SPDR S&P 600 Small Cap Value ETF (SLYV)
SLYV is a passive ETF by State Street tracking the investment results of the S&P SmallCap 600 Value Index. SLYV launched on Sep 29, 2000 and has a 0.15% expense ratio.
ETF Info
ISIN | US78464A3005 |
---|---|
CUSIP | 78464A300 |
Issuer | State Street |
Inception Date | Sep 29, 2000 |
Region | North America (U.S.) |
Category | Small Cap Value Equities |
Index Tracked | S&P SmallCap 600 Value Index |
ETF Home Page | www.ssga.com |
Asset Class | Equity |
Asset Class Size | Micro-Cap |
Asset Class Style | Blend |
Expense Ratio
The SPDR S&P 600 Small Cap Value ETF features an expense ratio of 0.15%, falling within the medium range.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in SPDR S&P 600 Small Cap Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: SLYV vs. VIOV, SLYV vs. VBR, SLYV vs. AVUV, SLYV vs. SLY, SLYV vs. VOO, SLYV vs. IWM, SLYV vs. SLYG, SLYV vs. IJR, SLYV vs. SPY, SLYV vs. SCHD
Return
SPDR S&P 600 Small Cap Value ETF had a return of -1.46% year-to-date (YTD) and -8.03% in the last 12 months. Over the past 10 years, SPDR S&P 600 Small Cap Value ETF had an annualized return of 8.35%, while the S&P 500 had an annualized return of 9.83%, indicating that SPDR S&P 600 Small Cap Value ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
1 month | -0.76% | 1.70% |
Year-To-Date | -1.46% | 9.53% |
6 months | -7.30% | 4.45% |
1 year | -8.03% | 1.14% |
5 years (annualized) | 3.74% | 9.10% |
10 years (annualized) | 8.35% | 9.83% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 12.02% | -1.67% | -6.44% | -2.43% | ||||||||
2022 | 14.46% | 3.84% | -6.58% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | -0.19 | ||||
^GSPC S&P 500 | 0.27 |
Dividend History
SPDR S&P 600 Small Cap Value ETF granted a 1.91% dividend yield in the last twelve months. The annual payout for that period amounted to $1.39 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.39 | $1.09 | $1.65 | $0.93 | $1.09 | $1.15 | $3.48 | $1.30 | $3.04 | $3.96 | $0.84 | $0.77 |
Dividend yield | 1.91% | 1.48% | 1.98% | 1.46% | 1.76% | 2.31% | 6.08% | 2.53% | 7.79% | 9.50% | 2.16% | 2.79% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR S&P 600 Small Cap Value 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | $0.00 | $0.00 | $0.30 | $0.00 | ||||||||
2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.33 |
2021 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.75 |
2020 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.29 |
2019 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.35 |
2018 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.36 |
2017 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $2.79 |
2016 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.74 |
2015 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $2.45 |
2014 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $3.40 |
2013 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.46 |
2012 | $0.10 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.33 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the SPDR S&P 600 Small Cap Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the SPDR S&P 600 Small Cap Value ETF is 61.32%, recorded on Mar 9, 2009. It took 484 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-61.32% | Jun 5, 2007 | 444 | Mar 9, 2009 | 484 | Feb 7, 2011 | 928 |
-47.73% | Aug 23, 2018 | 397 | Mar 23, 2020 | 200 | Jan 6, 2021 | 597 |
-27.05% | May 6, 2002 | 109 | Oct 9, 2002 | 185 | Jul 8, 2003 | 294 |
-26.79% | Jul 8, 2011 | 61 | Oct 3, 2011 | 83 | Feb 1, 2012 | 144 |
-24.16% | Nov 8, 2021 | 226 | Sep 30, 2022 | — | — | — |
Volatility Chart
The current SPDR S&P 600 Small Cap Value ETF volatility is 5.95%, 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.
Alternatives
Portfolios with SPDR S&P 600 Small Cap Value ETF
Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
Pinwheel Portfolio | 3.93% | 5.35% | 2.32% | 11.14% | -23.65% | 0.09% | -0.01 |