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SPDR SSGA US Small Cap Low Volatility Index ETF

SMLV
ETF · Currency in USD
ISIN
US78468R8878
CUSIP
78468R887
Issuer
State Street
Inception Date
Feb 20, 2013
Region
North America (U.S.)
Category
Volatility Hedged Equity
Expense Ratio
0.12%
Index Tracked
SSGA US Small Cap Low Volatility Index
ETF Home Page
www.etf.com
Asset Class
Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

SMLVPrice Chart


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SMLVPerformance

The chart shows the growth of $10,000 invested in SPDR SSGA US Small Cap Low Volatility Index ETF on Feb 22, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $26,447 for a total return of roughly 164.47%. All prices are adjusted for splits and dividends.


SMLV (SPDR SSGA US Small Cap Low Volatility Index ETF)
Benchmark (S&P 500)

SMLVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M6.33%
6M3.95%
YTD23.20%
1Y50.22%
5Y11.93%
10Y11.88%

SMLVMonthly Returns Heatmap


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SMLVSharpe 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 SSGA US Small Cap Low Volatility Index ETF Sharpe ratio is 2.38. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


SMLV (SPDR SSGA US Small Cap Low Volatility Index ETF)
Benchmark (S&P 500)

SMLVDividends

SPDR SSGA US Small Cap Low Volatility Index ETF granted a 1.81% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $2.12 per share.


PeriodTTM20202019201820172016201520142013
Dividend$2.12$2.36$2.62$2.61$7.24$2.84$1.96$2.15$2.61

Dividend yield

1.81%2.47%2.62%3.15%7.92%3.04%2.63%2.76%3.68%

SMLVDrawdowns Chart

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


SMLV (SPDR SSGA US Small Cap Low Volatility Index ETF)
Benchmark (S&P 500)

SMLVWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR SSGA US Small Cap Low Volatility Index 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 SSGA US Small Cap Low Volatility Index ETF is 42.45%, recorded on Mar 23, 2020. It took 200 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.45%Jan 17, 202045Mar 23, 2020200Jan 6, 2021245
-18.83%Sep 4, 201878Dec 24, 2018181Sep 13, 2019259
-14.32%Dec 2, 201534Jan 21, 201667Apr 27, 2016101
-9.84%Apr 6, 2015108Sep 4, 201558Nov 27, 2015166
-8.3%Nov 30, 201749Feb 9, 201873May 25, 2018122
-7.33%Jun 9, 202128Jul 19, 202167Oct 21, 202195
-7.13%Sep 4, 201428Oct 13, 201412Oct 29, 201440
-6.76%Mar 15, 20218Mar 24, 202152Jun 8, 202160
-6.43%Jun 9, 201613Jun 27, 20169Jul 11, 201622
-6.28%Jan 5, 201753Mar 22, 201724Apr 26, 201777

SMLVVolatility Chart

Current SPDR SSGA US Small Cap Low Volatility Index ETF volatility is 6.97%. 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.


SMLV (SPDR SSGA US Small Cap Low Volatility Index ETF)
Benchmark (S&P 500)

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