Stratified LargeCap ETF (SSPY) Performance
SSPY total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +15.5% since Dec 31, 2025
- 1 year
- +16.6% total return
- 5 years
- +9.6% a year
- 10 years
- +12.6% a year
- Since first price
- +11.4% a year since 2014
SSPY trailing returns vs SPY, QQQ, AGG
| Period | SSPY total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.9% | +2.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +4.1% | +4.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.0% | +8.0% | +7.8% | +8.4% | −1.5% |
| YTD | +15.5% | +15.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.6% | +15.0% | +14.4% | +15.9% | −1.1% |
| 3 years | +69.6%+19.2%/yr | +59.0% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +58.4%+9.6%/yr | +44.4% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +228.3%+12.6%/yr | +189.9% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionDec 31, 2014 | +257.8%+11.4%/yr | +216.0% | — | — | — |
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: SSPY vs SPY
From Dec 31, 2014: SSPY grew to $35,782, SPY to $44,874.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SSPY returns by calendar year
8 of 11 full years positive. Best 2019 (+28.9%), worst 2022 (−9.2%). 2026 is year to date.
SSPY annual returns table
| Year | SSPY | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +15.5% | −7.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +12.9% | −15.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +13.4% | −6.5% | +24.9% | +25.6% | +1.3% |
| 2023 | +13.7% | −12.2% | +26.2% | +54.9% | +5.7% |
| 2022 | −9.2% | −19.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +28.8% | −5.8% | +28.7% | +27.4% | −1.8% |
| 2020 | +12.2% | −36.7% | +18.3% | +48.6% | +7.5% |
| 2019 | +28.9% | −6.9% | +31.2% | +39.0% | +8.5% |
| 2018 | −6.6% | −13.2% | −4.6% | −0.1% | +0.1% |
| 2017 | +19.7% | −0.6% | +21.7% | +32.7% | +3.6% |
| 2016 | +14.1% | −5.4% | +12.0% | +7.1% | +2.4% |
| 2015 | −1.4% | −9.5% | +1.2% | +9.4% | +0.5% |
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.
SSPY largest drawdowns
Now 1.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 12, 2020 | −36.7% | Mar 23, 2020 | Nov 9, 2020 | 40 days | 9 months |
| Jan 4, 2022 | −19.6% | Sep 30, 2022 | Dec 13, 2023 | 9 months | 1.9 years |
| Nov 29, 2024 | −16.2% | Apr 8, 2025 | Jul 1, 2025 | 4 months | 7 months |
| Oct 30, 2018 | −13.2% | Dec 31, 2018 | Apr 1, 2019 | 2 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.
SSPY risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2014 |
|---|---|---|---|---|
| Annualized return | +16.2% | +9.8% | +12.1% | +11.0% |
| Volatility (annualized) | 12.0% | 15.2% | 15.9% | 15.4% |
| Sharpe ratio | 0.95 | 0.46 | 0.66 | 0.63 |
| Sortino ratio | 1.58 | 0.71 | 1.00 | 0.98 |
| Best month | +8.2% | +10.2% | +14.5% | +14.5% |
| Worst month | −5.7% | −9.1% | −16.2% | −16.2% |
| Best 12 months | +29.5% | +29.5% | +67.1% | +67.1% |
| Worst 12 months | +5.1% | −11.3% | −16.2% | −16.2% |
| Positive months | 67% | 58% | 66% | 66% |
| Beta vs S&P 500 | 0.78 | 0.87 | 0.97 | — |
| Correlation with S&P 500 | 0.80 | 0.90 | 0.93 | — |
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.
SSPY rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 131 | −16.2% | +12.2% | +67.1% | 86% |
| 3-year (a year) | 107 | +0.5% | +12.1% | +23.0% | 100% |
| 5-year (a year) | 83 | +3.4% | +11.6% | +17.9% | 100% |
| 10-year (a year) | 23 | +10.2% | +12.1% | +13.4% | 100% |
Every holding period starting at a month-end since 2014. Returns for 3 years and longer are annualized.
SSPY performance overview
Stratified LargeCap ETF (SSPY) returned +16.6% over the past year and +12.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2014 it has returned +11.4% a year, turning $10,000 into about $35,782. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −36.7%, from Feb 12, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. SSPY finished 8 of its 11 full calendar years with a gain; the best year was 2019 (+28.9%) and the worst 2022 (−9.2%). Volatility has been 15.4% a year.
Related: SSPY chart, SSPY holdings, SSPY dividends, SSPY valuation. See the SSPY overview for the latest quote and fund facts.
SSPY performance FAQ
What is the SSPY return over the past year?
SSPY returned +16.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.0%.
What is the average annual return of SSPY?
SSPY has returned +9.6% a year over 5 years, +12.6% a year over 10 years, +11.4% a year since December 31, 2014 (total return, distributions reinvested).
How much would $10,000 invested in SSPY be worth?
$10,000 invested in SSPY at its first recorded close on December 31, 2014 would be worth about $35,782 on October 23, 2026 with distributions reinvested.
What was the worst year for SSPY?
The worst calendar year was 2022, with a total return of −9.2%. The best was 2019 at +28.9%.
What is the biggest drawdown of SSPY?
The largest peak-to-trough decline was −36.7% between February 12, 2020 and March 23, 2020. It recovered to the old high on November 9, 2020, 8 months after the bottom.
How volatile is SSPY?
Over the past 3 years SSPY had an annualized volatility of 12.0% and a Sharpe ratio of 0.95 (excess return over 1–3 month T-bills per unit of risk).