SLY Performance — SPDR(R) S & P 600 Small Cap ETF
Data updated: 2023-05-30
SLY returned −8.79% over one year to Mar 2023. The annualised 3-year return is +21.71%. Against its US Small Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $180, against $170 for the category, and to $91 over one year, against $92. Volatility over the past three years was 22.23% a year. In the 12 months to Mar 2023 the fund took in a net $66.2M, and assets reached $1.73B.
SLY Growth of $100
What $100 invested in SPDR(R) S & P 600 Small Cap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | SLY | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $91 | $92 |
| 3 years (Apr 2020 – Mar 2023) | $180 | $170 |
| Since data start (Jul 2019 – Mar 2023) | $131 | $129 |
SLY Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −8.79% |
| 3 years (annualised) | +21.71% |
SLY Annual Returns
Calendar-year total returns of SPDR(R) S & P 600 Small Cap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +2.57% |
| 2022 | −16.07% |
| 2021 | +26.75% |
| 2020 | +11.31% |
| 2019 (Jul–Dec) | +7.95% |
SLY Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +9.5% | −1.2% | −5.1% | — | — | — | — | — | — | — | — | — |
| 2022 | −7.2% | +1.4% | +0.4% | −7.8% | +1.9% | −8.5% | +10.0% | −4.4% | −9.8% | +12.3% | +4.1% | −6.7% |
| 2021 | +6.3% | +7.6% | +3.3% | +2.0% | +2.1% | +0.3% | −2.4% | +2.0% | −2.4% | +3.4% | −2.3% | +4.5% |
| 2020 | −4.0% | −9.6% | −22.4% | +12.7% | +4.3% | +3.8% | +4.1% | +4.0% | −4.7% | +2.6% | +18.1% | +8.3% |
| 2019 | — | — | — | — | — | — | +1.1% | −4.5% | +3.3% | +1.9% | +3.0% | +3.0% |
SLY Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 22.23%
- 3-year Sharpe ratio: 0.77 (vs 4.5% risk-free rate)
- Best month: +18.15% (Nov 2020)
- Worst month: −9.85% (Sep 2022)
SLY Fund Flows
Monthly money in and out of SPDR(R) S & P 600 Small Cap ETF, from SEC Form N-PORT.
- 12-month net flow: $66.2M
- 12-month gross sales (incl. reinvestments): $477.5M
- Sales ÷ redemptions: 1.16×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $41.1M | $16.4M | $24.8M |
| Feb 2023 | $59.3M | $9.0M | $50.3M |
| Jan 2023 | $27.7M | $19.1M | $8.6M |
| Dec 2022 | $19.1M | $72.9M | −$53.9M |
| Nov 2022 | $27.4M | $25.7M | $1.6M |
| Oct 2022 | $78.7M | $59.3M | $19.4M |
| Sep 2022 | $33.7M | $2.1M | $31.6M |
| Aug 2022 | $26.4M | $43.6M | −$17.3M |
| Jul 2022 | $81.3M | $77.9M | $3.4M |
| Jun 2022 | $18.3M | $18.4M | −$96K |
| May 2022 | $30.5M | $25.5M | $5.1M |
| Apr 2022 | $34.2M | $41.5M | −$7.3M |
SLY Assets Under Management
Net assets of SPDR(R) S & P 600 Small Cap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $1.73B |
| 2022-12-31 | $1.61B |
| 2022-09-30 | $1.51B |
| 2022-06-30 | $1.58B |
| 2022-03-31 | $1.85B |
| 2021-12-31 | $1.85B |
| 2021-09-30 | $1.74B |
| 2021-06-30 | $1.82B |
| 2021-03-31 | $1.71B |
| 2020-12-31 | $1.33B |
| 2020-09-30 | $1.00B |
| 2020-06-30 | $999.75M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.