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SPDR Portfolio S&P 500 Value ETF (SPYV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A5083
CUSIP78464A508
IssuerState Street
Inception DateSep 25, 2000
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedS&P 500 Value
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SPYV has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for SPYV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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 Portfolio S&P 500 Value ETF

Popular comparisons: SPYV vs. SPYG, SPYV vs. VTV, SPYV vs. SPY, SPYV vs. SPLG, SPYV vs. SCHD, SPYV vs. MGV, SPYV vs. SPYD, SPYV vs. SPHQ, SPYV vs. SVAL, SPYV vs. BRK-B

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio S&P 500 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.


250.00%300.00%350.00%400.00%450.00%FebruaryMarchAprilMayJuneJuly
448.85%
283.22%
SPYV (SPDR Portfolio S&P 500 Value ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Portfolio S&P 500 Value ETF had a return of 8.84% year-to-date (YTD) and 15.49% in the last 12 months. Over the past 10 years, SPDR Portfolio S&P 500 Value ETF had an annualized return of 10.02%, while the S&P 500 had an annualized return of 10.91%, indicating that SPDR Portfolio S&P 500 Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.84%16.48%
1 month2.97%1.67%
6 months9.45%14.21%
1 year15.49%21.98%
5 years (annualized)12.29%13.13%
10 years (annualized)10.02%10.91%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.28%2.91%4.66%-4.27%2.96%-0.72%8.84%
20236.97%-2.98%1.35%1.74%-1.88%6.79%3.45%-2.73%-4.64%-1.75%9.52%5.55%22.21%
2022-1.79%-1.36%3.06%-4.91%1.64%-8.19%5.87%-2.82%-8.41%11.39%5.96%-3.88%-5.29%
2021-1.54%5.97%6.31%3.80%2.24%-1.17%0.81%1.68%-3.33%4.59%-3.29%7.13%24.91%
2020-2.64%-9.39%-15.30%10.72%3.18%-1.12%3.90%3.42%-2.41%-1.79%12.85%3.34%1.38%
20198.54%2.17%1.11%4.06%-7.59%8.11%1.69%-2.67%3.86%2.69%3.87%3.03%31.70%
20184.11%-5.54%-1.99%0.48%0.27%0.67%3.98%1.33%0.39%-5.37%2.68%-9.44%-9.02%
20170.76%3.84%-1.07%-0.26%-0.18%1.87%1.26%-1.30%3.31%1.26%3.42%1.66%15.40%
2016-5.14%0.82%6.96%2.01%0.86%0.71%2.80%0.56%-0.23%-1.60%6.30%2.37%17.07%
2015-4.47%5.65%-1.49%1.32%0.94%-2.10%0.43%-6.07%-3.23%7.88%0.54%-1.78%-3.18%
2014-3.74%3.53%2.78%1.09%1.36%1.76%-1.38%3.34%-1.38%1.59%2.31%0.51%12.17%
20136.78%1.08%3.72%1.78%3.28%-1.74%6.01%-4.34%2.46%4.55%3.19%1.65%31.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPYV is 67, 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 SPYV is 6767
SPYV (SPDR Portfolio S&P 500 Value ETF)
The Sharpe Ratio Rank of SPYV is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of SPYV is 6767Sortino Ratio Rank
The Omega Ratio Rank of SPYV is 6767Omega Ratio Rank
The Calmar Ratio Rank of SPYV is 7272Calmar Ratio Rank
The Martin Ratio Rank of SPYV is 6060Martin 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 Portfolio S&P 500 Value ETF (SPYV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SPYV
Sharpe ratio
The chart of Sharpe ratio for SPYV, currently valued at 1.44, compared to the broader market0.002.004.006.001.44
Sortino ratio
The chart of Sortino ratio for SPYV, currently valued at 2.08, compared to the broader market0.005.0010.0015.002.08
Omega ratio
The chart of Omega ratio for SPYV, currently valued at 1.25, compared to the broader market1.002.003.001.25
Calmar ratio
The chart of Calmar ratio for SPYV, currently valued at 1.39, compared to the broader market0.005.0010.0015.0020.001.39
Martin ratio
The chart of Martin ratio for SPYV, currently valued at 4.34, compared to the broader market0.0050.00100.00150.004.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market0.005.0010.0015.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market1.002.003.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0050.00100.00150.007.44

Sharpe Ratio

The current SPDR Portfolio S&P 500 Value ETF Sharpe ratio is 1.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Portfolio S&P 500 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.44
1.82
SPYV (SPDR Portfolio S&P 500 Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Portfolio S&P 500 Value ETF granted a 1.94% dividend yield in the last twelve months. The annual payout for that period amounted to $0.98 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.98$0.81$0.86$0.88$0.82$0.78$0.81$0.85$0.65$0.61$0.56$0.45

Dividend yield

1.94%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Portfolio S&P 500 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$0.26$0.00$0.00$0.29$0.00$0.54
2023$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.23$0.81
2022$0.00$0.00$0.18$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.24$0.86
2021$0.00$0.00$0.24$0.00$0.00$0.20$0.00$0.00$0.18$0.00$0.00$0.26$0.88
2020$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.19$0.00$0.00$0.19$0.82
2019$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.19$0.00$0.00$0.21$0.78
2018$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.22$0.00$0.00$0.22$0.81
2017$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.36$0.85
2016$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.19$0.65
2015$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.17$0.61
2014$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.16$0.56
2013$0.09$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.45

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.61%
-2.86%
SPYV (SPDR Portfolio S&P 500 Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Portfolio S&P 500 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 Portfolio S&P 500 Value ETF was 58.45%, occurring on Mar 6, 2009. Recovery took 988 trading sessions.

The current SPDR Portfolio S&P 500 Value ETF drawdown is 1.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.45%Oct 10, 2007354Mar 6, 2009988Feb 12, 20131342
-36.89%Feb 13, 202027Mar 23, 2020197Dec 31, 2020224
-33.67%Dec 29, 2000369Oct 9, 2002319Jan 26, 2004688
-19.18%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310
-17.9%Apr 21, 2022113Sep 30, 202284Feb 1, 2023197

Volatility

Volatility Chart

The current SPDR Portfolio S&P 500 Value ETF volatility is 2.80%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.80%
2.76%
SPYV (SPDR Portfolio S&P 500 Value ETF)
Benchmark (^GSPC)