SPDR Russell 1000 Low Volatility Focus ETF (ONEV)

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The chart shows the growth of an initial investment of $10,000 in SPDR Russell 1000 Low Volatility 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.

SPDR Russell 1000 Low Volatility Focus ETF (ONEV) has returned 1.18% so far this year and 7.84% over the past 12 months. Over the last ten years, ONEV has returned 10.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Dec 3, 2015, ONEV's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Mar 2020 at -18.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ONEV closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.4%.

SPDR Russell 1000 Low Volatility Focus ETF has an annualized alpha of 1.51%, beta of 0.81, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since December 04, 2015.

• This ETF participated in 93.42% of S&P 500 Index downside but only 90.64% of its upside — more exposed to losses than it benefited from rallies.

ONEV has an expense ratio of 0.20%, which is considered low.

ONEV ranks 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and compare them to a chosen benchmark (S&P 500 Index).

SPDR Russell 1000 Low Volatility Focus ETF provided a 1.85% dividend yield over the last twelve months, with an annual payout of $2.48 per share. The fund has been increasing its distributions for 4 consecutive years.

The table displays the monthly dividend distributions for SPDR Russell 1000 Low Volatility Focus ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the SPDR Russell 1000 Low Volatility 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 Low Volatility Focus ETF was 39.72%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current SPDR Russell 1000 Low Volatility Focus ETF drawdown is 5.76%.

The chart below shows the rolling one-month volatility.