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

Key characteristics


SLYVIJR
YTD Return-0.30%1.89%
1Y Return14.19%18.24%
3Y Return (Ann)1.89%1.71%
5Y Return (Ann)8.59%8.97%
10Y Return (Ann)8.03%8.90%
Sharpe Ratio0.690.95
Daily Std Dev21.01%19.26%
Max Drawdown-61.32%-58.15%
Current Drawdown-3.60%-5.07%

Correlation

0.91
-1.001.00

The correlation between SLYV and IJR is 0.91, 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

SLYV vs. IJR - Performance Comparison

In the year-to-date period, SLYV achieves a -0.30% return, which is significantly lower than IJR's 1.89% return. Over the past 10 years, SLYV has underperformed IJR with an annualized return of 8.03%, while IJR has yielded a comparatively higher 8.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%600.00%700.00%800.00%900.00%OctoberNovemberDecember2024FebruaryMarch
865.42%
707.13%
SLYV
IJR

Compare stocks, funds, or ETFs


SPDR S&P 600 Small Cap Value ETF

iShares Core S&P Small-Cap ETF

SLYV vs. IJR - Expense Ratio Comparison

SLYV has a 0.15% expense ratio, which is higher than IJR's 0.07% expense ratio.

SLYV
SPDR S&P 600 Small Cap Value ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SLYV
SPDR S&P 600 Small Cap Value ETF
0.69
IJR
iShares Core S&P Small-Cap ETF
0.95

SLYV vs. IJR - Sharpe Ratio Comparison

The current SLYV Sharpe Ratio is 0.69, which roughly equals the IJR Sharpe Ratio of 0.95. The chart below compares the 12-month rolling Sharpe Ratio of SLYV and IJR.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.69
0.95
SLYV
IJR

Dividends

SLYV vs. IJR - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 2.19%, more than IJR's 1.29% yield.


TTM20232022202120202019201820172016201520142013
SLYV
SPDR S&P 600 Small Cap Value ETF
2.19%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%1.58%
IJR
iShares Core S&P Small-Cap ETF
1.29%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%

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%. The drawdown chart below compares losses from any high point along the way for SLYV and IJR


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.60%
-5.07%
SLYV
IJR

Volatility

SLYV vs. IJR - Volatility Comparison

SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 4.78% compared to iShares Core S&P Small-Cap ETF (IJR) at 4.17%. This indicates that SLYV's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.78%
4.17%
SLYV
IJR