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SPDR S&P 600 Small Cap Value ETF (SLYV)

ETF · Currency in USD · Last updated May 27, 2023

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

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

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.


0.15%
0.00%2.15%

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.


-5.00%0.00%5.00%10.00%December2023FebruaryMarchAprilMay
-5.52%
6.09%
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with SLYV

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.


PeriodReturnBenchmark
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


JanFebMarAprMayJunJulAugSepOctNovDec
202312.02%-1.67%-6.44%-2.43%
202214.46%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SLYV
SPDR S&P 600 Small Cap Value ETF
-0.19
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR S&P 600 Small Cap Value ETF Sharpe ratio is -0.19. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.19
0.27
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-17.03%
-12.32%
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)

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, 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 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.


3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
5.95%
3.82%
SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
VBRJan 26, 20040.07%-2.3%8.2%2.7%-62.0%-0.1
VIOVSep 7, 20100.15%-1.2%8.2%2.1%-47.4%-0.2

Portfolios with SPDR S&P 600 Small Cap Value ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Pinwheel Portfolio3.93%5.35%2.32%11.14%-23.65%0.09%-0.01