Janus Henderson U.S. Sustainable Equity ETF (SSPX) Performance
SSPX total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −27.1% since Dec 31, 2025
- 1 year
- −30.4% total return
- 5 years
- −16.3% a year
- Since first price
- −15.8% a year since 2021
SSPX trailing returns vs SPY, QQQ, AGG
| Period | SSPX total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.8% | +3.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −7.7% | −7.7% | +3.2% | +1.9% | −0.4% |
| 6 months | −18.2% | −18.2% | +7.8% | +8.4% | −1.5% |
| YTD | −27.1% | −27.1% | +12.3% | +15.1% | −1.0% |
| 1 year | −30.4% | −30.4% | +14.4% | +15.9% | −1.1% |
| 3 years | −49.8%−20.5%/yr | −50.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | −58.9%−16.3%/yr | −59.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionSep 8, 2021 | −58.6%−15.8%/yr | −59.2% | — | — | — |
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: SSPX vs SPY
From Sep 8, 2021: SSPX grew to $4,142, SPY to $18,078.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SSPX returns by calendar year
2 of 4 full years positive. Best 2023 (+24.5%), worst 2025 (−47.4%). 2026 is year to date.
SSPX annual returns table
| Year | SSPX | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −27.1% | −46.7% | +12.3% | +15.1% | −1.0% |
| 2025 | −47.4% | −57.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +13.4% | −9.9% | +24.9% | +25.6% | +1.3% |
| 2023 | +24.5% | −12.3% | +26.2% | +54.9% | +5.7% |
| 2022 | −26.7% | −32.8% | −18.2% | −32.6% | −13.0% |
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.
SSPX largest drawdowns
Now 67.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 7, 2025 | −70.2% | Oct 6, 2026 | not yet | 12 months | 1.0 years so far |
| Nov 16, 2021 | −34.0% | Oct 14, 2022 | Mar 7, 2024 | 11 months | 2.3 years |
| Dec 4, 2024 | −15.7% | Apr 8, 2025 | May 16, 2025 | 4 months | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SSPX risk statistics
| Statistic | 3 years | 5 years |
|---|---|---|
| Annualized return | −21.8% | −15.5% |
| Volatility (annualized) | 39.2% | 33.4% |
| Sharpe ratio | -0.46 | -0.39 |
| Sortino ratio | -0.50 | -0.43 |
| Best month | +14.5% | +14.5% |
| Worst month | −54.1% | −54.1% |
| Best 12 months | +33.3% | +33.3% |
| Worst 12 months | −67.6% | −67.6% |
| Positive months | 67% | 58% |
| Beta vs S&P 500 | -0.27 | 0.56 |
| Correlation with S&P 500 | -0.08 | 0.26 |
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.
SSPX rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 50 | −67.6% | +7.5% | +33.3% | 60% |
| 3-year (a year) | 26 | −23.7% | −3.6% | +20.4% | 50% |
| 5-year (a year) | 2 | −16.4% | −15.9% | −15.5% | 0% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
SSPX performance overview
Janus Henderson U.S. Sustainable Equity ETF (SSPX) returned −30.4% over the past year and −16.3% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned −15.8% a year, turning $10,000 into about $4,142. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −70.2%, from Oct 7, 2025 to Oct 6, 2026; the fund has not yet regained that high. SSPX finished 2 of its 4 full calendar years with a gain; the best year was 2023 (+24.5%) and the worst 2025 (−47.4%). Volatility has been 33.4% a year.
Related: SSPX chart. See the SSPX overview for the latest quote and fund facts.
SSPX performance FAQ
What is the SSPX return over the past year?
SSPX returned −30.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 30.4%.
What is the average annual return of SSPX?
SSPX has returned −16.3% a year over 5 years, −15.8% a year since September 8, 2021 (total return, distributions reinvested).
How much would $10,000 invested in SSPX be worth?
$10,000 invested in SSPX at its first recorded close on September 8, 2021 would be worth about $4,142 on October 23, 2026 with distributions reinvested.
What was the worst year for SSPX?
The worst calendar year was 2025, with a total return of −47.4%. The best was 2023 at +24.5%.
What is the biggest drawdown of SSPX?
The largest peak-to-trough decline was −70.2% between October 7, 2025 and October 6, 2026. It has not yet recovered to that high; it is 67.7% below its peak.
How volatile is SSPX?
Over the past 3 years SSPX had an annualized volatility of 39.2% and a Sharpe ratio of -0.46 (excess return over 1–3 month T-bills per unit of risk).