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ETFs

SPDR Portfolio S&P 500 Value ETF

SPYV
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Sep 25, 2000
Expense Ratio
0.04%
Type
US Equities
Fund Owner
State Street (SPDR)
Volume (1m avg. daily)
$58,738,681
AUM
$16,045,702,836
Associated Index
S&P 500 Value Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

MSFT
Microsoft Corporation
6%
META
Meta Platforms Inc - Ordinary Shares - Class A
4.04%
BRK/B
Berkshire Hathaway Inc. - Ordinary Shares - Class B
3.99%
AMZN
Amazon.com Inc.
3.84%
JPM
JPMorgan Chase & Co.
2.57%
WMT
Walmart Inc
1.41%
CSCO
Cisco Systems, Inc.
1.32%
CRM
Salesforce Inc
1.22%
BAC
Bank Of America Corp.
1.16%
CMCSA
Comcast Corp - Ordinary Shares - Class A
1.13%
Invest with SPYV
Trade SPYV Options

What is SPYV?

The SPDR Portfolio S&P 500 Value ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Value Index (the "Index"). The S&P 500 Value Index measures the performance of the large-capitalization value segment in the U.S. equity market. The Index consists of those stocks in the S&P 500 Index exhibiting the strongest value characteristics based on: (i) book value to price ratio; (ii) earnings to price ratio; and (iii) sales to price ratio. The selection universe for the S&P 500 Index includes all U.S-domiciled, as determined by S&P Dow Jones Indices LLC, common equities listed on the NYSE, NYSE Arca, NYSE MKT, NASDAQ Global Select Market, NASDAQ Select Market, NASDAQ Capital Market, Bats BZX, Bats BYX, Bats EDGA, or Bats EDGX with market capitalizations generally of $5.3 billion or more at the time of inclusion. The Index is market capitalization weighted.

1M
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SPYV
Performance Measures**

for the time period Sep 29, 2000 to Dec 4, 2025

Returns

1M Trailing Return: 2.2%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.3%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -56.6%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 18.6%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.52

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.15

The annualized return divided by the max drawdown for the selected time period.

ETFs related toSPYV

ETFs correlated to SPYV include IVE, VOOV, IUSV

SPYV
SPDR Series Trust - SPDR Portfolio S&P 500 Value ETF
IVE
BlackRock Institutional Trust Company N.A. - iShares S&P 500 Value ETF
VOOV
Vanguard Group, Inc. - Vanguard S&P 500 Value ETF
IUSV
BlackRock Institutional Trust Company N.A. - iShares Core S&P U.S.Value ETF
FNDB
Schwab Strategic Trust - Schwab Fundamental U.S. Broad Market Index ETF
FNDX
Schwab Strategic Trust - Schwab Fundamental U.S. Large Company Index ETF
EQWL
Invesco Capital Management LLC - Invesco Russell Top 200 Equal Weight ETF
ILCV
BlackRock Institutional Trust Company N.A. - iShares Morningstar Value ETF
JHML
John Hancock Investment Management LLC - John Hancock Multifactor Large Cap ETF
PRF
Invesco Capital Management LLC - Invesco FTSE RAFI US 1000 ETF
RSP
Invesco Capital Management LLC - Invesco S&P 500 Equal Weight ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toSPYV

KMLM Switcher in Not Today Satan Framework (w/ Pops)| BT 4/13/22 = AR 323% / StdDev 46.3 /DD 15.3%

Category

Tactical allocation, regime switching, momentum/RSI, volatility trading, leveraged ETFs, managed futures, credit/interest-rate signals, hedging

OOS Cumulative Return

239.46%

V1a Hello Algo World! + Cash USDU & XLE

Category

Trend-following, momentum, sector rotation, risk-on/risk-off, hedging, US equities, tech/semis, dollar tilt, commodities

OOS Cumulative Return

85.62%

Create your own algorithmic trading strategy with SPYV using Composer

FAQ

SPYV is a US Equities ETF. The SPDR Portfolio S&P 500 Value ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Value Index (the "Index"). The S&P 500 Value Index measures the performance of the large-capitalization value segment in the U.S. equity market. The Index consists of those stocks in the S&P 500 Index exhibiting the strongest value characteristics based on: (i) book value to price ratio; (ii) earnings to price ratio; and (iii) sales to price ratio. The selection universe for the S&P 500 Index includes all U.S-domiciled, as determined by S&P Dow Jones Indices LLC, common equities listed on the NYSE, NYSE Arca, NYSE MKT, NASDAQ Global Select Market, NASDAQ Select Market, NASDAQ Capital Market, Bats BZX, Bats BYX, Bats EDGA, or Bats EDGX with market capitalizations generally of $5.3 billion or more at the time of inclusion. The Index is market capitalization weighted.

SPYV tracks the S&P 500 Value Index.

No, SPYV is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, SPYV is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on SPYV is -0.0086%. This is the percent change in the value of SPYV over the most recent 1-month period. The 3-month return on SPYV is -0.0018%. This is the percent change in the value of SPYV over the most recent 3-month period.

The standard deviation of SPYV for the past year is 0.1603%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to SPYV include IWO, VTV, and VUG.

ETFs correlated to SPYV include IVE, VOOV, and IUSV.

ETFs that are inversely correlated to SPYV include SDS, SPXU, and SPXS.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.