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Performance analysis of SMLV (SPDR SSGA US SMALL CAP LOW VOLATILITY INDEX ETF)

Annual Return

Over the past 3 years, SMLV has had an average annual return of +15.67%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, SMLV has had an average annual return of +7.77%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, SMLV has had an average annual return of +10.05%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Feb 21, 2013, SMLV has had an average annual return of +10.54%, underperforming the benchmark SPY, which returned +14.86% annual.

202620252024202320222021202020192018201720162015
+12.87%+5.63%+16.77%+7.55%-7.69%+27.69%-1.49%+24.10%-6.61%+5.57%+29.38%-1.69%
20142013
+13.23%+23.62%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+5.85%+2%-2.66%+6.55%+1.80%-0.99%+12.87%
2025+3.03%-0.44%-5.50%-3.11%+3.79%+1.93%-1.15%+7.38%-1.65%-2.51%+3.51%+0.94%+5.63%
2024-4.19%+1.11%+3.32%-5.35%+3.84%+0.75%+15.02%-0.41%-0.73%+0.83%+11.01%-7.43%+16.77%
2023+5.31%-0.92%-5.63%-3.82%-2.70%+5.63%+5.56%-3.61%-5.29%-4.07%+7.10%+11.60%+7.55%
2022-4.95%+0.12%+0.81%-5.97%+2.44%-4.55%+6.85%-3.73%-7.45%+11.91%+3.14%-4.77%-7.69%
2021+1.57%+10.43%+4.21%+2.25%+1.05%-1.59%-0.04%+2.43%-2.16%+3.87%-2.66%+6.07%+27.69%
2020-3.13%-9.22%-24.34%+11.59%+0.61%+3.67%+0.44%+4.40%-5.05%+1.40%+17.17%+7.51%-1.49%
2019+8.75%+3.60%-1.56%+2.87%-5.35%+5.29%+2.49%-3.50%+4.02%+2.56%+1.67%+1.75%+24.10%
2018-0.26%-3.93%+1.88%+0.69%+4.79%+2.35%+1.24%+3.46%-2.14%-6.81%+2.29%-9.33%-6.61%
2017-2.16%+0.76%-0.22%+1.55%-2.57%+2.41%+0.83%-1.87%+5.51%+0.35%+2.88%-1.73%+5.57%

Drawdown analysis of SMLV (SPDR SSGA US SMALL CAP LOW VOLATILITY INDEX ETF)

The maximum drawdown for the SMLV was -42.43%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current SMLV drawdown is -1.48%.

Since Feb 21, 2013 SMLV has experienced the following drawdowns:

  • 40% or more: 1 time
  • 30% or more: 1 time
  • 20% or more: 2 times
  • 10% or more: 5 times
DepthStartTo BottomBottomTo RecoverEndTotal
-42.43%Jan 16, 202045Mar 23, 2020200Jan 6, 2021245
-20.42%Nov 25, 202490Apr 8, 2025191Jan 12, 2026281
-18.95%Jan 4, 2022456Oct 27, 2023175Jul 11, 2024631
-18.82%Aug 31, 201878Dec 24, 2018181Sep 13, 2019259
-14.30%Dec 1, 201534Jan 21, 201667Apr 27, 2016101
-9.85%Apr 2, 2015100Aug 25, 201566Nov 27, 2015166
-8.93%Jul 26, 20248Aug 7, 202430Sep 19, 202438
-8.38%Nov 29, 201749Feb 9, 201873May 25, 2018122
-7.34%Feb 6, 202629Mar 20, 202613Apr 9, 202642
-7.13%Sep 3, 201428Oct 13, 201412Oct 29, 201440
-7.06%Nov 5, 202117Dec 1, 202123Jan 4, 202240
-6.76%Mar 12, 20218Mar 24, 202152Jun 8, 202160
-6.75%Jun 8, 202128Jul 19, 202166Oct 20, 202194
-6.43%Jun 8, 201613Jun 27, 20169Jul 11, 201622
-6.29%Jan 4, 201753Mar 22, 201724Apr 26, 201777
-6.21%May 21, 201323Jun 24, 201312Jul 11, 201335
-6.19%Jul 3, 201420Aug 1, 201422Sep 3, 201442
-5.96%Jan 22, 20148Feb 3, 201414Feb 24, 201422
-5.93%Aug 5, 201320Sep 3, 201313Sep 20, 201333
-5.92%Apr 2, 201430May 15, 201416Jun 9, 201446
-5.73%Sep 7, 201640Nov 2, 20166Nov 10, 201646
-5.29%Apr 26, 201715May 17, 201791Sep 26, 2017106
-5.05%Sep 19, 202410Oct 3, 20249Oct 16, 202419
-4.95%Dec 29, 201412Jan 15, 201544Mar 20, 201556
-4.65%Jan 22, 20215Jan 29, 20214Feb 4, 20219