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

ETF Info

ISIN

US78464A2015

CUSIP

78464A201

Issuer

State Street

Inception Date

Sep 25, 2000

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P SmallCap 600 Growth Index

Home Page

www.ssga.com

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Growth

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:
SLYG vs. SLYV SLYG vs. VIOG SLYG vs. VIOO SLYG vs. IWO SLYG vs. VBK SLYG vs. IJR SLYG vs. IJT SLYG vs. VBR SLYG vs. SCHA SLYG vs. SPLG
Popular comparisons:
SLYG vs. SLYV SLYG vs. VIOG SLYG vs. VIOO SLYG vs. IWO SLYG vs. VBK SLYG vs. IJR SLYG vs. IJT SLYG vs. VBR SLYG vs. SCHA SLYG vs. SPLG

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.


300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
405.60%
308.67%
SLYG (SPDR S&P 600 Small Cap Growth ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P 600 Small Cap Growth ETF had a return of 14.50% year-to-date (YTD) and 29.45% in the last 12 months. Over the past 10 years, SPDR S&P 600 Small Cap Growth ETF had an annualized return of 10.27%, while the S&P 500 had an annualized return of 11.11%, indicating that SPDR S&P 600 Small Cap Growth ETF did not perform as well as the benchmark.


SLYG

YTD

14.50%

1M

0.53%

6M

8.94%

1Y

29.45%

5Y (annualized)

10.19%

10Y (annualized)

10.27%

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.56%4.23%2.92%-4.61%5.35%-1.76%10.13%-1.90%0.69%-3.45%14.50%
20237.39%-0.82%-3.87%-3.19%0.08%8.09%5.00%-3.43%-5.82%-4.97%7.44%12.16%17.28%
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%
2020-1.57%-8.97%-19.87%12.08%5.93%3.81%5.48%2.92%-4.15%1.61%17.22%8.95%19.48%
20199.20%4.47%-2.78%3.40%-7.44%6.92%1.20%-3.89%0.87%2.11%3.40%2.91%20.97%
20183.59%-3.57%2.59%0.41%7.05%1.32%3.73%6.67%-3.27%-11.26%2.70%-11.99%-4.20%
20170.17%1.79%0.40%1.17%-1.99%2.84%1.32%-2.43%6.87%1.32%3.44%-0.82%14.62%
2016-6.50%0.11%7.41%0.20%2.54%0.75%5.06%1.54%0.68%-5.49%11.69%3.53%22.16%
2015-1.79%6.08%1.98%-2.64%2.19%1.63%0.81%-5.77%-3.25%5.87%2.72%-4.60%2.42%
2014-4.20%4.30%0.08%-3.82%0.38%5.16%-5.60%3.74%-3.93%6.27%-0.76%3.17%3.95%
20136.17%1.46%3.88%-0.59%4.64%-0.45%7.15%-1.53%5.92%4.12%4.64%1.09%42.64%

Expense Ratio

SLYG has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for SLYG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SLYG is 50, 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.


The Risk-Adjusted Performance Rank of SLYG is 5050
Combined Rank
The Sharpe Ratio Rank of SLYG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SLYG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of SLYG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SLYG is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SLYG is 5757
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 S&P 600 Small Cap Growth ETF (SLYG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SLYG, currently valued at 1.43, compared to the broader market0.002.004.006.001.432.48
The chart of Sortino ratio for SLYG, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.0012.002.123.33
The chart of Omega ratio for SLYG, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.46
The chart of Calmar ratio for SLYG, currently valued at 1.33, compared to the broader market0.005.0010.0015.001.333.58
The chart of Martin ratio for SLYG, currently valued at 8.61, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.6115.96
SLYG
^GSPC

The current SPDR S&P 600 Small Cap Growth ETF Sharpe ratio is 1.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P 600 Small Cap Growth ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.43
2.48
SLYG (SPDR S&P 600 Small Cap Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P 600 Small Cap Growth ETF provided a 1.06% dividend yield over the last twelve months, with an annual payout of $1.00 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.00$0.99$0.86$0.63$0.54$0.70$0.57$2.69$0.59$2.48$1.97$0.28

Dividend yield

1.06%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%0.62%

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
2024$0.00$0.00$0.19$0.00$0.00$0.25$0.00$0.00$0.29$0.00$0.00$0.73
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
2020$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.05$0.00$0.00$0.23$0.54
2019$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.23$0.70
2018$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.19$0.57
2017$0.00$0.00$0.08$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$2.33$2.69
2016$0.00$0.00$0.15$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.20$0.59
2015$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$2.09$2.48
2014$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$1.75$1.97
2013$0.05$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.28

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.74%
-2.18%
SLYG (SPDR S&P 600 Small Cap Growth ETF)
Benchmark (^GSPC)

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 63.19%, occurring on Oct 9, 2002. Recovery took 1089 trading sessions.

The current SPDR S&P 600 Small Cap Growth ETF drawdown is 4.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.19%Oct 2, 2000452Oct 9, 20021089Feb 21, 20071541
-60.03%Oct 11, 2007353Mar 9, 2009441Dec 6, 2010794
-41.86%Sep 4, 2018390Mar 23, 2020166Nov 16, 2020556
-29.18%Nov 9, 2021152Jun 16, 2022521Jul 16, 2024673
-26.29%Jul 8, 201161Oct 3, 2011115Mar 19, 2012176

Volatility

Volatility Chart

The current SPDR S&P 600 Small Cap Growth ETF volatility is 7.64%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.64%
4.06%
SLYG (SPDR S&P 600 Small Cap Growth ETF)
Benchmark (^GSPC)