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

ETF · Currency in USD
ISIN
US78464A3005
CUSIP
78464A300
Issuer
State Street
Inception Date
Sep 29, 2000
Region
North America (U.S.)
Category
Small Cap Value Equities
Expense Ratio
0.15%
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

SLYVPrice Chart


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SLYVPerformance

The chart shows the growth of $10,000 invested in SPDR S&P 600 Small Cap Value ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $41,717 for a total return of roughly 317.17%. All prices are adjusted for splits and dividends.


SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (S&P 500)

SLYVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.75%0.43%
6M-2.46%9.37%
YTD28.69%22.33%
1Y33.56%26.59%
5Y10.23%15.74%
10Y14.17%14.46%

SLYVMonthly Returns Heatmap


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SLYVSharpe 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 1.47. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (S&P 500)

SLYVDividends

SPDR S&P 600 Small Cap Value ETF granted a 1.10% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.93 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.93$0.93$1.09$1.15$3.48$1.30$3.04$3.96$0.84$0.78$0.40$0.69

Dividend yield

1.10%1.40%1.66%2.14%5.53%2.18%6.55%7.50%1.58%2.01%1.19%1.99%

SLYVDrawdowns Chart

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


SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (S&P 500)

SLYVWorst 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 47.73%, recorded on Mar 23, 2020. It took 200 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.73%Aug 23, 2018397Mar 23, 2020200Jan 6, 2021597
-26.79%Jul 8, 201161Oct 3, 201183Feb 1, 2012144
-21.06%Apr 26, 201050Jul 6, 2010111Dec 10, 2010161
-20.35%Jun 24, 2015161Feb 11, 2016103Jul 11, 2016264
-13.92%Mar 27, 201248Jun 4, 201267Sep 7, 2012115
-12.6%Jun 9, 202128Jul 19, 202178Nov 5, 2021106
-11.21%Jul 7, 201470Oct 13, 201422Nov 12, 201492
-10.41%Sep 17, 201242Nov 15, 201231Jan 2, 201373
-10.21%Mar 15, 20218Mar 24, 202147Jun 1, 202155
-9.65%May 2, 201129Jun 10, 201118Jul 7, 201147

SLYVVolatility Chart

Current SPDR S&P 600 Small Cap Value ETF volatility is 24.61%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SLYV (SPDR S&P 600 Small Cap Value ETF)
Benchmark (S&P 500)

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