SPDR Kensho New Economies Composite (KOMP) Performance
KOMP total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +5.3% since Dec 31, 2025
- 1 year
- −0.7% total return
- 5 years
- +1.0% a year
- Since first price
- +11.1% a year since 2018
KOMP trailing returns vs SPY, QQQ, AGG
| Period | KOMP total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −7.4% | −7.4% | −1.0% | −5.0% | +0.9% |
| 3 months | −5.7% | −5.9% | +3.2% | +1.9% | −0.4% |
| 6 months | −4.3% | −4.6% | +7.8% | +8.4% | −1.5% |
| YTD | +5.3% | +4.8% | +12.3% | +15.1% | −1.0% |
| 1 year | −0.7% | −2.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +74.0%+20.3%/yr | +67.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +5.2%+1.0%/yr | −1.7% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionOct 23, 2018 | +132.2%+11.1%/yr | +111.3% | — | — | — |
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: KOMP vs SPY
From Oct 23, 2018: KOMP grew to $23,220, SPY to $31,308.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
KOMP returns by calendar year
6 of 7 full years positive. Best 2020 (+61.3%), worst 2022 (−32.2%). 2026 is year to date.
KOMP annual returns table
| Year | KOMP | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +5.3% | −17.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +19.7% | −24.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +10.0% | −11.9% | +24.9% | +25.6% | +1.3% |
| 2023 | +20.1% | −23.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −32.2% | −36.1% | −18.2% | −32.6% | −13.0% |
| 2021 | +3.7% | −23.9% | +28.7% | +27.4% | −1.8% |
| 2020 | +61.3% | −38.3% | +18.3% | +48.6% | +7.5% |
| 2019 | +37.1% | −7.9% | +31.2% | +39.0% | +8.5% |
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.
KOMP largest drawdowns
Now 16.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 16, 2021 | −50.1% | Oct 27, 2023 | May 22, 2026 | 2.7 years | 5.3 years |
| Feb 19, 2020 | −38.3% | Mar 18, 2020 | Jul 15, 2020 | 28 days | 5 months |
| Nov 8, 2018 | −19.0% | Dec 24, 2018 | Feb 14, 2019 | 46 days | 3 months |
| Jun 2, 2026 | −17.5% | Oct 16, 2026 | not yet | 4 months | 5 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
KOMP risk statistics
| Statistic | 3 years | 5 years | Since 2018 |
|---|---|---|---|
| Annualized return | +20.4% | +3.2% | +12.2% |
| Volatility (annualized) | 22.4% | 24.1% | 24.7% |
| Sharpe ratio | 0.75 | 0.10 | 0.48 |
| Sortino ratio | 1.35 | 0.15 | 0.79 |
| Best month | +13.0% | +13.0% | +22.1% |
| Worst month | −8.2% | −13.0% | −16.3% |
| Best 12 months | +50.4% | +50.4% | +140.2% |
| Worst 12 months | −2.2% | −35.6% | −38.5% |
| Positive months | 56% | 50% | 57% |
| Beta vs S&P 500 | 1.56 | 1.34 | — |
| Correlation with S&P 500 | 0.87 | 0.87 | — |
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.
KOMP rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 85 | −38.5% | +14.1% | +140.2% | 74% |
| 3-year (a year) | 61 | −11.2% | +8.6% | +31.9% | 72% |
| 5-year (a year) | 37 | −1.5% | +8.4% | +13.3% | 95% |
Every holding period starting at a month-end since 2018. Returns for 3 years and longer are annualized.
KOMP performance overview
SPDR Kensho New Economies Composite (KOMP) returned −0.7% over the past year and +1.0% a year over five years, with distributions reinvested. Since its first recorded price in 2018 it has returned +11.1% a year, turning $10,000 into about $23,220. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −50.1%, from Feb 16, 2021 to Oct 27, 2023, and it took 2.6 years to get back to the old high. KOMP finished 6 of its 7 full calendar years with a gain; the best year was 2020 (+61.3%) and the worst 2022 (−32.2%). Volatility has been 24.7% a year.
Related: KOMP chart, KOMP holdings, KOMP dividends. See the KOMP overview for the latest quote and fund facts.
KOMP performance FAQ
What is the KOMP return over the past year?
KOMP returned −0.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 2.3%.
What is the average annual return of KOMP?
KOMP has returned +1.0% a year over 5 years, +11.1% a year since October 23, 2018 (total return, distributions reinvested).
How much would $10,000 invested in KOMP be worth?
$10,000 invested in KOMP at its first recorded close on October 23, 2018 would be worth about $23,220 on October 23, 2026 with distributions reinvested.
What was the worst year for KOMP?
The worst calendar year was 2022, with a total return of −32.2%. The best was 2020 at +61.3%.
What is the biggest drawdown of KOMP?
The largest peak-to-trough decline was −50.1% between February 16, 2021 and October 27, 2023. It recovered to the old high on May 22, 2026, 2.6 years after the bottom.
How volatile is KOMP?
Over the past 3 years KOMP had an annualized volatility of 22.4% and a Sharpe ratio of 0.75 (excess return over 1–3 month T-bills per unit of risk).