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

Key characteristics


SLYVSLYG
YTD Return-0.30%3.97%
1Y Return14.19%22.09%
3Y Return (Ann)1.89%1.43%
5Y Return (Ann)8.59%8.93%
10Y Return (Ann)8.03%9.50%
Sharpe Ratio0.691.20
Daily Std Dev21.01%18.09%
Max Drawdown-61.32%-63.19%
Current Drawdown-3.60%-7.04%

Correlation

0.88
-1.001.00

The correlation between SLYV and SLYG is 0.88, 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. SLYG - Performance Comparison

In the year-to-date period, SLYV achieves a -0.30% return, which is significantly lower than SLYG's 3.97% return. Over the past 10 years, SLYV has underperformed SLYG with an annualized return of 8.03%, while SLYG has yielded a comparatively higher 9.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%800.00%900.00%OctoberNovemberDecember2024FebruaryMarch
865.42%
359.12%
SLYV
SLYG

Compare stocks, funds, or ETFs


SPDR S&P 600 Small Cap Value ETF

SPDR S&P 600 Small Cap Growth ETF

SLYV vs. SLYG - Expense Ratio Comparison

Both SLYV and SLYG have an expense ratio of 0.15%.

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%0.15%

Risk-Adjusted Performance

SLYV vs. SLYG - 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 SPDR S&P 600 Small Cap Growth ETF (SLYG). 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
SLYG
SPDR S&P 600 Small Cap Growth ETF
1.20

SLYV vs. SLYG - Sharpe Ratio Comparison

The current SLYV Sharpe Ratio is 0.69, which is lower than the SLYG Sharpe Ratio of 1.20. The chart below compares the 12-month rolling Sharpe Ratio of SLYV and SLYG.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.69
1.20
SLYV
SLYG

Dividends

SLYV vs. SLYG - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 2.19%, more than SLYG's 1.12% 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%
SLYG
SPDR S&P 600 Small Cap Growth ETF
1.12%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%0.61%

Drawdowns

SLYV vs. SLYG - Drawdown Comparison

The maximum SLYV drawdown since its inception was -61.32%, roughly equal to the maximum SLYG drawdown of -63.19%. The drawdown chart below compares losses from any high point along the way for SLYV and SLYG


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.60%
-7.04%
SLYV
SLYG

Volatility

SLYV vs. SLYG - Volatility Comparison

SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 4.78% compared to SPDR S&P 600 Small Cap Growth ETF (SLYG) at 3.82%. This indicates that SLYV's price experiences larger fluctuations and is considered to be riskier than SLYG 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%
3.82%
SLYV
SLYG