Summary
SPYV
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 22.30% Volatility 15.54% Sharpe 0.56
Official loaded data — not a live quote.

SPDR(R) PORTFOLIO S&P 500 VALUE ETF

Symbol: SPYV

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 25/09/2000

Latest date: 02/06/2026

Current price: $61.04

Expense ratio: 0.04%

Assets under management
$33.7B
0.69% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.59%

Ann. -40.03% (Sharpe / Sortino numerator)

Volatility

13.05%

Sharpe ratio

-3.346

VaR 95%

-1.34%

CVaR 95%: -1.44%
Max drawdown: -5.62%
Sortino ratio: -5.514
Calmar ratio: -7.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.09%

Ann. -1.70% (Sharpe / Sortino numerator)

Volatility

11.70%

Sharpe ratio

-0.456

VaR 95%

-1.33%

CVaR 95%: -1.46%
Max drawdown: -6.57%
Sortino ratio: -0.643
Calmar ratio: -0.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.73%

Ann. 5.73% (Sharpe / Sortino numerator)

Volatility

11.08%

Sharpe ratio

0.189

VaR 95%

-1.24%

CVaR 95%: -1.51%
Max drawdown: -6.57%
Sortino ratio: 0.272
Calmar ratio: 0.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.30%

Ann. 12.35% (Sharpe / Sortino numerator)

Volatility

15.54%

Sharpe ratio

0.561

VaR 95%

-1.30%

CVaR 95%: -2.27%
Max drawdown: -8.20%
Sortino ratio: 0.680
Calmar ratio: 1.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

28.76%

Ann. 9.09% (Sharpe / Sortino numerator)

Volatility

13.42%

Sharpe ratio

0.407

VaR 95%

-1.25%

CVaR 95%: -1.93%
Max drawdown: -17.54%
Sortino ratio: 0.529
Calmar ratio: 0.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

54.96%

Ann. 13.85% (Sharpe / Sortino numerator)

Volatility

12.69%

Sharpe ratio

0.806

VaR 95%

-1.16%

CVaR 95%: -1.76%
Max drawdown: -17.54%
Sortino ratio: 1.099
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.082%

Best day

2.025%

08/04/2026
Worst day

-2.181%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $60.62 $61.08 $60.56 $61.04 1,765,200
01/06/2026 $60.71 $60.87 $60.60 $60.75 2,234,800
29/05/2026 $61.24 $61.31 $61.05 $61.05 2,902,200
28/05/2026 $61.13 $61.23 $60.90 $61.17 5,737,300
27/05/2026 $61.09 $61.28 $61.01 $61.09 1,872,300
26/05/2026 $61.24 $61.33 $60.98 $61.06 3,908,400
22/05/2026 $60.84 $61.21 $60.82 $61.08 2,365,400
21/05/2026 $60.22 $60.61 $59.90 $60.59 1,976,500
20/05/2026 $60.13 $60.55 $60.03 $60.49 5,182,500
19/05/2026 $60.04 $60.31 $59.87 $60.11 1,911,300