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SPDR Portfolio S&P 500 Value ETF (SPYV)

ETF · Currency in USD · Last updated Dec 2, 2023

SPYV is a passive ETF by State Street tracking the investment results of the S&P 500 Value. SPYV launched on Sep 25, 2000 and has a 0.04% expense ratio.

Summary

ETF Info

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

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR Portfolio S&P 500 Value ETF has an expense ratio of 0.04% which is considered to be low.


0.04%
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 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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.54%
7.29%
SPYV (SPDR Portfolio S&P 500 Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

SPDR Portfolio S&P 500 Value ETF

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

Return

SPDR Portfolio S&P 500 Value ETF had a return of 16.83% year-to-date (YTD) and 12.43% in the last 12 months. Over the past 10 years, SPDR Portfolio S&P 500 Value ETF had an annualized return of 9.76%, which was very close to the S&P 500 benchmark's annualized return of 9.87%.


PeriodReturnBenchmark
Year-To-Date16.83%19.67%
1 month9.54%8.42%
6 months8.54%7.29%
1 year12.43%12.71%
5 years (annualized)10.84%10.75%
10 years (annualized)9.76%9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.88%6.79%3.45%-2.73%-4.64%-1.75%9.52%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Value ETF (SPYV) 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
SPYV
SPDR Portfolio S&P 500 Value ETF
0.89
^GSPC
S&P 500
0.91

Sharpe Ratio

The current SPDR Portfolio S&P 500 Value ETF Sharpe ratio is 0.89. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.89
0.91
SPYV (SPDR Portfolio S&P 500 Value ETF)
Benchmark (^GSPC)

Dividend History

SPDR Portfolio S&P 500 Value ETF granted a 1.83% dividend yield in the last twelve months. The annual payout for that period amounted to $0.82 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.82$0.86$0.88$0.82$0.78$0.81$0.85$0.65$0.61$0.56$0.45$0.45

Dividend yield

1.83%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%2.48%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00
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
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
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
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
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
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
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
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
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
2013$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12
2012$0.09$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.16

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-4.21%
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.


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 Chart

The current SPDR Portfolio S&P 500 Value ETF volatility is 3.25%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
2.79%
SPYV (SPDR Portfolio S&P 500 Value ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
SPYGSep 25, 20000.04%25.8%13.3%1.1%-67.8%1.1