Most natural processes occur far from equilibrium and cannot be treated within the framework of classical thermodynamics. In 1998, Oono and Paniconi [Oono, Y. & Paniconi, M. (1998) Prog. Theor. Phys. Suppl. 130, 29-44] proposed a general phenomenological framework, steady-state thermodynamics, encompassing nonequilibrium steady states and transitions between such states. In 2001, Hatano and Sasa [Hatano, T. & Sasa, S. (2001) Phys. Rev. Lett. 86, 3463-3466] derived a testable prediction of this theory. Specifically, they were able to show that the exponential average of Y, a quantity similar to a dissipated work, should be equal to zero for arbitrary transitions between nonequilibrium steady states, -In〈e-Y〉 = O. We have tested this strong prediction by measuring the dissipation and fluctuations of microspheres optically driven through water. We have found that -In〈e -Y〉 ≈ O for three different nonequilibrium systems, supporting Hatano and Sasa's proposed extension of thermodynamics to arbitrary steady states and irreversible transitions.