See what your fund actually adds
State Street SPDR S&P 600 Small Cap Growth ETF SLYG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SLYG | Replication |
|---|---|---|
| Annualized growth | 5.3% | 6.0% |
| Annualized volatility | 19.9% | 19.6% |
| Sharpe ratio | 0.36 | 0.39 |
| Maximum drawdown | 28.6% | 28.1% |
| Replication fit (R²) | 0.98 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model SLYG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 78.5% |
| VBK | Small-Cap · Growth | 12.1% |
| VOT | Mid-Cap · Growth | 5.8% |
| MTUM | Factor · Momentum | 3.6% |