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

ETF Info

ISIN

US78464A1280

CUSIP

78464A128

Issuer

State Street

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

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
VLU vs. VLUE VLU vs. AOA VLU vs. EWMC VLU vs. XJR VLU vs. VTV VLU vs. SCHD VLU vs. ITOT VLU vs. VYM VLU vs. AVUS VLU vs. IWD
Popular comparisons:
VLU vs. VLUE VLU vs. AOA VLU vs. EWMC VLU vs. XJR VLU vs. VTV VLU vs. SCHD VLU vs. ITOT VLU vs. VYM VLU vs. AVUS VLU vs. IWD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P 1500 Value Tilt ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.00%
11.50%
VLU (SPDR S&P 1500 Value Tilt ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P 1500 Value Tilt ETF had a return of 20.67% year-to-date (YTD) and 29.70% in the last 12 months. Over the past 10 years, SPDR S&P 1500 Value Tilt ETF had an annualized return of 14.50%, outperforming the S&P 500 benchmark which had an annualized return of 11.13%.


VLU

YTD

20.67%

1M

2.58%

6M

11.00%

1Y

29.70%

5Y (annualized)

14.09%

10Y (annualized)

14.50%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

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
20240.67%3.88%5.09%-4.66%3.33%0.20%4.43%1.58%1.55%-0.69%20.67%
20235.98%-2.95%-0.68%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%-0.25%4.24%-7.55%7.34%1.34%-3.32%3.87%2.02%4.00%2.12%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%
20135.87%0.88%3.68%0.10%7.54%-2.46%5.21%-2.51%2.78%4.44%2.98%2.13%34.62%

Expense Ratio

VLU has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for VLU: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VLU is 86, placing it in the top 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VLU is 8686
Combined Rank
The Sharpe Ratio Rank of VLU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VLU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VLU is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VLU is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VLU is 8484
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.


Sharpe ratio
The chart of Sharpe ratio for VLU, currently valued at 2.64, compared to the broader market0.002.004.002.642.46
The chart of Sortino ratio for VLU, currently valued at 3.68, compared to the broader market-2.000.002.004.006.008.0010.0012.003.683.31
The chart of Omega ratio for VLU, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.46
The chart of Calmar ratio for VLU, currently valued at 4.88, compared to the broader market0.005.0010.0015.004.883.55
The chart of Martin ratio for VLU, currently valued at 16.58, compared to the broader market0.0020.0040.0060.0080.00100.0016.5815.76
VLU
^GSPC

The current SPDR S&P 1500 Value Tilt ETF Sharpe ratio is 2.64. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P 1500 Value Tilt ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.64
2.46
VLU (SPDR S&P 1500 Value Tilt ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P 1500 Value Tilt ETF provided a 1.86% dividend yield over the last twelve months, with an annual payout of $3.54 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.00$5.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.54$3.23$3.02$2.90$2.40$2.48$2.36$1.99$1.88$4.98$4.63$2.71

Dividend yield

1.86%2.02%2.16%1.86%1.98%2.19%2.57%1.95%2.14%6.37%5.42%3.41%

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
2024$0.00$0.00$0.79$0.00$0.00$0.96$0.00$0.00$0.94$0.00$0.00$2.68
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$0.00$0.00$0.33$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$3.51$4.63
2013$0.25$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$1.77$2.71

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.28%
-1.40%
VLU (SPDR S&P 1500 Value Tilt ETF)
Benchmark (^GSPC)

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 1.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.38%Feb 13, 202027Mar 23, 2020166Nov 16, 2020193
-19.72%Sep 26, 201854Dec 24, 2018196Oct 23, 2019250
-19.56%Jan 12, 2022181Sep 30, 2022206Jul 28, 2023387
-15.89%Jun 1, 201563Feb 11, 201646Jul 25, 2016109
-10.57%Jan 29, 201830Apr 2, 201866Aug 21, 201896

Volatility

Volatility Chart

The current SPDR S&P 1500 Value Tilt ETF volatility is 4.19%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.19%
4.07%
VLU (SPDR S&P 1500 Value Tilt ETF)
Benchmark (^GSPC)