- ISIN
- US78464A3005
- CUSIP
- 78464A300
- Issuer
- State Street
- Inception Date
- Sep 25, 2000
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P SmallCap 600 Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $5B
Share Price Chart
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Performance
SLYV Performance Chart
SPDR S&P 600 Small Cap Value ETF (SLYV) is up 17.7% since the beginning of the year. SLYV is currently trading at $106 per share. Investors who bought $1,000 worth of SLYV shares 5 years ago would now be looking at an investment worth $1,373.
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Returns By Period
SPDR S&P 600 Small Cap Value ETF (SLYV) has returned 17.70% so far this year and 39.46% over the past 12 months. Over the last ten years, SLYV has returned 10.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SPDR S&P 600 Small Cap Value ETF
- 1D
- -0.20%
- 1M
- 3.12%
- YTD
- 17.70%
- 6M
- 15.50%
- 1Y
- 39.46%
- 3Y*
- 15.47%
- 5Y*
- 6.55%
- 10Y*
- 10.63%
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%
SLYV Monthly Returns History
Based on dividend-adjusted daily data since Oct 2, 2000, SLYV's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +19.8%, while the worst month was Mar 2020 at -25.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SLYV closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.55% | 1.36% | -3.30% | 9.15% | 1.10% | 2.13% | 17.70% | ||||||
| 2025 | 1.82% | -5.48% | -6.21% | -6.10% | 4.48% | 4.28% | 1.39% | 8.62% | 1.44% | -0.35% | 2.73% | 0.88% | 6.54% |
| 2024 | -5.45% | 2.34% | 3.38% | -6.51% | 4.73% | -2.96% | 12.04% | -1.44% | 0.92% | -1.73% | 10.69% | -6.90% | 7.28% |
| 2023 | 12.02% | -1.67% | -6.44% | -2.43% | -3.77% | 8.54% | 6.02% | -5.05% | -6.39% | -6.20% | 8.97% | 13.49% | 14.82% |
| 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% |
| 2021 | 6.32% | 10.83% | 5.56% | 1.70% | 3.95% | -0.75% | -4.41% | 2.00% | -1.61% | 2.87% | -2.46% | 3.95% | 30.57% |
Benchmark Metrics
SPDR S&P 600 Small Cap Value ETF has an annualized alpha of 4.81%, beta of 0.98, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since October 02, 2000.
- This ETF captured 122.03% of S&P 500 Index gains and 102.11% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 4.81% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.98 and R2 of 0.67, 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
- 4.81%
- Beta
- 0.98
- R²
- 0.67
- Upside Capture
- 122.03%
- Downside Capture
- 102.11%
Expense Ratio
SLYV has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
SLYV ranks 73 for risk / return — better than 73% 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 Value ETF (SLYV) 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.
| SLYV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 2.78 | +1.45 |
| Martin ratioReturn relative to average drawdown | 14.05 | 12.44 | +1.61 |
Dividends
Dividend History
SPDR S&P 600 Small Cap Value ETF provided a 2.28% dividend yield over the last twelve months, with an annual payout of $2.42 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.42 | $1.84 | $2.00 | $1.75 | $1.09 | $1.65 | $0.93 | $1.09 | $1.15 | $3.48 | $1.30 | $3.04 |
Dividend yield | 2.28% | 2.02% | 2.30% | 2.11% | 1.47% | 1.94% | 1.40% | 1.67% | 2.14% | 5.53% | 2.18% | 6.55% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.52 | $0.94 | ||||||
| 2025 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.58 | $1.84 |
| 2024 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.68 | $2.00 |
| 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 |
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 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 61.15%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current SPDR S&P 600 Small Cap Value ETF drawdown is 1.48%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.15%Mar 2009 | 1y 9mo | 1y 11mo | 3y 8moJun 2007 - Feb 2011 |
COVID crash2020 | -47.73%Mar 2020 | 1y 7mo | 9mo 19d | 2y 4moAug 2018 - Jan 2021 |
2025 selloff2025 | -28.68%Apr 2025 | 4mo 13d | 8mo 6d | 1y 14dNov 2024 - Dec 2025 |
Dot-com crash2000–2002 | -27.04%Oct 2002 | 5mo 6d | 9mo 1d | 1y 2moMay 2002 - Jul 2003 |
2011 bear market2011 | -26.79%Oct 2011 | 2mo 27d | 4mo 1d | 6mo 28dJul 2011 - Feb 2012 |
Drawdown Indicators
| SLYV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.15% | -56.78% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -9.10% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -28.68% | -18.90% | -9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -25.43% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -47.73% | -33.92% | -13.81% |
Current DrawdownCurrent decline from peak | -1.48% | -1.80% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -10.71% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.03% | +0.79% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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