMD1.15%
XOMXOM0.99%
JNJJNJ0.94%
VV0.90%
WMTWMT0.74%
CSCOCSCO0.73%
INTCINTC0.69%

Classified reported exposure

72.5% of fund weight maps to the current sector dictionary.

Technology39.1%
Unclassified27.4%
Consumer Discretionary7.1%
Healthcare6.8%
Financials6.7%
Consumer Staples3.4%
Industrials2.9%
Energy2.4%
Communication Services1.5%
Materials1.0%

Risk calculation details

Sharpe ratio
0.63
Sortino ratio
0.59
Beta vs SPY
1.00
CAPM alpha
0.00%

Calculated from date-aligned daily adjusted-close returns with a 4% annual risk-free assumption. Descriptive, not predictive.

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