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SPYV vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYV and VTV is 0.90, 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: 0.9

Performance

SPYV vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 Value ETF (SPYV) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
427.37%
485.88%
SPYV
VTV

Key characteristics

Sharpe Ratio

SPYV:

0.22

VTV:

0.49

Sortino Ratio

SPYV:

0.42

VTV:

0.78

Omega Ratio

SPYV:

1.06

VTV:

1.11

Calmar Ratio

SPYV:

0.19

VTV:

0.52

Martin Ratio

SPYV:

0.73

VTV:

2.06

Ulcer Index

SPYV:

4.68%

VTV:

3.67%

Daily Std Dev

SPYV:

15.79%

VTV:

15.48%

Max Drawdown

SPYV:

-58.45%

VTV:

-59.27%

Current Drawdown

SPYV:

-10.79%

VTV:

-8.17%

Returns By Period

In the year-to-date period, SPYV achieves a -4.24% return, which is significantly lower than VTV's -1.92% return. Both investments have delivered pretty close results over the past 10 years, with SPYV having a 9.37% annualized return and VTV not far ahead at 9.66%.


SPYV

YTD

-4.24%

1M

-5.08%

6M

-7.04%

1Y

2.71%

5Y*

14.33%

10Y*

9.37%

VTV

YTD

-1.92%

1M

-4.59%

6M

-4.49%

1Y

6.77%

5Y*

14.25%

10Y*

9.66%

*Annualized

Compare stocks, funds, or ETFs

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SPYV vs. VTV - Expense Ratio Comparison

Both SPYV and VTV have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SPYV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYV: 0.04%
Expense ratio chart for VTV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTV: 0.04%

Risk-Adjusted Performance

SPYV vs. VTV — Risk-Adjusted Performance Rank

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

SPYV
The Risk-Adjusted Performance Rank of SPYV is 3939
Overall Rank
The Sharpe Ratio Rank of SPYV is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYV is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SPYV is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SPYV is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SPYV is 3939
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 6060
Overall Rank
The Sharpe Ratio Rank of VTV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 6262
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.

SPYV vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Value ETF (SPYV) and Vanguard Value ETF (VTV). 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 SPYV, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.00
SPYV: 0.22
VTV: 0.49
The chart of Sortino ratio for SPYV, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
SPYV: 0.42
VTV: 0.78
The chart of Omega ratio for SPYV, currently valued at 1.06, compared to the broader market0.501.001.502.00
SPYV: 1.06
VTV: 1.11
The chart of Calmar ratio for SPYV, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.00
SPYV: 0.19
VTV: 0.52
The chart of Martin ratio for SPYV, currently valued at 0.73, compared to the broader market0.0020.0040.0060.00
SPYV: 0.73
VTV: 2.06

The current SPYV Sharpe Ratio is 0.22, which is lower than the VTV Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SPYV and VTV, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.22
0.49
SPYV
VTV

Dividends

SPYV vs. VTV - Dividend Comparison

SPYV's dividend yield for the trailing twelve months is around 2.24%, less than VTV's 2.38% yield.


TTM20242023202220212020201920182017201620152014
SPYV
SPDR Portfolio S&P 500 Value ETF
2.24%2.29%1.75%2.23%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%
VTV
Vanguard Value ETF
2.38%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

SPYV vs. VTV - Drawdown Comparison

The maximum SPYV drawdown since its inception was -58.45%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SPYV and VTV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.79%
-8.17%
SPYV
VTV

Volatility

SPYV vs. VTV - Volatility Comparison

SPDR Portfolio S&P 500 Value ETF (SPYV) has a higher volatility of 12.01% compared to Vanguard Value ETF (VTV) at 11.21%. This indicates that SPYV's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.01%
11.21%
SPYV
VTV