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Performance analysis of VLU (SPDR S&P 1500 VALUE TILT ETF)

Annual Return

Over the past 3 years, VLU has had an average annual return of +20.84%, underperforming the benchmark SPY, which returned +22.77% annual.

Over the past 5 years, VLU has had an average annual return of +12.12%, underperforming the benchmark SPY, which returned +14% annual.

Over the past 10 years, VLU has had an average annual return of +14.06%, underperforming the benchmark SPY, which returned +15.53% annual.

Since Oct 25, 2012, VLU has had an average annual return of +13.78%, underperforming the benchmark SPY, which returned +15.12% annual.

202620252024202320222021202020192018201720162015
+13.54%+16.68%+17.23%+17.18%-8.25%+30.96%+9.97%+26.20%-7.86%+18.16%+15.28%-2.49%
201420132012
+13.57%+34.60%+2.14%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+4.13%+2.35%-3.82%+7.81%+2.57%+0.17%+13.54%
2025+4.34%-0.21%-3.61%-3.16%+4.17%+4.16%+0.74%+3.99%+1.88%+0.70%+2.22%+0.72%+16.68%
2024+0.66%+3.88%+5.09%-4.66%+3.33%+0.19%+4.42%+1.58%+1.55%-0.69%+6.85%-5.44%+17.23%
2023+5.98%-2.95%-0.68%+1.17%-2.88%+7.03%+4.16%-2.54%-3.61%-2.76%+7.98%+6.16%+17.18%
2022-1.84%-1.29%+3.19%-6.27%+2.15%-9.24%+7.15%-2.68%-9.32%+11.08%+5.75%-4.92%-8.25%
2021+0.72%+8.43%+5.30%+3.96%+2.53%-0.57%+0.19%+2.42%-3.30%+4.99%-2.47%+5.76%+30.96%
2020-2.50%-10.42%-15.98%+14.14%+3.87%+0.84%+3.15%+5.63%-3.91%-1.55%+16.08%+4.76%+9.97%
2019+8.67%+2.07%+0.24%+3.73%-7.55%+7.34%+1.34%-3.33%+3.88%+2.03%+3.55%+2.56%+26.20%
2018+4.41%-3.14%-4.68%+4.37%-0.37%+1.03%+2.98%+2.31%+0.27%-5.76%+1.32%-9.82%-7.86%
2017+0.72%+4%-1.07%+0.81%-0.17%+1.79%+1.82%-1.79%+4.11%+1.70%+3.54%+1.54%+18.16%

Drawdown analysis of VLU (SPDR S&P 1500 VALUE TILT ETF)

The maximum drawdown for the VLU was -37.36%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

Since Oct 25, 2012 VLU has experienced the following drawdowns:

  • 30% or more: 1 time
  • 20% or more: 2 times
  • 10% or more: 7 times
DepthStartTo BottomBottomTo RecoverEndTotal
-37.36%Feb 12, 202027Mar 23, 2020166Nov 16, 2020193
-20.22%Sep 24, 201863Dec 24, 2018211Oct 25, 2019274
-19.56%Jan 11, 2022181Sep 30, 2022206Jul 28, 2023387
-16.23%Feb 19, 202534Apr 8, 202557Jul 1, 202591
-15.96%May 19, 2015185Feb 11, 2016113Jul 25, 2016298
-10.58%Jan 26, 201844Apr 2, 201899Aug 21, 2018143
-10.55%Jul 31, 202363Oct 27, 202330Dec 11, 202393
-7.43%Sep 4, 201429Oct 15, 201415Nov 5, 201444
-6.63%Jan 15, 201414Feb 5, 201412Feb 24, 201426
-6.34%Feb 11, 202632Mar 30, 202610Apr 14, 202642
-6.21%Nov 29, 202414Dec 19, 202439Feb 19, 202553
-5.99%Jul 17, 202413Aug 5, 202414Aug 23, 202427
-5.76%Nov 8, 202116Dec 1, 202117Dec 27, 202133
-5.33%Oct 31, 201211Nov 15, 201217Dec 11, 201228
-5.16%May 31, 201316Jun 24, 201310Jul 9, 201326
-5.14%Mar 28, 202414Apr 18, 202457Jul 11, 202471
-5.00%Jun 4, 202130Jul 19, 202116Aug 10, 202146
-4.84%Jan 20, 20217Jan 29, 20215Feb 5, 202112
-4.74%Dec 31, 201419Jan 29, 201516Feb 23, 201535
-4.30%Aug 2, 201321Sep 3, 201313Sep 20, 201334
-4.30%Jan 17, 20209Jan 31, 20208Feb 12, 202017
-4.28%Sep 2, 202112Sep 21, 202118Oct 15, 202130
-4.25%Mar 15, 20216Mar 23, 202112Apr 9, 202118
-4.22%Nov 26, 201412Dec 15, 20146Dec 23, 201418
-4.13%Mar 2, 201529Apr 13, 201525May 18, 201554