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

Correlation

The correlation between SLYV and IJR is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SLYV vs. IJR - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
778.51%
647.87%
SLYV
IJR

Key characteristics

Sharpe Ratio

SLYV:

-0.22

IJR:

-0.16

Sortino Ratio

SLYV:

-0.15

IJR:

-0.07

Omega Ratio

SLYV:

0.98

IJR:

0.99

Calmar Ratio

SLYV:

-0.18

IJR:

-0.14

Martin Ratio

SLYV:

-0.58

IJR:

-0.43

Ulcer Index

SLYV:

8.88%

IJR:

8.83%

Daily Std Dev

SLYV:

23.92%

IJR:

23.66%

Max Drawdown

SLYV:

-61.32%

IJR:

-58.15%

Current Drawdown

SLYV:

-21.85%

IJR:

-20.65%

Returns By Period

In the year-to-date period, SLYV achieves a -15.43% return, which is significantly lower than IJR's -13.08% return. Over the past 10 years, SLYV has underperformed IJR with an annualized return of 6.09%, while IJR has yielded a comparatively higher 6.92% annualized return.


SLYV

YTD

-15.43%

1M

-8.36%

6M

-12.71%

1Y

-3.65%

5Y*

13.78%

10Y*

6.09%

IJR

YTD

-13.08%

1M

-6.51%

6M

-11.70%

1Y

-2.83%

5Y*

12.98%

10Y*

6.92%

*Annualized

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SLYV vs. IJR - Expense Ratio Comparison

SLYV has a 0.15% expense ratio, which is higher than IJR's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SLYV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SLYV: 0.15%
Expense ratio chart for IJR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJR: 0.07%

Risk-Adjusted Performance

SLYV vs. IJR — Risk-Adjusted Performance Rank

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

SLYV
The Risk-Adjusted Performance Rank of SLYV is 1010
Overall Rank
The Sharpe Ratio Rank of SLYV is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SLYV is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SLYV is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SLYV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SLYV is 1010
Martin Ratio Rank

IJR
The Risk-Adjusted Performance Rank of IJR is 1212
Overall Rank
The Sharpe Ratio Rank of IJR is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of IJR is 1212
Sortino Ratio Rank
The Omega Ratio Rank of IJR is 1212
Omega Ratio Rank
The Calmar Ratio Rank of IJR is 1111
Calmar Ratio Rank
The Martin Ratio Rank of IJR is 1212
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.

SLYV vs. IJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and iShares Core S&P Small-Cap ETF (IJR). 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 chart of Sharpe ratio for SLYV, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00
SLYV: -0.22
IJR: -0.16
The chart of Sortino ratio for SLYV, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.00
SLYV: -0.15
IJR: -0.07
The chart of Omega ratio for SLYV, currently valued at 0.98, compared to the broader market0.501.001.502.00
SLYV: 0.98
IJR: 0.99
The chart of Calmar ratio for SLYV, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
SLYV: -0.18
IJR: -0.14
The chart of Martin ratio for SLYV, currently valued at -0.58, compared to the broader market0.0020.0040.0060.00
SLYV: -0.58
IJR: -0.43

The current SLYV Sharpe Ratio is -0.22, which is lower than the IJR Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of SLYV and IJR, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.22
-0.16
SLYV
IJR

Dividends

SLYV vs. IJR - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 2.74%, more than IJR's 2.37% yield.


TTM20242023202220212020201920182017201620152014
SLYV
SPDR S&P 600 Small Cap Value ETF
2.74%2.30%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%
IJR
iShares Core S&P Small-Cap ETF
2.37%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%1.23%

Drawdowns

SLYV vs. IJR - Drawdown Comparison

The maximum SLYV drawdown since its inception was -61.32%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for SLYV and IJR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.85%
-20.65%
SLYV
IJR

Volatility

SLYV vs. IJR - Volatility Comparison

SPDR S&P 600 Small Cap Value ETF (SLYV) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 14.66% and 14.52%, 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%NovemberDecember2025FebruaryMarchApril
14.66%
14.52%
SLYV
IJR