Data Source: from November 2000 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: SPDR Portfolio S&P 500 Value ETF (SPYV)

In the last 20 Years, the SPDR Portfolio S&P 500 Value ETF (SPYV) ETF obtained a 8.49% compound annual return, with a 14.96% standard deviation.

In 2021, the ETF granted a 2.59% dividend yield. If you are interested in getting periodic income, please refer to the SPDR Portfolio S&P 500 Value ETF (SPYV) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Historical Returns as of Jul 31, 2022

Historical returns and stats of SPDR Portfolio S&P 500 Value ETF (SPYV) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

SPDR PORTFOLIO S&P 500 VALUE ETF (SPYV) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from November 2000 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
5.87
5.88
0.00
1 - 0
3M
-1.22
-3.61
-8.19
Jun 2022 - Jun 2022
2 - 1
6M
-4.51
-9.38
-11.27
Apr 2022 - Jun 2022
3 - 3
YTD
-6.21
-11.74
-11.41
Jan 2022 - Jun 2022
3 - 4
1Y
-0.08
-7.93
15.47
-11.41
Jan 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
9.70
4.56
18.51
-25.24
Jan 2020 - Mar 2020
21 - 15
58% pos
5Y(*)
9.11
5.02
17.09
-25.24
Jan 2020 - Mar 2020
39 - 21
65% pos
10Y(*)
11.39
8.56
14.05
-25.24
Jan 2020 - Mar 2020
81 - 39
68% pos
15Y(*)
6.97
4.49
16.09
-53.06
Nov 2007 - Feb 2009
114 - 66
63% pos
20Y(*)
8.49
5.82
14.96
-53.68
Jun 2007 - Feb 2009
156 - 84
65% pos
MAX(*)
01 Nov 2000
6.77
4.19
14.93
-53.68
Jun 2007 - Feb 2009
166 - 95
64% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of SPDR Portfolio S&P 500 Value ETF (SPYV) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

SPDR PORTFOLIO S&P 500 VALUE ETF (SPYV) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs SPYV
 
Asset Class 1 Year 5 Years 10 Years Since
Nov 2000
US Total Stock Market
VTI
0.91
0.94
0.94
0.94
US Large Cap
SPY
0.92
0.94
0.94
0.94
US Small Cap
IJR
0.88
0.90
0.88
0.85
US REITs
VNQ
0.87
0.79
0.64
0.67
US Technology
QQQ
0.79
0.77
0.75
0.71
Preferred Stocks
PFF
0.88
0.76
0.67
0.50
EAFE Stocks
EFA
0.98
0.92
0.84
0.87
World All Countries
VT
0.95
0.95
0.93
0.93
Emerging Markets
EEM
0.77
0.74
0.66
0.73
Europe
VGK
0.97
0.91
0.83
0.87
Pacific
VPL
0.89
0.87
0.76
0.75
Latin America
FLLA
0.65
0.66
0.59
0.68
US Total Bond Market
BND
0.54
0.17
0.07
0.01
Long Term Treasuries
TLT
0.32
-0.28
-0.29
-0.29
US Cash
BIL
-0.12
-0.24
-0.18
-0.10
TIPS
TIP
0.63
0.32
0.19
0.09
Investment Grade Bonds
LQD
0.67
0.46
0.36
0.27
High Yield Bonds
HYG
0.82
0.79
0.74
0.68
International Bond Market
BNDX
0.45
0.20
0.15
0.08
Emerging Market Bonds
EMB
0.88
0.64
0.52
0.53
Gold
GLD
0.30
0.07
-0.01
0.05
Commodities
DBC
0.37
0.59
0.49
0.41

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the SPDR Portfolio S&P 500 Value ETF (SPYV) ETF: Dividend Yield page.

An investment of 1000$, since August 2002, now would be worth 5103.18$, with a total return of 410.32% (8.49% annualized).

The Inflation Adjusted Capital now would be 3102.11$, with a net total return of 210.21% (5.82% annualized).
An investment of 1000$, since November 2000, now would be worth 4159.35$, with a total return of 315.94% (6.77% annualized).

The Inflation Adjusted Capital now would be 2442.75$, with a net total return of 144.27% (4.19% annualized).

Drawdowns

Worst drawdowns since August 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-53.68% Jun 2007 Feb 2009 21 Feb 2013 48 69
-25.24% Jan 2020 Mar 2020 3 Dec 2020 9 12
-12.57% Feb 2018 Dec 2018 11 Apr 2019 4 15
-11.41% Jan 2022 Jun 2022 6 in progress 1 7
-10.62% Jun 2015 Sep 2015 4 May 2016 8 12
-10.37% Sep 2002 Sep 2002 1 Nov 2002 2 3
-10.21% Dec 2002 Feb 2003 3 May 2003 3 6
-7.58% May 2019 May 2019 1 Jul 2019 2 3
-4.47% Jan 2015 Jan 2015 1 Feb 2015 1 2
-4.34% Aug 2013 Aug 2013 1 Oct 2013 2 3
-3.74% Jan 2014 Jan 2014 1 Mar 2014 2 3
-3.32% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.29% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.19% Mar 2004 Apr 2004 2 Sep 2004 5 7
-2.67% Aug 2019 Aug 2019 1 Sep 2019 1 2
-2.67% Mar 2005 Apr 2005 2 Jul 2005 3 5
-2.41% May 2006 May 2006 1 Jul 2006 2 3
-2.28% Jan 2005 Jan 2005 1 Feb 2005 1 2
-1.86% Feb 2007 Feb 2007 1 Apr 2007 2 3
-1.83% Sep 2016 Oct 2016 2 Nov 2016 1 3

Worst drawdowns since November 2000.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-53.68% Jun 2007 Feb 2009 21 Feb 2013 48 69
-29.07% Jan 2001 Sep 2002 21 Feb 2004 17 38
-25.24% Jan 2020 Mar 2020 3 Dec 2020 9 12
-12.57% Feb 2018 Dec 2018 11 Apr 2019 4 15
-11.41% Jan 2022 Jun 2022 6 in progress 1 7
-10.62% Jun 2015 Sep 2015 4 May 2016 8 12
-7.58% May 2019 May 2019 1 Jul 2019 2 3
-4.47% Jan 2015 Jan 2015 1 Feb 2015 1 2
-4.34% Aug 2013 Aug 2013 1 Oct 2013 2 3
-3.74% Jan 2014 Jan 2014 1 Mar 2014 2 3
-3.32% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.29% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.19% Mar 2004 Apr 2004 2 Sep 2004 5 7
-2.67% Aug 2019 Aug 2019 1 Sep 2019 1 2
-2.67% Mar 2005 Apr 2005 2 Jul 2005 3 5
-2.41% May 2006 May 2006 1 Jul 2006 2 3
-2.28% Jan 2005 Jan 2005 1 Feb 2005 1 2
-1.86% Feb 2007 Feb 2007 1 Apr 2007 2 3
-1.83% Sep 2016 Oct 2016 2 Nov 2016 1 3
-1.74% Jun 2013 Jun 2013 1 Jul 2013 1 2

Rolling Returns ( more details)

SPDR Portfolio S&P 500 Value ETF (SPYV) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.49 50.49
Apr 2020 - Mar 2021
-45.85
Mar 2008 - Feb 2009
24.00%
2 Years
7.99 36.13
Mar 2009 - Feb 2011
-28.74
Mar 2007 - Feb 2009
17.65%
3 Years
7.88 23.42
Mar 2009 - Feb 2012
-16.04
Mar 2006 - Feb 2009
16.81%
5 Years
7.65 21.51
Mar 2009 - Feb 2014
-6.80
Mar 2004 - Feb 2009
18.81%
7 Years
7.18 15.62
Mar 2009 - Feb 2016
-3.61
Mar 2002 - Feb 2009
3.93%
10 Years
7.66 14.69
Mar 2009 - Feb 2019
1.73
Dec 2000 - Nov 2010
0.00%
15 Years
7.15 9.38
Feb 2003 - Jan 2018
4.57
Feb 2001 - Jan 2016
0.00%
20 Years
7.30 8.49
Aug 2002 - Jul 2022
5.72
Nov 2000 - Oct 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR Portfolio S&P 500 Value ETF (SPYV) ETF: Rolling Returns page.

Seasonality

SPDR Portfolio S&P 500 Value ETF (SPYV) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
-0.60
41%
-0.03
64%
1.03
64%
2.12
73%
0.38
68%
-0.91
45%
1.24
73%
-0.12
62%
-0.36
52%
1.15
62%
2.15
77%
1.60
82%
Best
Year
8.5
2019
6.0
2021
8.9
2009
10.7
2020
6.8
2009
8.1
2019
7.4
2009
3.9
2009
7.1
2010
12.5
2011
12.8
2020
7.6
2010
Worst
Year
-11.1
2009
-12.2
2009
-15.3
2020
-5.9
2002
-7.6
2019
-10.0
2008
-8.5
2002
-6.4
2011
-10.4
2002
-16.8
2008
-5.7
2008
-9.4
2018
Statistics calculated for the period Nov 2000 - Jul 2022

Monthly/Yearly Returns

SPDR Portfolio S&P 500 Value ETF (SPYV) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
166 Positive Months (64%) - 95 Negative Months (36%)
Nov 2000 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-6.21 -11.74 -1.8 -1.4 3.1 -4.9 1.6 -8.2 5.9
2021
+24.91 +16.70 -1.5 6.0 6.3 3.8 2.2 -1.2 0.8 1.7 -3.3 4.6 -3.3 7.1
2020
+1.44 +0.08 -2.6 -9.4 -15.3 10.7 3.2 -1.1 3.9 3.4 -2.4 -1.8 12.8 3.3
2019
+31.70 +28.76 8.5 2.2 1.1 4.1 -7.6 8.1 1.7 -2.7 3.9 2.7 3.9 3.0
2018
-8.98 -10.69 4.1 -5.5 -2.0 0.5 0.3 0.7 4.0 1.3 0.4 -5.4 2.7 -9.4
2017
+15.39 +13.01 0.8 3.8 -1.1 -0.2 -0.2 1.9 1.3 -1.3 3.3 1.3 3.4 1.6
2016
+17.07 +14.69 -5.1 0.8 7.0 2.0 0.9 0.7 2.8 0.6 -0.2 -1.6 6.3 2.4
2015
-3.16 -3.86 -4.5 5.6 -1.5 1.3 0.9 -2.1 0.4 -6.1 -3.2 7.9 0.5 -1.8
2014
+12.16 +11.32 -3.7 3.5 2.8 1.1 1.4 1.8 -1.4 3.3 -1.4 1.6 2.3 0.5
2013
+31.76 +29.81 6.8 1.1 3.7 1.8 3.3 -1.7 6.0 -4.3 2.5 4.5 3.2 1.6
2012
+17.23 +15.22 4.8 4.2 3.3 -1.4 -6.4 4.4 1.0 2.1 3.1 -0.6 0.0 2.0
2011
-0.74 -3.59 3.1 3.7 0.0 2.1 -1.9 -2.0 -3.7 -6.4 -7.1 12.5 -1.6 1.8
2010
+15.48 +13.78 -2.2 2.2 6.2 1.9 -7.5 -4.9 6.8 -3.6 7.1 3.0 -0.7 7.6
2009
+17.12 +14.02 -11.1 -12.2 8.9 8.0 6.8 -0.6 7.4 3.9 3.2 -1.9 5.9 0.6
2008
-36.29 -36.35 -4.3 -4.1 -0.6 4.2 -0.5 -10.0 0.7 1.5 -7.7 -16.8 -5.7 1.0
2007
+1.38 -2.59 1.1 -1.9 1.6 4.3 3.5 -2.1 -4.4 1.9 3.4 0.0 -4.2 -1.4
2006
+21.57 +18.56 2.8 0.7 1.4 2.2 -2.4 0.8 2.4 2.1 2.6 2.9 2.4 2.0
2005
+5.35 +1.87 -2.3 3.0 -1.2 -1.5 1.8 0.6 2.0 -1.3 2.4 -1.4 3.0 0.2
2004
+13.21 +9.64 2.1 1.8 -2.1 -1.1 0.0 2.4 -1.5 1.7 0.6 1.1 4.3 3.3
2003
+25.21 +22.90 -3.2 -3.2 1.0 9.0 5.6 2.9 -0.7 0.4 -0.4 4.5 0.5 7.0
2002
-17.99 -19.90 -4.2 1.2 4.2 -5.9 1.5 -7.5 -8.5 2.6 -10.4 7.8 5.7 -4.2
2001
-5.60 -7.04 -0.8 -2.9 -4.2 4.8 1.7 -2.8 0.4 -3.5 -3.9 -0.9 4.2 2.6
2000
- - 1.6 4.1
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