SPDR(R) PORTFOLIO S&P 500 VALUE ETF

Symbol: SPYV

Exchange: NYSE ARCA

Sector: Technology

Category: Large Value

Inception Date: 25/09/2000

Latest Date: 02/04/2026

Current Price: $56.72

Expense Ratio: 0.04%

Assets Under Management
$33.1B
0.84% daily change

Period Performance

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

Adjusted Return
--
--

Performance Metrics

Return

-4.56%

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
Return

-0.42%

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
Return

2.80%

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
Return

12.29%

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
Return

18.92%

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
Return

47.35%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.051%

Best Day

7.471%

09/04/2025
Worst Day

-5.718%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $56.25 $56.94 $56.15 $56.72 4,522,200
01/04/2026 $56.68 $56.81 $56.56 $56.65 3,878,600
31/03/2026 $56.10 $56.68 $55.82 $56.58 5,977,600
30/03/2026 $56.06 $56.14 $55.44 $55.64 3,976,800
27/03/2026 $56.16 $56.22 $55.48 $55.59 4,812,500
26/03/2026 $56.35 $56.85 $56.25 $56.29 3,787,200
25/03/2026 $56.74 $56.93 $56.32 $56.59 5,827,700
24/03/2026 $55.83 $56.65 $55.76 $56.31 5,549,000
23/03/2026 $56.41 $56.70 $56.08 $56.17 6,399,900
20/03/2026 $56.32 $56.46 $55.65 $55.84 8,966,200