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SPDR Russell 1000 Low Volatility Focus ETF (ONEV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R7540

CUSIP

78468R754

Inception Date

Dec 2, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell 1000 Low Volatility Focused Factor (TR)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

SPDR Russell 1000 Low Volatility Focus ETF (ONEV) returned 3.57% year-to-date (YTD) and 8.60% over the past 12 months.


ONEV

YTD

3.57%

1M

7.91%

6M

0.26%

1Y

8.60%

5Y*

16.47%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of ONEV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.20%-0.28%-1.41%-2.03%4.19%3.57%
2024-0.43%4.24%4.94%-5.64%2.49%-1.13%6.11%2.28%1.62%-1.74%6.19%-6.75%11.76%
20235.86%-2.45%-0.25%0.23%-4.51%7.91%2.89%-2.33%-3.43%-3.41%7.59%5.59%13.28%
2022-5.68%-1.37%3.65%-5.13%1.35%-6.72%7.69%-3.86%-8.95%9.65%7.07%-4.05%-8.16%
2021-0.89%4.79%6.94%4.47%1.36%-0.74%2.23%2.35%-4.72%5.26%-1.86%7.46%29.19%
2020-1.54%-9.85%-17.99%11.68%5.67%0.65%5.06%3.47%-2.29%0.20%11.27%4.17%6.66%
20198.78%3.67%0.84%3.82%-4.74%6.80%1.12%-2.20%3.35%1.17%3.37%1.77%30.66%
20183.39%-3.36%-0.79%-0.59%1.28%1.82%2.54%2.61%0.14%-5.26%2.21%-8.67%-5.30%
20172.14%4.01%-0.23%0.47%0.19%1.26%0.90%-1.03%2.04%1.72%4.89%0.53%18.12%
2016-4.17%1.67%8.00%0.26%1.04%-0.37%5.58%-0.05%-0.85%-2.56%5.10%-0.67%13.02%
2015-0.85%-0.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ONEV is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ONEV is 5858
Overall Rank
The Sharpe Ratio Rank of ONEV is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ONEV is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ONEV is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ONEV is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR Russell 1000 Low Volatility Focus ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.58
  • 5-Year: 1.03
  • All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR Russell 1000 Low Volatility Focus ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

SPDR Russell 1000 Low Volatility Focus ETF provided a 1.86% dividend yield over the last twelve months, with an annual payout of $2.41 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$1.00$2.00$3.00$4.00$5.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$2.41$2.36$2.05$1.85$1.65$1.68$1.79$1.44$5.02$1.33$0.05

Dividend yield

1.86%1.88%1.79%1.80%1.44%1.87%2.07%2.14%6.91%2.02%0.08%

Monthly Dividends

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.51$0.00$0.00$0.51
2024$0.00$0.00$0.46$0.00$0.00$0.53$0.00$0.00$0.56$0.00$0.00$0.82$2.36
2023$0.00$0.00$0.42$0.00$0.00$0.50$0.00$0.00$0.48$0.00$0.00$0.65$2.05
2022$0.00$0.00$0.38$0.00$0.00$0.42$0.00$0.00$0.47$0.00$0.00$0.59$1.85
2021$0.00$0.00$0.38$0.00$0.00$0.37$0.00$0.00$0.40$0.00$0.00$0.50$1.65
2020$0.00$0.00$0.41$0.00$0.00$0.36$0.00$0.00$0.32$0.00$0.00$0.59$1.68
2019$0.00$0.00$0.33$0.00$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.66$1.79
2018$0.00$0.00$0.28$0.00$0.00$0.36$0.00$0.00$0.38$0.00$0.00$0.42$1.44
2017$0.00$0.00$0.28$0.00$0.00$0.31$0.00$0.00$0.32$0.00$0.00$4.11$5.02
2016$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.32$0.00$0.00$0.38$1.33
2015$0.05$0.05

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 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 3.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.72%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-18.52%Dec 30, 2021190Sep 30, 2022199Jul 19, 2023389
-16.83%Sep 24, 201858Dec 24, 201866Apr 1, 2019124
-14.81%Dec 2, 202487Apr 8, 2025
-10.97%Dec 8, 201519Jan 20, 201625Mar 16, 201644

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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