- ISIN
- US78468R7623
- CUSIP
- 78468R762
- Issuer
- State Street
- Inception Date
- Dec 2, 2015
- Region
- North America (U.S.)
- Category
- Momentum, Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 1000 Momentum Focused Factor Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $29M
Share Price Chart
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Performance
ONEO Performance Chart
SPDR Russell 1000 Momentum Focus ETF (ONEO) is up 18.1% since the beginning of the year. ONEO is currently trading at $152 per share. Investors who bought $1,000 worth of ONEO shares 5 years ago would now be looking at an investment worth $1,706.
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Returns By Period
SPDR Russell 1000 Momentum Focus ETF (ONEO) has returned 18.09% so far this year and 28.38% over the past 12 months. Over the last ten years, ONEO has returned 12.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.
SPDR Russell 1000 Momentum Focus ETF
- 1D
- 0.87%
- 1M
- 3.48%
- YTD
- 18.09%
- 6M
- 17.15%
- 1Y
- 28.38%
- 3Y*
- 18.04%
- 5Y*
- 11.28%
- 10Y*
- 12.05%
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
ONEO Monthly Returns History
Based on dividend-adjusted daily data since Dec 3, 2015, ONEO's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.8%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ONEO closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.16% | 4.34% | -5.02% | 8.05% | 4.01% | 1.79% | 18.09% | ||||||
| 2025 | 4.12% | -2.46% | -3.99% | -1.10% | 5.16% | 3.38% | 0.85% | 2.72% | 1.01% | -1.01% | 1.61% | 0.26% | 10.61% |
| 2024 | -0.05% | 5.83% | 4.72% | -5.99% | 2.57% | -0.53% | 4.40% | 1.45% | 2.04% | -0.75% | 8.61% | -7.10% | 15.01% |
| 2023 | 6.94% | -2.52% | -1.15% | -0.34% | -3.94% | 9.24% | 2.95% | -2.22% | -4.41% | -4.30% | 8.90% | 7.01% | 15.64% |
| 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% |
Benchmark Metrics
SPDR Russell 1000 Momentum Focus ETF has an annualized alpha of -0.07%, beta of 0.93, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since December 03, 2015.
- This ETF participated in 100.88% of S&P 500 Index downside but only 95.80% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.81, 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
- -0.07%
- Beta
- 0.93
- R²
- 0.81
- Upside Capture
- 95.80%
- Downside Capture
- 100.88%
Expense Ratio
ONEO has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
ONEO ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR Russell 1000 Momentum Focus ETF (ONEO) 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.
| ONEO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 2.66 | +1.24 |
| Martin ratioReturn relative to average drawdown | 15.28 | 11.86 | +3.42 |
Dividends
Dividend History
SPDR Russell 1000 Momentum Focus ETF provided a 1.16% dividend yield over the last twelve months, with an annual payout of $1.76 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.76 | $1.67 | $1.54 | $1.63 | $1.59 | $1.26 | $1.09 | $1.28 | $1.08 | $5.60 | $1.18 | $0.10 |
Dividend yield | 1.16% | 1.29% | 1.30% | 1.56% | 1.73% | 1.19% | 1.28% | 1.64% | 1.72% | 7.69% | 1.82% | 0.17% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.00 | $0.49 | ||||||
| 2025 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.45 | $1.67 |
| 2024 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.46 | $1.54 |
| 2023 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.30 | $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 | $1.59 |
| 2021 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.28 | $1.26 |
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.
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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 0.77%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.86%Mar 2020 | 2mo 2d | 7mo 21d | 9mo 23dJan 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -22.57%Dec 2018 | 3mo 26d | 10mo 23d | 1y 2moAug 2018 - Nov 2019 |
Bear market2022 | -22.39%Sep 2022 | 10mo 13d | 1y 2mo | 2y 27dNov 2021 - Dec 2023 |
2025 selloff2025 | -19.72%Apr 2025 | 4mo 13d | 4mo 7d | 8mo 20dNov 2024 - Aug 2025 |
2016 correction2016 | -12.76%Jan 2016 | 1mo 13d | 2mo 29d | 4mo 12dDec 2015 - Apr 2016 |
Drawdown Indicators
| ONEO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.86% | -56.78% | +15.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.37% | -9.10% | +1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | -18.90% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.39% | -25.43% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.86% | -33.92% | -6.94% |
Current DrawdownCurrent decline from peak | -0.77% | -2.49% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -10.72% | +5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.03% | -0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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