SPDR Portfolio S&P 500 Value ETF
Ticker
SPYV
ISIN
NUS78464A50
Price
USD 53.70
Change Today
-0.34 / -0.629 %
Price 1 year ago
41.53 / 29.298 %
Morningstar
4
52 Week Low
42.42
52 Week High
54.33
200 Day Moving Average 49.71
49.71
50-day Moving Average
52.76
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.21 |
| Sortino Ratio | 0.75 |
| Maximum Drawdown | -1.6% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -33.20 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.60 |
| Volatility | 3.511% |
| Alpha | +10.26 |
| Beta | None |
| R Squared | +92.67 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.139% |
| Average Annual Volatility | 18.741% |
| Sharpe Ratio | 0.49 |
| Sortino Ratio | 0.43 |
| Maximum Drawdown | -59.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.15 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Value Index that tracks the performance of large capitalization exchange traded U.S. equity securities exhibiting "value" characteristics. The fund employs a sampling strategy in seeking to track the performance of the S&P 500 Value Index. It generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index measures the performance of the large-capitalization value segment of the U.S. equity market.
Market
US
Category
Large Value
Expense Ratio
0.04%
Fund family
SPDR State Street Global Advisors
Morningstar
4
Yield
0.0225
Exchange
PCX
| Sector | Weight |
|---|---|
| Healthcare | 17.70% |
| Financial services | 16.74% |
| Industrials | 12.46% |
| Consumer defensive | 12.30% |
| Technology | 8.39% |
| Energy | 7.32% |
| Communication services | 6.56% |
| Consumer cyclical | 5.90% |
| Utilities | 4.67% |
| Realestate | 3.41% |
| Basic materials | 3.25% |
| Country | Ratio |
|---|---|
| United States | 98.80 |
| United Kingdom | 0.60 |
| Switzerland | 0.42 |
| Netherlands | 0.11 |
| Singapore | 0.07 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BRK.B | Berkshire Hathaway Inc Class B | 3.07% |
| JPM | JPMorgan Chase & Co | 2.74% |
| DIS | The Walt Disney Co | 1.86% |
| BAC | Bank of America Corp | 1.81% |
| XOM | Exxon Mobil Corp | 1.56% |
| JNJ | Johnson & Johnson | 1.52% |
| VZ | Verizon Communications Inc | 1.35% |
| INTC | Intel Corp | 1.32% |
| CSCO | Cisco Systems Inc | 1.3% |
| PFE | Pfizer Inc | 1.28% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ABTYX | AB High Income Municipal Portfolio Advisor Class | US018642108 | NAS | 4 | |||
| IE00B5NL1J06.IR | City Financial Adventurous Portfolio Sterling Acc Class | IE00B5NL1J06 | ISE | 5 | |||
| IE00B6363Y17.IR | City Financial Adventurous Portfolio Y Sterling Acc Class | IE00B6363Y17 | ISE | 5 | |||
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| SPGM | SPDR Portfolio MSCI Global Stock Market ETF | US78463X475 | PCX | 0.09% | 4 | +0.77 | |
| SPIB | SPDR Portfolio Intermediate Term Corporate Bond ETF | US78464A375 | PCX | 0.04% | 4 | +1.27 | |
| SPLG | SPDR Portfolio S&P 500 ETF | US78462F103 | PCX | 0.03% | 4 | -0.03 | |
| SPMB | SPDR Portfolio Mortgage Backed Bond ETF | US78464A383 | PCX | 0.04% | 4 | +2.33 | |
| SPSB | SPDR Portfolio Short Term Corporate Bond ETF | IE00B6YX5C3 | PCX | 0.04% | 4 | -0.40 | |
| SPTI | SPDR Portfolio Intermediate Term Treasury ETF | US78464A672 | PCX | 0.06% | 4 | -1.08 | |
| SPTL | SPDR Portfolio Long Term Treasury ETF | US78464A664 | PCX | 0.06% | 4 | -5.00 | |
| SPTM | SPDR Portfolio S&P 1500 Composite Stock Market ETF | US78464A805 | PCX | 0.03% | 4 | +0.92 | |
| SPTS | SPDR Portfolio Short Term Treasury ETF | US78468R101 | PCX | 0.06% | 4 | -2.44 | |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | US78464A870 | PCX | 0.04% | 4 | -10.27 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | NUS78464A50 | PCX | 0.04% | 4 | +10.26 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.