SPDR Galaxy Digital Asset Ecosystem ETF (DECO) Performance
DECO total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +23.9% since Dec 31, 2025
- 1 year
- +7.7% total return
- Since first price
- +128.7% since 2024
DECO trailing returns vs SPY, QQQ, AGG
| Period | DECO total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −29.0% | −29.0% | −1.0% | −5.0% | +0.9% |
| 3 months | −28.7% | −28.7% | +3.2% | +1.9% | −0.4% |
| 6 months | −1.2% | −1.2% | +7.8% | +8.4% | −1.5% |
| YTD | +23.9% | +23.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +7.7% | +6.5% | +14.4% | +15.9% | −1.1% |
| Since inceptionSep 10, 2024 | +128.7% | +122.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DECO vs SPY
From Sep 10, 2024: DECO grew to $22,874, SPY to $14,211.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DECO returns by calendar year
1 of 1 full years positive. Best 2025 (+42.5%), worst 2025 (+42.5%). 2026 is year to date.
DECO annual returns table
| Year | DECO | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +23.9% | −32.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +42.5% | −45.2% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DECO largest drawdowns
Now 32.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 16, 2024 | −47.7% | Apr 8, 2025 | Sep 9, 2025 | 4 months | 9 months |
| Jun 22, 2026 | −32.1% | Oct 23, 2026 | not yet | 4 months | 4 months so far |
| Oct 15, 2025 | −25.6% | Mar 30, 2026 | Apr 17, 2026 | 5 months | 6 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DECO risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +63.0% |
| Volatility (annualized) | 55.6% |
| Sharpe ratio | 1.08 |
| Sortino ratio | 2.27 |
| Best month | +39.6% |
| Worst month | −19.8% |
| Best 12 months | +170.6% |
| Worst 12 months | +34.8% |
| Positive months | 62% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DECO rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 14 | +3.2% | +76.5% | +170.6% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
DECO performance overview
SPDR Galaxy Digital Asset Ecosystem ETF (DECO) returned +7.7% over the past year, with distributions reinvested. Since its first recorded price on Sep 10, 2024 it has returned +128.7%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −47.7%, from Dec 16, 2024 to Apr 8, 2025, and it took 5 months to get back to the old high. Volatility has been 55.6% a year.
Related: DECO chart, DECO holdings, DECO dividends. See the DECO overview for the latest quote and fund facts.
DECO performance FAQ
What is the DECO return over the past year?
DECO returned +7.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 6.5%.
How much would $10,000 invested in DECO be worth?
$10,000 invested in DECO at its first recorded close on September 10, 2024 would be worth about $22,874 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of DECO?
The largest peak-to-trough decline was −47.7% between December 16, 2024 and April 8, 2025. It recovered to the old high on September 9, 2025, 5 months after the bottom.
How volatile is DECO?
Over the past history DECO had an annualized volatility of 55.6% and a Sharpe ratio of 1.08 (excess return over 1–3 month T-bills per unit of risk).