SPDR SSgA Multi-Asset Real Return ETF (RLY)
RLY is an actively managed ETF by State Street. RLY launched on Apr 25, 2012 and has a 0.50% expense ratio.
ETF Info
| ISIN | US78467V1035 |
|---|---|
| CUSIP | 78467V103 |
| Issuer | State Street |
| Inception Date | Apr 25, 2012 |
| Region | Developed Markets (Broad) |
| Category | Hedge Fund, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Alternatives |
Expense Ratio
RLY features an expense ratio of 0.50%, falling within the medium range.
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.
Popular comparisons: RLY vs. SECT, RLY vs. SDIV, RLY vs. VOO, RLY vs. JEPI, RLY vs. AOA, RLY vs. SCHD, RLY vs. SPY, RLY vs. GNR, RLY vs. SPHD, RLY vs. 1000
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR SSgA Multi-Asset Real Return 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 SSgA Multi-Asset Real Return ETF had a return of 5.25% year-to-date (YTD) and 10.55% in the last 12 months. Over the past 10 years, SPDR SSgA Multi-Asset Real Return ETF had an annualized return of 3.80%, while the S&P 500 had an annualized return of 11.39%, indicating that SPDR SSgA Multi-Asset Real Return ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.25% | 25.45% |
| 1 month | -2.99% | 2.91% |
| 6 months | -0.39% | 14.05% |
| 1 year | 10.55% | 35.64% |
| 5 years (annualized) | 8.06% | 14.13% |
| 10 years (annualized) | 3.80% | 11.39% |
Monthly Returns
The table below presents the monthly returns of RLY, 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 | -2.61% | 0.11% | 5.43% | -0.23% | 2.89% | -2.50% | 1.63% | 0.82% | 1.79% | -1.25% | 5.25% | ||
| 2023 | 4.65% | -4.48% | 0.57% | 0.65% | -6.63% | 3.89% | 5.18% | -2.46% | -1.09% | -2.67% | 3.81% | 1.94% | 2.59% |
| 2022 | 3.04% | 3.95% | 6.91% | -1.66% | 3.50% | -9.73% | 3.00% | -1.28% | -8.50% | 7.21% | 5.79% | -2.85% | 7.86% |
| 2021 | 0.33% | 6.03% | 1.72% | 4.39% | 3.67% | -0.22% | 0.88% | -0.45% | -0.05% | 4.89% | -4.87% | 4.98% | 22.85% |
| 2020 | -3.77% | -7.04% | -15.54% | 5.65% | 3.81% | 2.16% | 3.43% | 2.86% | -3.31% | -2.01% | 10.64% | 5.30% | -0.58% |
| 2019 | 8.13% | 1.26% | 1.04% | 0.60% | -4.03% | 5.12% | -1.21% | -1.95% | 1.64% | 1.09% | 0.16% | 3.30% | 15.62% |
| 2018 | 2.68% | -4.97% | 0.77% | 3.16% | 1.27% | -0.99% | 0.17% | -1.57% | 1.13% | -5.48% | -3.31% | -4.74% | -11.72% |
| 2017 | 1.31% | 0.17% | -0.82% | -1.10% | 0.03% | -0.40% | 3.33% | 0.12% | 1.50% | 1.27% | 1.06% | 3.58% | 10.40% |
| 2016 | -3.15% | 1.53% | 6.25% | 3.80% | -1.33% | 2.97% | 0.88% | -0.67% | 1.23% | -2.15% | 0.45% | 1.96% | 12.01% |
| 2015 | -0.60% | 2.87% | -3.75% | 3.51% | -1.51% | -2.39% | -4.46% | -4.08% | -4.11% | 4.60% | -2.67% | -3.06% | -15.05% |
| 2014 | -3.15% | 4.19% | 0.66% | 2.65% | 0.50% | 2.51% | -2.13% | 0.86% | -6.75% | -0.00% | -2.76% | -3.02% | -6.75% |
| 2013 | 1.53% | -2.57% | 0.19% | 0.16% | -3.65% | -3.98% | 1.62% | -1.13% | 3.18% | 2.50% | -1.66% | 1.00% | -3.07% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RLY is 29, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SPDR SSgA Multi-Asset Real Return ETF (RLY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SPDR SSgA Multi-Asset Real Return ETF provided a 3.55% dividend yield over the last twelve months, with an annual payout of $1.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.00 | $1.01 | $1.56 | $3.28 | $0.53 | $0.88 | $0.63 | $0.49 | $0.51 | $0.40 | $0.50 | $0.63 |
Dividend yield | 3.55% | 3.70% | 5.66% | 12.15% | 2.16% | 3.46% | 2.76% | 1.85% | 2.07% | 1.80% | 1.89% | 2.15% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR SSgA Multi-Asset Real Return 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 | $0.03 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.46 | |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.55 | $1.01 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $1.01 | $1.56 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $2.93 | $3.28 |
| 2020 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.26 | $0.53 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.47 | $0.88 |
| 2018 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.29 | $0.63 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.23 | $0.49 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.25 | $0.51 |
| 2015 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.14 | $0.40 |
| 2014 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.14 | $0.50 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.28 | $0.63 |
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 SSgA Multi-Asset Real Return 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 SSgA Multi-Asset Real Return ETF was 37.74%, occurring on Mar 18, 2020. Recovery took 235 trading sessions.
The current SPDR SSgA Multi-Asset Real Return ETF drawdown is 3.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.74% | Jul 7, 2014 | 1436 | Mar 18, 2020 | 235 | Feb 23, 2021 | 1671 |
| -18.94% | Jun 8, 2022 | 76 | Sep 26, 2022 | 506 | Oct 1, 2024 | 582 |
| -12.53% | Sep 17, 2012 | 190 | Jun 24, 2013 | 224 | May 14, 2014 | 414 |
| -9.23% | May 2, 2012 | 18 | Jun 4, 2012 | 56 | Sep 6, 2012 | 74 |
| -8.5% | Apr 19, 2022 | 16 | May 10, 2022 | 19 | Jun 7, 2022 | 35 |
Volatility
Volatility Chart
The current SPDR SSgA Multi-Asset Real Return ETF volatility is 2.67%, 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.