PortfoliosLab logoPortfoliosLab logo
ISIN
US78464A8392
CUSIP
78464A839
Inception Date
Nov 8, 2005
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P MidCap 400 Value Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$3B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

MDYV Performance Chart

SPDR S&P 400 Mid Cap Value ETF (MDYV) is up 11.1% since the beginning of the year. MDYV is currently trading at $93 per share. Investors who bought $1,000 worth of MDYV shares 5 years ago would now be looking at an investment worth $1,516.


Loading charts...

S&P 500 Index

Returns By Period

SPDR S&P 400 Mid Cap Value ETF (MDYV) has returned 11.09% so far this year and 22.24% over the past 12 months. Over the last ten years, MDYV has returned 10.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


SPDR S&P 400 Mid Cap Value ETF

1D
0.15%
1M
3.27%
YTD
11.09%
6M
9.04%
1Y
22.24%
3Y*
14.38%
5Y*
8.68%
10Y*
10.84%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDYV Monthly Returns History

Based on dividend-adjusted daily data since Nov 15, 2005, MDYV's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +16.6%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MDYV closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.11%2.39%-5.21%7.50%-0.07%2.32%11.09%
20253.92%-3.00%-4.39%-4.49%4.58%3.77%1.03%4.56%-0.13%-1.45%3.17%0.28%7.45%
2024-3.11%1.83%5.38%-6.00%4.80%-2.06%7.58%0.65%1.07%0.09%8.91%-6.86%11.48%
202311.48%-2.81%-5.40%-1.04%-3.62%9.67%4.46%-3.77%-5.78%-5.84%9.48%10.21%15.35%
2022-4.11%1.33%2.23%-6.71%2.09%-9.23%9.17%-2.82%-9.46%11.52%6.34%-5.13%-7.19%
20211.14%9.46%6.97%4.75%1.93%-2.89%-0.16%2.42%-3.72%4.44%-2.36%5.87%30.51%

Benchmark Metrics

SPDR S&P 400 Mid Cap Value ETF has an annualized alpha of 1.62%, beta of 0.89, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 15, 2005.

  • This ETF participated in 109.19% of S&P 500 Index downside but only 109.14% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.89 and R2 of 0.63, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.62%
Beta
0.89
0.63
Upside Capture
109.14%
Downside Capture
109.19%

Expense Ratio

MDYV has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

MDYV ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MDYV Risk / Return Rank: 4343
Overall Rank
MDYV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MDYV Sortino Ratio Rank: 4545
Sortino Ratio Rank
MDYV Omega Ratio Rank: 4040
Omega Ratio Rank
MDYV Calmar Ratio Rank: 4444
Calmar Ratio Rank
MDYV Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Value ETF (MDYV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDYVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.12

2.78

-0.66

Martin ratioReturn relative to average drawdown

7.31

12.44

-5.13

Dividends

Dividend History

SPDR S&P 400 Mid Cap Value ETF provided a 2.16% dividend yield over the last twelve months, with an annual payout of $2.01 per share.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.01$1.45$1.51$1.17$1.23$1.24$0.94$1.01$1.01$1.28$0.86$1.64

Dividend yield

2.16%1.72%1.89%1.59%1.90%1.74%1.69%1.83%2.28%2.48%1.83%4.31%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P 400 Mid Cap Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.38$0.00$0.00$0.42$0.80
2025$0.00$0.00$0.25$0.00$0.00$0.42$0.00$0.00$0.39$0.00$0.00$0.39$1.45
2024$0.00$0.00$0.28$0.00$0.00$0.39$0.00$0.00$0.36$0.00$0.00$0.48$1.51
2023$0.00$0.00$0.24$0.00$0.00$0.33$0.00$0.00$0.29$0.00$0.00$0.30$1.17
2022$0.00$0.00$0.25$0.00$0.00$0.33$0.00$0.00$0.32$0.00$0.00$0.33$1.23
2021$0.00$0.00$0.29$0.00$0.00$0.31$0.00$0.00$0.24$0.00$0.00$0.39$1.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P 400 Mid Cap Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR S&P 400 Mid Cap Value ETF was 60.71%, occurring on Mar 6, 2009. Recovery took 525 trading sessions.

The current SPDR S&P 400 Mid Cap Value ETF drawdown is 0.81%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.71%Mar 2009
1y 9mo2y 1mo
3y 10moJun 2007 - Apr 2011
COVID crash2020
-45.90%Mar 2020
2mo 6d8mo 16d
10mo 22dJan 2020 - Dec 2020
2011 bear market2011
-25.52%Sep 2011
4mo 23d5mo 25d
10mo 18dMay 2011 - Mar 2012
Rate-hike selloffLate 2018
-22.83%Dec 2018
3mo 26d10mo 16d
1y 2moAug 2018 - Nov 2019
2025 selloff2025
-22.58%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025

Drawdown Indicators


MDYVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.71%

-56.78%

-3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-9.10%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-18.90%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-25.43%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-33.92%

-11.98%

Current Drawdown

Current decline from peak

-0.81%

-1.80%

+0.99%

Average Drawdown

Average peak-to-trough decline

-8.60%

-10.71%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.03%

+1.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with MDYV

Add SPDR S&P 400 Mid Cap Value ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MDYV