SPDR Russell 1000 Momentum Focus ETF (ONEO)
ONEO is a passive ETF by State Street tracking the investment results of the Russell 1000 Momentum Focused Factor Index. ONEO launched on Dec 2, 2015 and has a 0.20% expense ratio.
ETF Info
US78468R7623
78468R762
Dec 2, 2015
North America (U.S.)
1x
Russell 1000 Momentum Focused Factor Index
Multi-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR Russell 1000 Momentum Focus ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SPDR Russell 1000 Momentum Focus ETF had a return of 21.35% year-to-date (YTD) and 30.82% in the last 12 months.
ONEO
21.35%
5.07%
14.12%
30.82%
12.37%
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of ONEO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.05% | 5.83% | 4.72% | -5.99% | 2.57% | -0.53% | 4.40% | 1.45% | 2.04% | -0.75% | 21.35% | ||
| 2023 | 6.94% | -2.52% | -1.15% | -0.34% | -3.94% | 9.25% | 2.95% | -2.22% | -4.41% | -5.13% | 9.85% | 7.01% | 15.65% |
| 2022 | -6.42% | -0.91% | 2.04% | -6.69% | 1.71% | -9.26% | 8.66% | -2.41% | -9.26% | 11.21% | 6.37% | -5.13% | -12.01% |
| 2021 | 0.19% | 4.56% | 5.47% | 4.44% | 1.33% | 0.13% | 1.04% | 2.97% | -4.25% | 5.63% | -2.10% | 5.06% | 26.72% |
| 2020 | -2.04% | -9.79% | -19.56% | 14.78% | 7.00% | 1.71% | 5.29% | 3.79% | -2.31% | -0.22% | 12.05% | 4.50% | 10.76% |
| 2019 | 9.44% | 3.56% | 0.55% | 3.27% | -6.96% | 7.11% | 1.40% | -2.41% | 2.28% | 1.21% | 3.39% | 1.86% | 26.53% |
| 2018 | 4.40% | -3.92% | -0.28% | -1.06% | 2.13% | -0.03% | 2.82% | 2.67% | -0.81% | -8.72% | 1.14% | -10.33% | -12.41% |
| 2017 | 2.50% | 2.94% | 0.26% | 1.07% | 0.00% | 0.48% | 2.03% | -0.03% | 3.19% | 2.28% | 3.90% | 0.84% | 21.16% |
| 2016 | -6.24% | 1.15% | 4.98% | 3.29% | 0.74% | 0.13% | 4.03% | -0.79% | 0.05% | -2.11% | 5.50% | 0.64% | 11.33% |
| 2015 | -0.89% | -0.89% |
Expense Ratio
ONEO has an expense ratio of 0.20%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of ONEO is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SPDR Russell 1000 Momentum Focus ETF (ONEO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SPDR Russell 1000 Momentum Focus ETF provided a 1.19% dividend yield over the last twelve months, with an annual payout of $1.50 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.50 | $1.63 | $1.60 | $1.26 | $1.09 | $1.28 | $1.08 | $5.59 | $1.18 | $0.06 |
Dividend yield | 1.19% | 1.56% | 1.74% | 1.19% | 1.28% | 1.63% | 1.72% | 7.69% | 1.82% | 0.10% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR Russell 1000 Momentum Focus ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $1.08 | |
| 2023 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.42 | $1.63 |
| 2022 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.46 | $1.60 |
| 2021 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.29 | $1.26 |
| 2020 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.33 | $1.09 |
| 2019 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.39 | $1.28 |
| 2018 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.30 | $1.08 |
| 2017 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $4.79 | $5.59 |
| 2016 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.39 | $1.18 |
| 2015 | $0.06 | $0.06 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR Russell 1000 Momentum Focus 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 Russell 1000 Momentum Focus ETF was 40.86%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current SPDR Russell 1000 Momentum Focus ETF drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.86% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -22.57% | Aug 30, 2018 | 80 | Dec 24, 2018 | 220 | Nov 12, 2019 | 300 |
| -22.4% | Nov 17, 2021 | 215 | Sep 26, 2022 | 301 | Dec 14, 2023 | 516 |
| -12.82% | Dec 8, 2015 | 12 | Jan 20, 2016 | 27 | Apr 18, 2016 | 39 |
| -8.8% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current SPDR Russell 1000 Momentum Focus ETF volatility is 4.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.