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SLYG vs. SLYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLYG and SLYV is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

SLYG vs. SLYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 600 Small Cap Growth ETF (SLYG) and SPDR S&P 600 Small Cap Value ETF (SLYV). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
349.52%
808.18%
SLYG
SLYV

Key characteristics

Sharpe Ratio

SLYG:

-0.06

SLYV:

-0.14

Sortino Ratio

SLYG:

0.08

SLYV:

-0.04

Omega Ratio

SLYG:

1.01

SLYV:

1.00

Calmar Ratio

SLYG:

-0.06

SLYV:

-0.12

Martin Ratio

SLYG:

-0.16

SLYV:

-0.35

Ulcer Index

SLYG:

9.45%

SLYV:

9.71%

Daily Std Dev

SLYG:

23.73%

SLYV:

23.97%

Max Drawdown

SLYG:

-63.19%

SLYV:

-61.32%

Current Drawdown

SLYG:

-16.13%

SLYV:

-19.21%

Returns By Period

In the year-to-date period, SLYG achieves a -6.93% return, which is significantly higher than SLYV's -12.58% return. Over the past 10 years, SLYG has outperformed SLYV with an annualized return of 8.11%, while SLYV has yielded a comparatively lower 6.60% annualized return.


SLYG

YTD

-6.93%

1M

15.51%

6M

-13.38%

1Y

-1.45%

5Y*

11.11%

10Y*

8.11%

SLYV

YTD

-12.58%

1M

13.28%

6M

-16.93%

1Y

-3.40%

5Y*

12.84%

10Y*

6.60%

*Annualized

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SLYG vs. SLYV - Expense Ratio Comparison

Both SLYG and SLYV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

SLYG vs. SLYV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLYG
The Risk-Adjusted Performance Rank of SLYG is 1717
Overall Rank
The Sharpe Ratio Rank of SLYG is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SLYG is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SLYG is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SLYG is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SLYG is 1717
Martin Ratio Rank

SLYV
The Risk-Adjusted Performance Rank of SLYV is 1414
Overall Rank
The Sharpe Ratio Rank of SLYV is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SLYV is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SLYV is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SLYV is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SLYV is 1414
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.

SLYG vs. SLYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Growth ETF (SLYG) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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.


The current SLYG Sharpe Ratio is -0.06, which is higher than the SLYV Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of SLYG and SLYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.06
-0.14
SLYG
SLYV

Dividends

SLYG vs. SLYV - Dividend Comparison

SLYG's dividend yield for the trailing twelve months is around 1.35%, less than SLYV's 2.65% yield.


TTM20242023202220212020201920182017201620152014
SLYG
SPDR S&P 600 Small Cap Growth ETF
1.35%1.22%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%
SLYV
SPDR S&P 600 Small Cap Value ETF
2.65%2.30%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%

Drawdowns

SLYG vs. SLYV - Drawdown Comparison

The maximum SLYG drawdown since its inception was -63.19%, roughly equal to the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for SLYG and SLYV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.13%
-19.21%
SLYG
SLYV

Volatility

SLYG vs. SLYV - Volatility Comparison

SPDR S&P 600 Small Cap Growth ETF (SLYG) and SPDR S&P 600 Small Cap Value ETF (SLYV) have volatilities of 10.84% and 10.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.84%
10.88%
SLYG
SLYV