SMLV Performance — State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF
Data updated: 2026-09-11
SMLV returned +21.35% year to date and +29.02% over one year to Jun 2026. Annualised returns are +18.29% over 3 years and +9.80% over 5 years. 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 $166, against $156 for the category, and to $129 over one year, against $133. Volatility over the past three years was 18.00% a year. In the 12 months to Jun 2026 the fund took in a net $3.3M, and assets reached $254.86M.
SMLV Growth of $100
What $100 invested in State Street(R) SPDR(R) US Small Cap Low Volatility Index 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 | SMLV | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $129 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $166 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $160 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $203 | $209 |
SMLV Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +21.35% |
| 1 year | +29.02% |
| 3 years (annualised) | +18.29% |
| 5 years (annualised) | +9.80% |
SMLV Annual Returns
Calendar-year total returns of State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +21.35% |
| 2025 | +5.70% |
| 2024 | +16.81% |
| 2023 | +7.48% |
| 2022 | −7.80% |
| 2021 | +27.87% |
| 2020 | −1.65% |
| 2019 (Jul–Dec) | +8.91% |
SMLV 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.8% | +2.1% | −2.6% | +6.5% | +1.8% | +6.4% | — | — | — | — | — | — |
| 2025 | +3.1% | −0.4% | −5.7% | −3.4% | +3.9% | +2.1% | −1.0% | +7.3% | −1.6% | −2.6% | +3.6% | +0.9% |
| 2024 | −4.3% | +1.2% | +3.4% | −5.3% | +4.0% | +0.7% | +15.0% | −0.4% | −0.8% | +0.7% | +11.1% | −7.4% |
| 2023 | +5.4% | −1.1% | −5.5% | −3.8% | −2.6% | +5.5% | +5.7% | −3.7% | −5.2% | −4.0% | +7.0% | +11.4% |
| 2022 | −4.9% | 0.0% | +1.0% | −6.0% | +2.4% | −4.4% | +6.6% | −3.8% | −7.3% | +11.7% | +3.4% | −4.9% |
| 2021 | +1.4% | +10.6% | +4.2% | +2.4% | +1.1% | −1.6% | 0.0% | +2.4% | −2.3% | +3.9% | −2.7% | +6.2% |
| 2020 | −3.2% | −9.2% | −23.9% | +11.0% | +0.4% | +3.9% | +0.4% | +4.4% | −5.1% | +1.6% | +17.1% | +7.4% |
| 2019 | — | — | — | — | — | — | +1.9% | −3.3% | +4.0% | +2.6% | +1.7% | +1.9% |
SMLV Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 18.00%
- 3-year Sharpe ratio: 0.77 (vs 4.5% risk-free rate)
- Best month: +15.01% (Jul 2024)
- Worst month: −7.40% (Dec 2024)
SMLV Fund Flows
Monthly money in and out of State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF, from SEC Form N-PORT.
- 12-month net flow: $3.3M
- 12-month gross sales (incl. reinvestments): $86.4M
- Sales ÷ redemptions: 1.04×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $1.5M | $1.6M | −$46K |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $15.9M | $61.8M | −$45.9M |
| Mar 2026 | $59.6M | $1.4M | $58.2M |
| Feb 2026 | $1.4M | $1.4M | $3K |
| Jan 2026 | $1.4M | $0 | $1.4M |
| Dec 2025 | $2.7M | $4.0M | −$1.3M |
| Nov 2025 | $0 | $1.3M | −$1.3M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $1.3M | $2.6M | −$1.3M |
| Aug 2025 | $0 | $3.9M | −$3.9M |
| Jul 2025 | $2.6M | $5.1M | −$2.6M |
SMLV Assets Under Management
Net assets of State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $254.86M |
| 2026-03-31 | $268.97M |
| 2025-12-31 | $199.27M |
| 2025-09-30 | $199.90M |
| 2025-06-30 | $200.15M |
| 2025-03-31 | $251.81M |
| 2024-12-31 | $204.09M |
| 2024-09-30 | $196.23M |
| 2024-06-30 | $171.73M |
| 2024-03-31 | $184.66M |
| 2023-12-31 | $187.70M |
| 2023-09-30 | $177.18M |
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.