SLYV vs. RWO
Compare and contrast key facts about SPDR S&P 600 Small Cap Value ETF (SLYV) and SPDR Dow Jones Global Real Estate ETF (RWO).
SLYV and RWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. RWO is a passively managed fund by State Street that tracks the performance of the Dow Jones Global Select Real Estate Securities Index. It was launched on May 13, 2008. Both SLYV and RWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SLYV vs. RWO - Performance Comparison
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SLYV vs. RWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | 4.44% | 6.54% | 7.28% | 14.82% | -11.08% | 30.57% | 2.68% | 24.26% | -12.77% | 11.74% |
RWO SPDR Dow Jones Global Real Estate ETF | 2.29% | 8.87% | 1.76% | 10.91% | -25.11% | 31.03% | -10.44% | 21.17% | -6.04% | 7.80% |
Returns By Period
In the year-to-date period, SLYV achieves a 4.44% return, which is significantly higher than RWO's 2.29% return. Over the past 10 years, SLYV has outperformed RWO with an annualized return of 9.46%, while RWO has yielded a comparatively lower 2.99% annualized return.
SLYV
- 1D
- 2.14%
- 1M
- -3.30%
- YTD
- 4.44%
- 6M
- 7.85%
- 1Y
- 23.27%
- 3Y*
- 9.97%
- 5Y*
- 4.83%
- 10Y*
- 9.46%
RWO
- 1D
- 1.44%
- 1M
- -7.46%
- YTD
- 2.29%
- 6M
- 1.71%
- 1Y
- 8.72%
- 3Y*
- 7.44%
- 5Y*
- 2.63%
- 10Y*
- 2.99%
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SLYV vs. RWO - Expense Ratio Comparison
SLYV has a 0.15% expense ratio, which is lower than RWO's 0.50% expense ratio.
Return for Risk
SLYV vs. RWO — Risk / Return Rank
SLYV
RWO
SLYV vs. RWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and SPDR Dow Jones Global Real Estate ETF (RWO). 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.
| SLYV | RWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.56 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.87 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.82 | +0.69 |
Martin ratioReturn relative to average drawdown | 5.74 | 3.57 | +2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLYV | RWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.56 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.16 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.16 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.15 | +0.30 |
Correlation
The correlation between SLYV and RWO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SLYV vs. RWO - Dividend Comparison
SLYV's dividend yield for the trailing twelve months is around 2.01%, less than RWO's 3.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | 2.01% | 2.02% | 2.30% | 2.11% | 1.47% | 1.94% | 1.40% | 1.67% | 2.14% | 5.53% | 2.18% | 6.55% |
RWO SPDR Dow Jones Global Real Estate ETF | 3.53% | 3.62% | 3.68% | 3.53% | 3.69% | 2.79% | 3.25% | 3.97% | 3.90% | 3.26% | 3.77% | 2.97% |
Drawdowns
SLYV vs. RWO - Drawdown Comparison
The maximum SLYV drawdown since its inception was -61.15%, smaller than the maximum RWO drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for SLYV and RWO.
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Drawdown Indicators
| SLYV | RWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.15% | -67.69% | +6.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -11.48% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -32.85% | +4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -47.73% | -43.27% | -4.46% |
Current DrawdownCurrent decline from peak | -6.18% | -7.70% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -12.78% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 2.64% | +1.49% |
Volatility
SLYV vs. RWO - Volatility Comparison
SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 5.43% compared to SPDR Dow Jones Global Real Estate ETF (RWO) at 5.13%. This indicates that SLYV's price experiences larger fluctuations and is considered to be riskier than RWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLYV | RWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 5.13% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 9.03% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.64% | 15.54% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 16.98% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.97% | 18.19% | +5.78% |