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

ETF Info

ISINUS78464A3005
CUSIP78464A300
IssuerState Street
Inception DateSep 29, 2000
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedS&P SmallCap 600 Value Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

SLYV features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for SLYV: 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%

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.


SPDR S&P 600 Small Cap Value ETF

Popular comparisons: SLYV vs. AVUV, SLYV vs. VBR, SLYV vs. VIOV, SLYV vs. VOO, SLYV vs. SLYG, SLYV vs. IWM, SLYV vs. IJR, SLYV vs. SPY, SLYV vs. SCHD, SLYV vs. QQQ

Performance

Performance Chart

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.


200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2024FebruaryMarchAprilMay
860.17%
269.18%
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR S&P 600 Small Cap Value ETF had a return of -0.84% year-to-date (YTD) and 14.02% in the last 12 months. Over the past 10 years, SPDR S&P 600 Small Cap Value ETF had an annualized return of 8.26%, while the S&P 500 had an annualized return of 10.99%, indicating that SPDR S&P 600 Small Cap Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.84%11.18%
1 month8.21%5.60%
6 months12.74%17.48%
1 year14.02%26.33%
5 years (annualized)8.55%13.16%
10 years (annualized)8.26%10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.45%2.34%3.38%-6.51%-0.84%
202312.02%-1.67%-6.44%-2.43%-3.77%8.55%6.02%-5.05%-6.39%-6.20%8.97%13.49%14.83%
2022-4.30%2.42%0.44%-6.32%2.24%-8.83%8.51%-4.11%-10.46%14.46%3.84%-6.58%-11.08%
20216.32%10.83%5.56%1.70%3.95%-0.75%-4.41%2.00%-1.61%2.87%-2.46%3.95%30.57%
2020-6.35%-10.12%-25.60%13.78%2.52%3.63%2.65%5.06%-5.24%3.71%19.15%7.41%2.68%
201912.19%4.17%-3.80%4.20%-9.92%7.70%1.19%-5.13%5.61%1.99%2.75%2.89%24.26%
20181.42%-4.19%1.41%1.72%5.83%0.89%2.61%3.14%-2.98%-10.09%0.68%-12.32%-12.77%
2017-1.06%1.33%-0.63%0.49%-2.10%3.07%0.71%-2.88%8.71%0.58%3.82%-0.39%11.74%
2016-5.80%2.23%9.46%1.99%0.49%0.49%5.41%1.19%0.83%-3.87%13.49%2.97%31.17%
2015-5.06%6.05%1.01%-1.92%0.89%0.50%-2.97%-4.30%-3.82%6.35%2.64%-5.15%-6.49%
2014-3.76%4.55%1.23%-2.31%0.81%3.95%-5.13%4.53%-6.08%7.27%0.33%2.27%6.89%
20136.13%1.47%4.01%0.16%4.27%-0.81%7.43%-3.38%6.68%3.63%4.14%1.44%40.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SLYV is 32, 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 SLYV is 3232
SLYV (SPDR S&P 600 Small Cap Value ETF)
The Sharpe Ratio Rank of SLYV is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of SLYV is 3232Sortino Ratio Rank
The Omega Ratio Rank of SLYV is 3030Omega Ratio Rank
The Calmar Ratio Rank of SLYV is 4141Calmar Ratio Rank
The Martin Ratio Rank of SLYV is 2929Martin 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 Value ETF (SLYV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SLYV
Sharpe ratio
The chart of Sharpe ratio for SLYV, currently valued at 0.72, compared to the broader market0.002.004.006.000.72
Sortino ratio
The chart of Sortino ratio for SLYV, currently valued at 1.21, compared to the broader market0.005.0010.001.21
Omega ratio
The chart of Omega ratio for SLYV, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for SLYV, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.65
Martin ratio
The chart of Martin ratio for SLYV, currently valued at 2.08, compared to the broader market0.0020.0040.0060.0080.00100.002.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current SPDR S&P 600 Small Cap Value ETF Sharpe ratio is 0.72. This value is calculated based on the past 12 months 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 Value 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.72
2.38
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P 600 Small Cap Value ETF granted a 2.20% dividend yield in the last twelve months. The annual payout for that period amounted to $1.81 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.81$1.75$1.09$1.65$0.93$1.09$1.15$3.48$1.30$3.04$3.96$0.84

Dividend yield

2.20%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%1.58%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.35$0.00$0.00$0.35
2023$0.00$0.00$0.30$0.00$0.00$0.45$0.00$0.00$0.39$0.00$0.00$0.63$1.75
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$1.09
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$1.65
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$0.93
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$1.09
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$1.15
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$3.48
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$1.30
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$3.04
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$3.96
2013$0.06$0.00$0.00$0.18$0.00$0.00$0.14$0.00$0.00$0.46$0.84

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.12%
-0.09%
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P 600 Small Cap Value 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 Value ETF was 61.32%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.

The current SPDR S&P 600 Small Cap Value ETF drawdown is 4.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.32%Jun 5, 2007444Mar 9, 2009484Feb 7, 2011928
-47.73%Aug 23, 2018397Mar 23, 2020200Jan 6, 2021597
-27.05%May 6, 2002109Oct 9, 2002185Jul 8, 2003294
-26.79%Jul 8, 201161Oct 3, 201183Feb 1, 2012144
-24.16%Nov 8, 2021226Sep 30, 2022

Volatility

Volatility Chart

The current SPDR S&P 600 Small Cap Value ETF volatility is 4.20%, 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%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.20%
3.36%
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)