Data Source: from November 2000 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: SPDR S&P 600 Small Cap Value ETF (SLYV)

In the last 20 Years, the SPDR S&P 600 Small Cap Value ETF (SLYV) ETF obtained a 10.31% compound annual return, with a 19.85% standard deviation.

In 2021, the ETF granted a 2.11% dividend yield. If you are interested in getting periodic income, please refer to the SPDR S&P 600 Small Cap Value ETF (SLYV) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

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

Historical Returns as of Jul 31, 2022

Historical returns and stats of SPDR S&P 600 Small Cap Value ETF (SLYV) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

SPDR S&P 600 SMALL CAP VALUE ETF (SLYV) 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
8.51
8.52
0.00
1 - 0
3M
1.14
-1.31
-8.84
Jun 2022 - Jun 2022
2 - 1
6M
-2.54
-7.52
-12.69
Apr 2022 - Jun 2022
4 - 2
YTD
-6.73
-12.23
-14.04
Jan 2022 - Jun 2022
4 - 3
1Y
-2.66
-10.30
16.05
-14.04
Jan 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
10.45
5.28
25.94
-37.36
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y(*)
8.21
4.16
23.71
-40.05
Sep 2018 - Mar 2020
40 - 20
67% pos
10Y(*)
11.81
8.97
19.36
-40.05
Sep 2018 - Mar 2020
82 - 38
68% pos
15Y(*)
8.65
6.13
21.50
-52.68
Nov 2007 - Feb 2009
116 - 64
64% pos
20Y(*)
10.31
7.60
19.85
-55.37
Jun 2007 - Feb 2009
158 - 82
66% pos
MAX(*)
01 Nov 2000
10.81
8.13
19.66
-55.37
Jun 2007 - Feb 2009
173 - 88
66% 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 S&P 600 Small Cap Value ETF (SLYV) ETF vs the main Asset Classes, over different timeframes.

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

SPDR S&P 600 SMALL CAP VALUE ETF (SLYV) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs SLYV
 
Asset Class 1 Year 5 Years 10 Years Since
Nov 2000
US Total Stock Market
VTI
0.90
0.86
0.86
0.88
US Large Cap
SPY
0.89
0.84
0.82
0.84
US Small Cap
IJR
0.98
0.99
0.99
0.97
US REITs
VNQ
0.75
0.72
0.59
0.73
US Technology
QQQ
0.82
0.69
0.65
0.65
Preferred Stocks
PFF
0.90
0.72
0.61
0.50
EAFE Stocks
EFA
0.92
0.85
0.75
0.79
World All Countries
VT
0.92
0.88
0.84
0.84
Emerging Markets
EEM
0.64
0.74
0.62
0.72
Europe
VGK
0.86
0.83
0.72
0.77
Pacific
VPL
0.97
0.84
0.72
0.71
Latin America
FLLA
0.60
0.60
0.52
0.64
US Total Bond Market
BND
0.73
0.13
0.03
0.00
Long Term Treasuries
TLT
0.49
-0.35
-0.34
-0.32
US Cash
BIL
-0.17
-0.32
-0.24
-0.08
TIPS
TIP
0.84
0.27
0.15
0.11
Investment Grade Bonds
LQD
0.82
0.42
0.30
0.25
High Yield Bonds
HYG
0.94
0.76
0.70
0.70
International Bond Market
BNDX
0.65
0.18
0.11
0.10
Emerging Market Bonds
EMB
0.83
0.58
0.46
0.49
Gold
GLD
0.30
-0.04
-0.06
0.03
Commodities
DBC
0.20
0.62
0.51
0.42

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 S&P 600 Small Cap Value ETF (SLYV) ETF: Dividend Yield page.

An investment of 1000$, since August 2002, now would be worth 7113.02$, with a total return of 611.30% (10.31% annualized).

The Inflation Adjusted Capital now would be 4323.86$, with a net total return of 332.39% (7.60% annualized).
An investment of 1000$, since November 2000, now would be worth 9316.02$, with a total return of 831.60% (10.81% annualized).

The Inflation Adjusted Capital now would be 5471.20$, with a net total return of 447.12% (8.13% annualized).

Drawdowns

Worst drawdowns since August 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.37% Jun 2007 Feb 2009 21 Feb 2011 24 45
-40.05% Sep 2018 Mar 2020 19 Jan 2021 10 29
-22.97% May 2011 Sep 2011 5 Feb 2012 5 10
-14.90% Jun 2021 Jun 2022 13 in progress 1 14
-13.31% Apr 2015 Jan 2016 10 Jul 2016 6 16
-10.43% Sep 2002 Feb 2003 6 May 2003 3 9
-10.40% Jan 2005 Apr 2005 4 Jul 2005 3 7
-9.58% Apr 2012 May 2012 2 Sep 2012 4 6
-6.86% Jul 2014 Sep 2014 3 Nov 2014 2 5
-6.82% Apr 2004 Apr 2004 1 Nov 2004 7 8
-5.06% Jan 2015 Jan 2015 1 Feb 2015 1 2
-4.19% May 2006 Jul 2006 3 Oct 2006 3 6
-4.19% Feb 2018 Feb 2018 1 May 2018 3 4
-3.87% Oct 2016 Oct 2016 1 Nov 2016 1 2
-3.76% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.38% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.23% Aug 2005 Oct 2005 3 Nov 2005 1 4
-2.88% Aug 2017 Aug 2017 1 Sep 2017 1 2
-2.72% Dec 2005 Dec 2005 1 Jan 2006 1 2
-2.36% Oct 2012 Oct 2012 1 Dec 2012 2 3

Worst drawdowns since November 2000.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.37% Jun 2007 Feb 2009 21 Feb 2011 24 45
-40.05% Sep 2018 Mar 2020 19 Jan 2021 10 29
-22.97% May 2011 Sep 2011 5 Feb 2012 5 10
-20.34% May 2002 Feb 2003 10 Jul 2003 5 15
-14.90% Jun 2021 Jun 2022 13 in progress 1 14
-13.31% Apr 2015 Jan 2016 10 Jul 2016 6 16
-10.40% Jan 2005 Apr 2005 4 Jul 2005 3 7
-9.73% Aug 2001 Sep 2001 2 Dec 2001 3 5
-9.58% Apr 2012 May 2012 2 Sep 2012 4 6
-6.86% Jul 2014 Sep 2014 3 Nov 2014 2 5
-6.82% Apr 2004 Apr 2004 1 Nov 2004 7 8
-5.06% Jan 2015 Jan 2015 1 Feb 2015 1 2
-4.19% May 2006 Jul 2006 3 Oct 2006 3 6
-4.19% Feb 2018 Feb 2018 1 May 2018 3 4
-3.87% Oct 2016 Oct 2016 1 Nov 2016 1 2
-3.76% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.43% Mar 2001 Mar 2001 1 Apr 2001 1 2
-3.38% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.23% Aug 2005 Oct 2005 3 Nov 2005 1 4
-2.88% Aug 2017 Aug 2017 1 Sep 2017 1 2

Rolling Returns ( more details)

SPDR S&P 600 Small Cap Value ETF (SLYV) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
12.63 103.96
Apr 2020 - Mar 2021
-45.20
Mar 2008 - Feb 2009
25.20%
2 Years
10.98 51.03
Mar 2009 - Feb 2011
-30.74
Mar 2007 - Feb 2009
15.97%
3 Years
10.31 33.44
Mar 2009 - Feb 2012
-18.30
Mar 2006 - Feb 2009
14.60%
5 Years
9.93 29.14
Mar 2009 - Feb 2014
-7.68
Mar 2004 - Feb 2009
5.45%
7 Years
9.44 19.34
Apr 2009 - Mar 2016
-0.85
Mar 2002 - Feb 2009
1.12%
10 Years
10.10 18.22
Mar 2009 - Feb 2019
6.16
Apr 2010 - Mar 2020
0.00%
15 Years
9.41 12.14
Feb 2003 - Jan 2018
5.57
Apr 2005 - Mar 2020
0.00%
20 Years
10.29 11.08
Apr 2001 - Mar 2021
9.31
Jul 2002 - Jun 2022
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 S&P 600 Small Cap Value ETF (SLYV) ETF: Rolling Returns page.

Seasonality

SPDR S&P 600 Small Cap Value ETF (SLYV) 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 %
-0.09
45%
0.83
73%
1.03
73%
2.39
73%
0.82
68%
-0.05
59%
1.10
59%
0.34
62%
-0.38
52%
0.81
71%
3.23
86%
2.14
73%
Best
Year
12.2
2019
10.8
2021
9.5
2016
19.8
2009
9.2
2003
7.7
2019
12.5
2009
6.3
2009
10.7
2010
15.6
2011
19.2
2020
11.4
2000
Worst
Year
-11.0
2009
-12.8
2009
-25.6
2020
-6.8
2004
-9.9
2019
-10.8
2008
-9.5
2002
-8.3
2011
-10.3
2011
-20.2
2008
-12.7
2008
-12.3
2018
Statistics calculated for the period Nov 2000 - Jul 2022

Monthly/Yearly Returns

SPDR S&P 600 Small Cap Value ETF (SLYV) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
173 Positive Months (66%) - 88 Negative Months (34%)
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
-6.73 -12.23 -4.3 2.4 0.4 -6.3 2.2 -8.8 8.5
2021
+30.18 +21.62 6.3 10.8 5.6 1.7 3.9 -0.8 -4.4 2.0 -1.9 2.9 -2.5 4.0
2020
+2.71 +1.33 -6.3 -10.1 -25.6 13.8 2.5 3.6 2.6 5.1 -5.2 3.7 19.2 7.4
2019
+24.26 +21.48 12.2 4.2 -3.8 4.2 -9.9 7.7 1.2 -5.1 5.6 2.0 2.8 2.9
2018
-12.76 -14.39 1.4 -4.2 1.4 1.7 5.8 0.9 2.6 3.1 -3.0 -10.1 0.7 -12.3
2017
+11.66 +9.35 -1.1 1.3 -0.6 0.5 -2.1 3.1 0.7 -2.9 8.7 0.6 3.8 -0.5
2016
+31.18 +28.51 -5.8 2.2 9.5 2.0 0.5 0.5 5.4 1.2 0.8 -3.9 13.5 3.0
2015
-6.41 -7.09 -5.1 6.0 1.0 -1.9 0.9 0.5 -3.0 -4.3 -3.8 6.4 2.6 -5.1
2014
+6.87 +6.07 -3.8 4.5 1.2 -2.3 0.8 3.9 -5.1 4.5 -6.1 7.3 0.3 2.2
2013
+40.63 +38.55 6.1 1.5 4.0 0.2 4.3 -0.8 7.4 -3.4 6.7 3.6 4.1 1.4
2012
+17.38 +15.37 8.0 1.7 3.0 -1.9 -7.9 4.9 -0.3 3.7 3.4 -2.4 1.6 3.0
2011
-1.73 -4.56 -0.3 4.0 2.4 1.5 -2.3 -1.4 -2.8 -8.3 -10.3 15.6 0.4 2.1
2010
+24.58 +22.74 -1.9 4.6 7.8 6.6 -7.9 -8.5 7.8 -7.6 10.7 3.1 2.4 7.5
2009
+37.04 +33.41 -11.0 -12.8 9.2 19.8 3.6 -0.4 12.5 6.3 5.0 -5.8 3.6 6.8
2008
-33.99 -34.05 -3.8 -2.8 -0.7 4.0 3.2 -10.8 2.9 3.7 -6.7 -20.2 -12.7 7.0
2007
-4.60 -8.34 2.3 -0.5 1.3 2.0 4.0 -2.2 -7.1 1.5 1.1 1.1 -6.3 -1.4
2006
+19.80 +16.83 7.3 0.0 3.8 0.4 -3.5 0.8 -1.5 2.6 0.2 4.6 3.5 0.5
2005
+2.81 -0.59 -5.3 1.9 -1.7 -5.5 6.6 3.5 6.1 -1.9 1.1 -2.4 4.0 -2.7
2004
+18.23 +14.50 2.9 3.1 0.7 -6.8 2.2 3.7 -5.1 0.8 4.0 1.8 7.6 2.8
2003
+42.98 +40.34 -3.3 -2.8 0.3 10.5 9.2 1.4 4.2 2.6 -1.4 7.7 4.4 4.5
2002
-3.88 -6.11 1.2 2.6 7.0 2.1 -1.5 -3.9 -9.5 3.9 -7.5 0.1 5.2 -2.3
2001
+14.42 +12.68 2.3 0.3 -3.4 6.4 3.2 1.8 0.9 -0.3 -9.5 1.4 6.8 4.7
2000
- - 5.7 11.4
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