See what your fund actually adds
State Street SPDR Portfolio S&P 500 Value ETF SPYV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPYV | Replication |
|---|---|---|
| Annualized growth | 11.3% | 10.7% |
| Annualized volatility | 14.1% | 14.4% |
| Sharpe ratio | 0.83 | 0.78 |
| Maximum drawdown | 17.5% | 18.6% |
| Replication fit (R²) | 0.96 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPYV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 30.3% |
| VOE | Mid-Cap · Value | 27.6% |
| SCHD | Factor · Dividend | 18.5% |
| VOO | US Large Cap | 15.6% |
| XLF | Sector · Financials | 7.9% |