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SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC)

36.49 +0.09 (+0.25%)
As of 1:22:51 PM EST. Market Open.

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to exceed the minimum standards for a “Paris-Aligned Benchmark” under the EU BMR. A Paris-Aligned Benchmark is designed to align with a principal objective of the Paris Agreement to limit the increase in the global average temperature to well below 2 degrees Celsius above pre-industrial levels.

Risk Overview

Performance & Risk

YTD Return 17.01%
5y Average Return 10.12%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
NZACCategory AverageNZACCategory AverageNZACCategory Average
Alpha -0.48 -0.93 -0.23 -1.01 0 -0.4
BETA 1.03 0.98 1.01 0.98 1.01 0.95
Mean Annual Return 0.7 0.64 1.02 0.92 0.84 0.77
R-squared 99.14 92.37 99.51 93.03 99.62 92.1
Standard Deviation 16.96 16.79 17.72 17.68 14.98 14.72
Sharpe Ratio 0.26 0.23 0.55 0.48 0.55 0.51
Treynor Ratio 3 2.59 8.51 7.57 7.45 7.01

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