- ISIN
- US78464A1280
- CUSIP
- 78464A128
- Issuer
- State Street
- Inception Date
- Oct 24, 2012
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 1500 Low Valuation Tilt Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $716M
Share Price Chart
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Performance
VLU Performance Chart
SPDR S&P 1500 Value Tilt ETF (VLU) is up 12.5% since the beginning of the year. VLU is currently trading at $236 per share. Investors who bought $1,000 worth of VLU shares 5 years ago would now be looking at an investment worth $1,748.
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Returns By Period
SPDR S&P 1500 Value Tilt ETF (VLU) has returned 12.53% so far this year and 28.11% over the past 12 months. Over the last decade, VLU has posted an annualized return of 13.76%, slightly higher than the S&P 500 Index benchmark’s 13.33%.
SPDR S&P 1500 Value Tilt ETF
- 1D
- -1.15%
- 1M
- 1.37%
- YTD
- 12.53%
- 6M
- 13.00%
- 1Y
- 28.11%
- 3Y*
- 20.26%
- 5Y*
- 11.82%
- 10Y*
- 13.76%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
VLU Monthly Returns History
Based on dividend-adjusted daily data since Oct 25, 2012, VLU's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +16.1%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VLU closed higher 41% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.13% | 2.35% | -3.82% | 7.81% | 2.57% | -0.73% | 12.53% | ||||||
| 2025 | 4.34% | -0.21% | -3.60% | -3.16% | 4.17% | 4.16% | 0.74% | 3.99% | 1.88% | 0.70% | 2.22% | 0.72% | 16.70% |
| 2024 | 0.67% | 3.88% | 5.09% | -4.66% | 3.33% | 0.20% | 4.43% | 1.58% | 1.55% | -0.69% | 6.85% | -5.44% | 17.24% |
| 2023 | 5.98% | -2.95% | -0.68% | 1.17% | -2.88% | 7.02% | 4.16% | -2.54% | -3.61% | -2.77% | 7.98% | 6.17% | 17.18% |
| 2022 | -1.84% | -1.29% | 3.19% | -6.27% | 2.15% | -9.23% | 7.14% | -2.68% | -9.32% | 11.09% | 5.75% | -4.92% | -8.24% |
| 2021 | 0.72% | 8.43% | 5.30% | 3.96% | 2.53% | -0.56% | 0.19% | 2.42% | -3.31% | 4.99% | -2.47% | 5.75% | 30.95% |
Benchmark Metrics
SPDR S&P 1500 Value Tilt ETF has an annualized alpha of 3.81%, beta of 0.78, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since October 26, 2012.
- This ETF generated an annualized alpha of 3.81% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.81%
- Beta
- 0.78
- R²
- 0.60
- Upside Capture
- 99.46%
- Downside Capture
- 95.20%
Expense Ratio
VLU has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
VLU ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and compare them to S&P 500 Index.
| VLU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.36 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 2.69 | +2.01 |
| Martin ratioReturn relative to average drawdown | 18.83 | 12.34 | +6.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
SPDR S&P 1500 Value Tilt ETF provided a 1.62% dividend yield over the last twelve months, with an annual payout of $3.83 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.83 | $3.82 | $3.69 | $3.23 | $3.02 | $2.90 | $2.40 | $2.48 | $2.36 | $1.99 | $1.88 | $4.98 |
Dividend yield | 1.62% | 1.82% | 2.00% | 2.02% | 2.16% | 1.86% | 1.98% | 2.19% | 2.57% | 1.96% | 2.14% | 6.37% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.00 | $0.92 | ||||||
| 2025 | $0.00 | $0.00 | $0.91 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.96 | $0.00 | $0.00 | $0.99 | $3.82 |
| 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 | $0.63 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.84 | $2.90 |
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 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 37.39%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current SPDR S&P 1500 Value Tilt ETF drawdown is 1.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.39%Mar 2020 | 1mo 9d | 7mo 28d | 9mo 7dFeb 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -20.23%Dec 2018 | 2mo 29d | 10mo 5d | 1y 29dSep 2018 - Oct 2019 |
Bear market2022 | -19.55%Sep 2022 | 8mo 21d | 10mo 1d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -16.22%Apr 2025 | 1mo 17d | 2mo 24d | 4mo 11dFeb 2025 - Jul 2025 |
2016 correction2016 | -15.91%Feb 2016 | 8mo 15d | 5mo 15d | 1y 1moJun 2015 - Jul 2016 |
Drawdown Indicators
| VLU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -56.78% | +19.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -9.10% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -18.90% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -25.43% | +5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.39% | -33.92% | -3.47% |
Current DrawdownCurrent decline from peak | -1.15% | -2.97% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -10.72% | +6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.97% | -0.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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