PortfoliosLab logo
SPDR S&P 1500 Value Tilt ETF (VLU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78464A1280

CUSIP

78464A128

Inception Date

Oct 24, 2012

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 1500 Low Valuation Tilt Index

Home Page

www.ssga.com

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VLU has an expense ratio of 0.12%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

SPDR S&P 1500 Value Tilt ETF (VLU) returned 0.86% year-to-date (YTD) and 10.15% over the past 12 months. Over the past 10 years, VLU had an annualized return of 10.76%, just below the S&P 500 benchmark at 10.82%.


VLU

YTD

0.86%

1M

4.11%

6M

-4.34%

1Y

10.15%

3Y*

9.75%

5Y*

16.04%

10Y*

10.76%

^GSPC (Benchmark)

YTD

0.12%

1M

6.51%

6M

-1.84%

1Y

10.98%

3Y*

12.30%

5Y*

14.10%

10Y*

10.82%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.34%-0.21%-3.60%-3.16%3.76%0.86%
20240.67%3.88%5.09%-4.66%3.33%0.20%4.43%1.58%1.55%-0.69%6.85%-5.44%17.24%
20235.98%-2.95%-0.67%1.17%-2.88%7.03%4.16%-2.54%-3.61%-2.77%7.98%6.17%17.19%
2022-1.84%-1.29%3.19%-6.27%2.15%-9.24%7.14%-2.68%-9.32%11.09%5.75%-4.92%-8.24%
20210.72%8.43%5.30%3.96%2.53%-0.56%0.19%2.42%-3.31%4.99%-2.47%5.75%30.95%
2020-2.50%-10.42%-16.00%14.14%3.86%0.84%3.15%5.63%-3.92%-1.55%16.08%4.76%9.91%
20198.66%2.08%0.23%3.74%-7.55%7.34%1.34%-3.32%3.87%2.02%3.55%2.57%26.20%
20184.41%-3.14%-4.68%4.37%-0.37%1.03%2.98%2.31%0.27%-5.76%1.32%-9.84%-7.88%
20170.72%4.00%-1.07%0.80%-0.16%1.79%1.82%-1.79%4.12%1.69%3.54%1.54%18.17%
2016-9.52%3.22%6.68%3.21%-0.52%-4.45%8.36%0.52%0.18%-0.40%8.48%0.06%15.30%
2015-4.73%5.58%-0.94%0.96%1.16%-0.52%-1.72%-9.88%1.01%6.16%2.69%-1.17%-2.42%
2014-3.99%4.12%2.17%0.78%0.54%3.58%0.00%1.15%-0.99%1.63%2.68%1.38%13.57%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VLU is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VLU is 5858
Overall Rank
The Sharpe Ratio Rank of VLU is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VLU is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VLU is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VLU is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VLU is 6161
Martin 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 S&P 1500 Value Tilt ETF (VLU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR S&P 1500 Value Tilt ETF Sharpe ratios as of May 29, 2025 (values are recalculated daily):

  • 1-Year: 0.58
  • 5-Year: 0.93
  • 10-Year: 0.65
  • All Time: 0.86

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR S&P 1500 Value Tilt ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SPDR S&P 1500 Value Tilt ETF provided a 2.06% dividend yield over the last twelve months, with an annual payout of $3.81 per share. The fund has been increasing its distributions for 4 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.00$5.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$3.81$3.69$3.23$3.02$2.90$2.40$2.48$2.36$1.99$1.88$4.98$4.63

Dividend yield

2.06%2.00%2.02%2.16%1.86%1.98%2.19%2.57%1.95%2.14%6.37%5.42%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P 1500 Value Tilt ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.91$0.00$0.00$0.91
2024$0.00$0.00$0.79$0.00$0.00$0.96$0.00$0.00$0.94$0.00$0.00$1.01$3.69
2023$0.00$0.00$0.76$0.00$0.00$0.81$0.00$0.00$0.81$0.00$0.00$0.86$3.23
2022$0.00$0.00$0.68$0.00$0.00$0.79$0.00$0.00$0.77$0.00$0.00$0.79$3.02
2021$0.00$0.00$0.71$0.00$0.00$0.64$0.00$0.00$0.72$0.00$0.00$0.84$2.90
2020$0.00$0.00$0.63$0.00$0.00$0.65$0.00$0.00$0.55$0.00$0.00$0.58$2.40
2019$0.00$0.00$0.56$0.00$0.00$0.63$0.00$0.00$0.61$0.00$0.00$0.68$2.48
2018$0.00$0.00$0.49$0.00$0.00$0.55$0.00$0.00$0.69$0.00$0.00$0.64$2.36
2017$0.00$0.00$0.43$0.00$0.00$0.49$0.00$0.00$0.52$0.00$0.00$0.55$1.99
2016$0.00$0.00$0.45$0.00$0.00$0.46$0.00$0.00$0.45$0.00$0.00$0.52$1.88
2015$0.00$0.00$0.40$0.00$0.00$0.47$0.00$0.00$0.47$0.00$0.00$3.64$4.98
2014$0.33$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$3.51$4.63

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P 1500 Value Tilt 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 S&P 1500 Value Tilt ETF was 37.38%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current SPDR S&P 1500 Value Tilt ETF drawdown is 4.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.38%Feb 13, 202027Mar 23, 2020166Nov 16, 2020193
-19.72%Sep 26, 201854Dec 24, 2018209Oct 23, 2019263
-19.56%Jan 12, 2022181Sep 30, 2022205Jul 28, 2023386
-16.22%Feb 20, 202534Apr 8, 2025
-15.89%Jun 1, 201563Feb 11, 201646Jul 25, 2016109
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...