SPYV: No Compelling Reason To Buy (NYSEARCA:SPYV)

SPYV: No Compelling Reason To Buy (NYSEARCA:SPYV)

Nastassia Samal

Thesis

The SPDR® Portfolio S&P 500 Worth ETF (NYSEARCA:SPYV) is a passively managed value-oriented fund that selects from the S&P 500 Index (SP500). Whereas it appears to be the one one which does

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Ticker Most Drawdown Normal Deviation Annualized Sharpe
SPYV -53.68% 15.13% 0.41
SPY -50.80% 15.34% 0.41

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Ticker Most Drawdown Normal Deviation Annualized Sharpe Correlation (SPY) Beta (SPY)
SPYV -53.68% 16.31% 0.41 0.96 0.98
VTV -54.78% 16.06% 0.43 0.95 0.96
FTA -57.49% 19.91% 0.37 0.92 1.13
PWV -43.17% 15.41% 0.45 0.93 0.90

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Ticker Expense Ratio AUM Inception Date
SPYV 0.04% $14.63 B 09/25/2000
VTV 0.04% 151.23 B 01/26/2004
FTA 0.59% 1.22 B 05/08/2007
PWV 0.55% 774.74 M 03/03/2005

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