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SPDR Russell 1000 Yield Focus ETF (ONEY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US78468R7706
CUSIP
78468R770
Inception Date
Dec 2, 2015
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Russell 1000 Yield Focused Factor Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

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 Yield 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.


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S&P 500 Index

Returns By Period

SPDR Russell 1000 Yield Focus ETF (ONEY) has returned 6.46% so far this year and 13.49% over the past 12 months. Over the last ten years, ONEY has returned 11.41% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


SPDR Russell 1000 Yield Focus ETF

1D
1.31%
1M
-4.15%
YTD
6.46%
6M
7.75%
1Y
13.49%
3Y*
11.93%
5Y*
9.12%
10Y*
11.41%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 3, 2015, ONEY's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +18.7%, while the worst month was Mar 2020 at -24.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ONEY closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 12, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.21%5.56%-4.15%6.46%
20252.59%0.70%-2.17%-4.67%3.09%1.72%1.55%4.79%-0.99%-1.44%2.66%0.03%7.74%
2024-2.24%3.34%7.58%-4.91%3.28%-1.93%5.62%2.02%1.17%-1.39%6.12%-6.51%11.63%
20237.28%-2.81%-2.68%-0.23%-5.94%8.58%5.54%-3.98%-4.51%-4.14%7.92%7.38%11.12%
2022-1.60%-0.58%3.93%-3.47%2.07%-10.03%7.71%-2.54%-10.15%11.02%7.06%-4.59%-3.60%
20211.46%11.68%6.27%4.06%3.76%-1.57%0.18%2.53%-3.65%3.68%-2.54%7.14%37.11%

Benchmark Metrics

SPDR Russell 1000 Yield Focus ETF has an annualized alpha of 2.24%, beta of 0.84, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since December 04, 2015.

  • This ETF generated an annualized alpha of 2.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.24%
Beta
0.84
0.57
Upside Capture
99.66%
Downside Capture
100.88%

Expense Ratio

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


Return for Risk

Risk / Return Rank

ONEY ranks 42 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.


ONEY Risk / Return Rank: 4242
Overall Rank
ONEY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ONEY Sortino Ratio Rank: 4242
Sortino Ratio Rank
ONEY Omega Ratio Rank: 4040
Omega Ratio Rank
ONEY Calmar Ratio Rank: 4141
Calmar Ratio Rank
ONEY Martin Ratio Rank: 4747
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 Russell 1000 Yield Focus ETF (ONEY) and compare them to a chosen benchmark (S&P 500 Index).


ONEYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.90

-0.10

Sortino ratio

Return per unit of downside risk

1.23

1.39

-0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.11

1.40

-0.29

Martin ratio

Return relative to average drawdown

4.67

6.61

-1.94

Explore ONEY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

SPDR Russell 1000 Yield Focus ETF provided a 3.02% dividend yield over the last twelve months, with an annual payout of $3.62 per share. The fund has been increasing its distributions for 5 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.62$3.58$3.46$3.16$2.97$2.47$2.06$2.42$2.30$7.52$4.25$0.17

Dividend yield

3.02%3.15%3.18%3.14%3.17%2.46%2.74%3.17%3.72%10.73%6.31%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Russell 1000 Yield Focus 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$0.82$0.82
2025$0.00$0.00$0.77$0.00$0.00$0.92$0.00$0.00$0.91$0.00$0.00$0.97$3.58
2024$0.00$0.00$0.77$0.00$0.00$0.91$0.00$0.00$0.92$0.00$0.00$0.86$3.46
2023$0.00$0.00$0.72$0.00$0.00$0.79$0.00$0.00$0.82$0.00$0.00$0.82$3.16
2022$0.00$0.00$0.61$0.00$0.00$0.78$0.00$0.00$0.80$0.00$0.00$0.78$2.97
2021$0.00$0.00$0.75$0.00$0.00$0.54$0.00$0.00$0.71$0.00$0.00$0.47$2.47

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 Yield 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 Yield Focus ETF was 46.80%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current SPDR Russell 1000 Yield Focus ETF drawdown is 4.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.8%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-18.93%Apr 21, 2022113Sep 30, 202285Feb 2, 2023198
-18.75%Sep 24, 201864Dec 24, 2018145Jul 24, 2019209
-17.5%Nov 26, 202490Apr 8, 202594Aug 22, 2025184
-13.69%Feb 3, 2023185Oct 27, 202333Dec 14, 2023218

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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