- ISIN
- US78464A2015
- CUSIP
- 78464A201
- Issuer
- State Street
- Inception Date
- Sep 25, 2000
- Region
- North America (U.S.)
- Category
- Small Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P SmallCap 600 Growth Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Micro-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $5B
Share Price Chart
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Performance
SLYG Performance Chart
SPDR S&P 600 Small Cap Growth ETF (SLYG) is up 21.9% since the beginning of the year. SLYG is currently trading at $114 per share. Investors who bought $1,000 worth of SLYG shares 5 years ago would now be looking at an investment worth $1,376.
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Returns By Period
SPDR S&P 600 Small Cap Growth ETF (SLYG) has returned 21.87% so far this year and 34.08% over the past 12 months. Over the last ten years, SLYG has returned 11.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SPDR S&P 600 Small Cap Growth ETF
- 1D
- 0.35%
- 1M
- 6.00%
- YTD
- 21.87%
- 6M
- 17.87%
- 1Y
- 34.08%
- 3Y*
- 16.89%
- 5Y*
- 6.59%
- 10Y*
- 11.75%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SLYG Monthly Returns History
Based on dividend-adjusted daily data since Oct 2, 2000, SLYG's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +19.4%, while the worst month was Oct 2008 at -24.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SLYG closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.2%, while the worst single day was Mar 16, 2020 at -14.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.82% | 2.90% | -4.71% | 11.62% | 1.04% | 5.14% | 21.87% | ||||||
| 2025 | 3.92% | -5.89% | -5.82% | -2.77% | 6.13% | 3.91% | 0.50% | 5.36% | 0.60% | -1.39% | 2.47% | -1.04% | 5.20% |
| 2024 | -2.56% | 4.23% | 2.92% | -4.61% | 5.35% | -1.76% | 10.13% | -1.90% | 0.69% | -3.45% | 11.27% | -9.31% | 9.38% |
| 2023 | 7.39% | -0.82% | -3.87% | -3.19% | 0.08% | 8.09% | 5.00% | -3.43% | -5.82% | -4.97% | 7.44% | 12.16% | 17.27% |
| 2022 | -10.16% | 0.47% | 0.22% | -9.48% | 1.42% | -8.09% | 11.67% | -4.64% | -9.02% | 9.86% | 4.44% | -7.20% | -21.26% |
| 2021 | 6.19% | 4.34% | 1.55% | 1.81% | 0.16% | 1.56% | -0.21% | 2.17% | -3.55% | 4.18% | -1.99% | 4.63% | 22.42% |
Benchmark Metrics
SPDR S&P 600 Small Cap Growth ETF has an annualized alpha of 1.39%, beta of 1.05, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 02, 2000.
- This ETF captured 128.64% of S&P 500 Index gains and 119.85% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.05 and R2 of 0.71, 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
- 1.39%
- Beta
- 1.05
- R²
- 0.71
- Upside Capture
- 128.64%
- Downside Capture
- 119.85%
Expense Ratio
SLYG has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
SLYG ranks 65 for risk / return — better than 65% 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 S&P 600 Small Cap Growth ETF (SLYG) 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.
| SLYG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 2.78 | +0.98 |
| Martin ratioReturn relative to average drawdown | 13.24 | 12.44 | +0.81 |
Dividends
Dividend History
SPDR S&P 600 Small Cap Growth ETF provided a 0.88% dividend yield over the last twelve months, with an annual payout of $1.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.00 | $0.81 | $1.10 | $0.99 | $0.86 | $0.63 | $0.54 | $0.70 | $0.57 | $2.69 | $0.59 | $2.48 |
Dividend yield | 0.88% | 0.86% | 1.22% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR S&P 600 Small Cap Growth 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 | $0.18 | $0.00 | $0.00 | $0.23 | $0.41 | ||||||
| 2025 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.12 | $0.81 |
| 2024 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.37 | $1.10 |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.27 | $0.99 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.29 | $0.86 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.24 | $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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR S&P 600 Small Cap Growth 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 S&P 600 Small Cap Growth ETF was 62.92%, occurring on Oct 9, 2002. Recovery took 1097 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -62.92%Oct 2002 | 2y 7d | 4y 4mo | 6y 4moOct 2000 - Feb 2007 |
Financial crisis2007–2009 | -59.43%Mar 2009 | 1y 5mo | 1y 8mo | 3y 1moOct 2007 - Dec 2010 |
COVID crash2020 | -41.86%Mar 2020 | 1y 6mo | 7mo 28d | 2y 2moSep 2018 - Nov 2020 |
Bear market2022 | -29.18%Jun 2022 | 7mo 9d | 2y 1mo | 2y 8moNov 2021 - Jul 2024 |
2025 selloff2025 | -27.39%Apr 2025 | 4mo 13d | 9mo 11d | 1y 1moNov 2024 - Jan 2026 |
Drawdown Indicators
| SLYG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.92% | -56.78% | -6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -9.10% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -27.39% | -18.90% | -8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -29.18% | -25.43% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.86% | -33.92% | -7.94% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -14.88% | -10.71% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.03% | +0.55% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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