RLY Performance — State Street(R) Multi-Asset Real Return ETF
Data updated: 2026-09-11
RLY returned +10.79% year to date and +22.40% over one year to Jun 2026. Annualised returns are +12.56% over 3 years and +9.70% over 5 years. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $143, against $143 for the category, and to $122 over one year, against $116. Volatility over the past three years was 10.12% a year. In the 12 months to Jun 2026 the fund took in a net $573.3M, and assets reached $1.16B.
RLY Growth of $100
What $100 invested in State Street(R) Multi-Asset Real Return ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | RLY | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $122 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $143 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $159 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $190 | $173 |
RLY Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.79% |
| 1 year | +22.40% |
| 3 years (annualised) | +12.56% |
| 5 years (annualised) | +9.70% |
RLY Annual Returns
Calendar-year total returns of State Street(R) Multi-Asset Real Return ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +10.79% |
| 2025 | +20.32% |
| 2024 | +2.35% |
| 2023 | +2.72% |
| 2022 | +7.57% |
| 2021 | +23.09% |
| 2020 | −0.86% |
| 2019 (Jul–Dec) | +3.38% |
RLY Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.7% | +6.6% | +0.4% | +2.6% | −1.8% | −4.6% | — | — | — | — | — | — |
| 2025 | +3.0% | +0.4% | +2.2% | −2.2% | +2.5% | +2.9% | +0.5% | +3.7% | +2.0% | +0.2% | +2.7% | +1.0% |
| 2024 | −2.6% | 0.0% | +5.4% | −0.3% | +3.1% | −2.5% | +1.6% | +0.7% | +1.8% | −1.2% | +1.4% | −4.6% |
| 2023 | +4.6% | −4.4% | +0.7% | +0.4% | −6.4% | +3.9% | +5.2% | −2.4% | −1.3% | −2.7% | +3.8% | +2.1% |
| 2022 | +2.8% | +4.0% | +7.0% | −1.8% | +3.6% | −9.8% | +3.0% | −1.3% | −8.4% | +7.1% | +5.8% | −2.9% |
| 2021 | +0.4% | +5.8% | +1.8% | +4.5% | +3.6% | −0.2% | +0.8% | −0.4% | +0.2% | +4.8% | −4.9% | +5.2% |
| 2020 | −3.8% | −6.7% | −16.4% | +6.4% | +3.9% | +1.9% | +3.6% | +2.7% | −3.3% | −1.8% | +10.4% | +5.2% |
| 2019 | — | — | — | — | — | — | −1.0% | −1.7% | +1.3% | +1.4% | −0.2% | +3.6% |
RLY Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 10.12%
- 3-year Sharpe ratio: 0.80 (vs 4.5% risk-free rate)
- Best month: +7.73% (Jan 2026)
- Worst month: −4.60% (Dec 2024)
RLY Fund Flows
Monthly money in and out of State Street(R) Multi-Asset Real Return ETF, from SEC Form N-PORT.
- 12-month net flow: $573.3M
- 12-month gross sales (incl. reinvestments): $619.9M
- Sales ÷ redemptions: 13.30×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $50.3M | $33.1M | $17.2M |
| May 2026 | $39.8M | $0 | $39.8M |
| Apr 2026 | $166.8M | $0 | $166.8M |
| Mar 2026 | $129.4M | $0 | $129.4M |
| Feb 2026 | $108.2M | $1.7M | $106.5M |
| Jan 2026 | $28.0M | $9.1M | $18.9M |
| Dec 2025 | $11.1M | $0 | $11.1M |
| Nov 2025 | $10.0M | $619K | $9.4M |
| Oct 2025 | $22.1M | $0 | $22.1M |
| Sep 2025 | $9.2M | $1.2M | $8.0M |
| Aug 2025 | $36.5M | $0 | $36.5M |
| Jul 2025 | $8.5M | $891K | $7.6M |
RLY Assets Under Management
Net assets of State Street(R) Multi-Asset Real Return ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.16B |
| 2026-03-31 | $997.63M |
| 2025-12-31 | $639.87M |
| 2025-09-30 | $586.78M |
| 2025-06-30 | $503.19M |
| 2025-03-31 | $487.73M |
| 2024-12-31 | $487.36M |
| 2024-09-30 | $508.14M |
| 2024-06-30 | $512.69M |
| 2024-03-31 | $542.02M |
| 2023-12-31 | $513.99M |
| 2023-09-30 | $517.36M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.