SPDR Portfolio S&P 500 Value ETF (SPYV)
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.
ETF Info
| ISIN | US78464A5083 |
|---|---|
| CUSIP | 78464A508 |
| Issuer | State Street |
| Inception Date | Sep 25, 2000 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities |
| Index Tracked | S&P 500 Value |
| ETF Home Page | www.ssga.com |
| Asset Class | Equity |
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.
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.
Compare to other instruments
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%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.83% | 19.67% |
| 1 month | 9.54% | 8.42% |
| 6 months | 8.54% | 7.29% |
| 1 year | 12.43% | 12.71% |
| 5 years (annualized) | 10.84% | 10.75% |
| 10 years (annualized) | 9.76% | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SPYV SPDR Portfolio S&P 500 Value ETF | 0.89 | ||||
^GSPC S&P 500 | 0.91 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2007 | 354 | Mar 6, 2009 | 988 | Feb 12, 2013 | 1342 |
| -36.89% | Feb 13, 2020 | 27 | Mar 23, 2020 | 197 | Dec 31, 2020 | 224 |
| -33.67% | Dec 29, 2000 | 369 | Oct 9, 2002 | 319 | Jan 26, 2004 | 688 |
| -19.18% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
| -17.9% | Apr 21, 2022 | 113 | Sep 30, 2022 | 84 | Feb 1, 2023 | 197 |
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.
Alternatives
| Symbol | Inception | Expense Ratio | YTD Ret. | 10Y Ann. Ret. | Div. Yield | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPYG | Sep 25, 2000 | 0.04% | 25.8% | 13.3% | 1.1% | -67.8% | 1.1 |