- ISIN
- US78464A5083
- CUSIP
- 78464A508
- Issuer
- State Street
- Inception Date
- Sep 25, 2000
- Region
- North America (U.S.)
- Category
- S&P 500, Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 Value Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $35B
Share Price Chart
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Performance
SPYV Performance Chart
SPDR Portfolio S&P 500 Value ETF (SPYV) is up 7.5% since the beginning of the year. SPYV is currently trading at $61 per share. Investors who bought $1,000 worth of SPYV shares 5 years ago would now be looking at an investment worth $1,701.
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Returns By Period
SPDR Portfolio S&P 500 Value ETF (SPYV) has returned 7.47% so far this year and 20.05% over the past 12 months. Over the last ten years, SPYV has returned 12.11% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
SPDR Portfolio S&P 500 Value ETF
- 1D
- -0.28%
- 1M
- -0.41%
- YTD
- 7.47%
- 6M
- 6.91%
- 1Y
- 20.05%
- 3Y*
- 15.17%
- 5Y*
- 11.21%
- 10Y*
- 12.11%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
SPYV Monthly Returns History
Based on dividend-adjusted daily data since Oct 2, 2000, SPYV's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SPYV closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.39% | 2.29% | -4.55% | 5.83% | 1.95% | -0.36% | 7.47% | ||||||
| 2025 | 2.85% | 0.46% | -3.01% | -3.60% | 2.95% | 3.79% | 0.94% | 3.43% | 1.74% | 1.17% | 1.61% | 0.43% | 13.18% |
| 2024 | 0.28% | 2.91% | 4.66% | -4.27% | 2.96% | -0.72% | 4.72% | 3.00% | 1.08% | -1.21% | 5.84% | -6.84% | 12.24% |
| 2023 | 6.97% | -2.98% | 1.35% | 1.74% | -1.88% | 6.78% | 3.45% | -2.73% | -4.64% | -1.75% | 9.52% | 5.55% | 22.20% |
| 2022 | -1.79% | -1.36% | 3.06% | -4.91% | 1.64% | -8.18% | 5.87% | -2.82% | -8.41% | 11.39% | 5.96% | -3.88% | -5.28% |
| 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% |
Benchmark Metrics
SPDR Portfolio S&P 500 Value ETF has an annualized alpha of 2.14%, beta of 0.87, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since October 02, 2000.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.95%) than losses (91.86%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R2 of 0.81, 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
- 2.14%
- Beta
- 0.87
- R²
- 0.81
- Upside Capture
- 96.95%
- Downside Capture
- 91.86%
Expense Ratio
SPYV has an expense ratio of 0.04%, which is considered low.
Return for Risk
Risk / Return Rank
SPYV ranks 65 for risk / return — better than 65% 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 Portfolio S&P 500 Value ETF (SPYV) 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.
| SPYV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.46 | +0.78 |
| Martin ratioReturn relative to average drawdown | 12.32 | 10.92 | +1.40 |
Dividends
Dividend History
SPDR Portfolio S&P 500 Value ETF provided a 1.73% dividend yield over the last twelve months, with an annual payout of $1.05 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.05 | $1.00 | $1.17 | $0.81 | $0.86 | $0.88 | $0.82 | $0.78 | $0.81 | $0.85 | $0.65 | $0.61 |
Dividend yield | 1.73% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.27 | $0.48 | ||||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.31 | $1.00 |
| 2024 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.35 | $1.17 |
| 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 |
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 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 991 trading sessions.
The current SPDR Portfolio S&P 500 Value ETF drawdown is 1.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.45%Mar 2009 | 1y 4mo | 3y 11mo | 5y 4moOct 2007 - Feb 2013 |
COVID crash2020 | -36.89%Mar 2020 | 1mo 9d | 9mo 13d | 10mo 22dFeb 2020 - Dec 2020 |
Dot-com crash2000–2002 | -33.68%Oct 2002 | 1y 9mo | 1y 3mo | 3y 28dDec 2000 - Jan 2004 |
Rate-hike selloffLate 2018 | -19.17%Dec 2018 | 10mo 29d | 4mo | 1y 2moJan 2018 - Apr 2019 |
Bear market2022 | -17.89%Sep 2022 | 5mo 12d | 4mo 4d | 9mo 16dApr 2022 - Feb 2023 |
Drawdown Indicators
| SPYV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | -56.78% | -1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -9.10% | +2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | -18.90% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.89% | -25.43% | +7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -33.92% | -2.97% |
Current DrawdownCurrent decline from peak | -1.24% | -3.21% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -10.71% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.04% | -0.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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