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SPDR S&P 600 Small Cap Growth ETF (SLYG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US78464A2015
CUSIP
78464A201
Inception Date
Sep 25, 2000
Region
North America (U.S.)
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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P 600 Small Cap Growth 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 S&P 600 Small Cap Growth ETF (SLYG) has returned 2.78% so far this year and 17.39% over the past 12 months. Over the last ten years, SLYG has returned 9.90% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


SPDR S&P 600 Small Cap Growth ETF

1D
3.50%
1M
-4.71%
YTD
2.78%
6M
2.78%
1Y
17.39%
3Y*
10.65%
5Y*
3.17%
10Y*
9.90%

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 Oct 2, 2000, SLYG's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 61% of months were positive and 39% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.82%2.90%-4.71%2.78%
20253.92%-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%
20237.39%-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%
20216.19%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 1.36%, beta of 1.05, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 03, 2000.

  • This ETF captured 129.94% of S&P 500 Index gains and 120.56% 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
1.36%
Beta
1.05
0.71
Upside Capture
129.94%
Downside Capture
120.56%

Expense Ratio

SLYG has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

SLYG ranks 45 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.


SLYG Risk / Return Rank: 4545
Overall Rank
SLYG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SLYG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SLYG Omega Ratio Rank: 3939
Omega Ratio Rank
SLYG Calmar Ratio Rank: 4848
Calmar Ratio Rank
SLYG Martin Ratio Rank: 5454
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 S&P 600 Small Cap Growth ETF (SLYG) and compare them to a chosen benchmark (S&P 500 Index).


SLYGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.90

-0.11

Sortino ratio

Return per unit of downside risk

1.26

1.39

-0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.32

1.40

-0.08

Martin ratio

Return relative to average drawdown

5.47

6.61

-1.13

Explore SLYG 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 S&P 600 Small Cap Growth ETF provided a 0.80% dividend yield over the last twelve months, with an annual payout of $0.77 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.77$0.81$1.10$0.99$0.86$0.63$0.54$0.70$0.57$2.69$0.59$2.48

Dividend yield

0.80%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.18$0.18
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 62.15%, occurring on Oct 9, 2002. Recovery took 1086 trading sessions.

The current SPDR S&P 600 Small Cap Growth ETF drawdown is 5.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.15%Oct 3, 2000505Oct 9, 20021086Feb 2, 20071591
-59.43%Oct 11, 2007354Mar 9, 2009439Dec 2, 2010793
-41.86%Sep 4, 2018390Mar 23, 2020166Nov 16, 2020556
-29.18%Nov 9, 2021152Jun 16, 2022521Jul 16, 2024673
-27.39%Nov 26, 202490Apr 8, 2025193Jan 14, 2026283

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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