EFIV

SPDR S&P 500 ESG ETF
*Unless otherwise stated, data provided by FactSet.

EFIV Fund Description

EFIV tracks a market-cap weighted index of S&P 500 stocks that are screened for sustainability criteria related to ESG factors.

EFIV Factset Analytics Insight

EFIV is designed to select companies from the S&P 500 Index that meet certain ESG characteristics, while maintaining the same risk and return as the Index. Companies are identified using an exclusionary screening based on ESG risks rating by Sustainalytics, UNGC score by Arabesque, and S&P DJI ESG Score by SAM. The composite result determines the index holdings. As such, excluded companies are those that have (1) tobacco- and controversial weapons-related involvement (2) UNGC score in the bottom 5% of all UNGC-scored companies globally, and (3) S&P DJI ESG score within the worst 25% from each GICS industry group. The remaining companies are ranked in decreasing order based on their S&P DJI ESG score, with the securities selected representing the top 75% of market capitalization within each industry group. The index is rebalanced and reconstituted annually, on the last business day in April.

EFIV MSCI ESG Analytics Insight

SPDR S&P 500 ESG ETF has an MSCI ESG Fund Rating of A based on a score of 6.10 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. SPDR S&P 500 ESG ETF ranks in the 49th percentile within its peer group and in the 59th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

EFIV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/17/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EFIV 0.16% 6.62% 21.32% 34.09% -- -- --
EFIV (NAV) -0.10% 5.63% 20.09% -- -- -- --
S&P 500 ESG Index -0.09% 5.67% 20.22% 34.34% -- -- --
MSCI USA Large Cap Index -0.18% 5.67% 18.77% 33.80% 18.51% 18.64% 16.54%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EFIV Summary Data

SPDR
07/27/20
Open-Ended Fund
0.10%
$338.91M
$2.04M
0.04%

EFIV Portfolio Data

$678.31B
29.81
4.92
1.16%
09/17/21
309

EFIV Index Data

S&P 500 ESG Index
Market Cap
Principles-based
MSCI USA Large Cap Index

EFIV Portfolio Management

0.10%
--
--
--

EFIV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EFIV Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

EFIV Factset Analytics Block Liquidity

As of 09/20/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of EFIV. EFIV is rated a 5 out of 5.

EFIV Tradability

48,938
$2.04M
8,114
$336.60K
0.04%
$0.02
0.02%
0.32% / -0.32%
None
100.00%
25,000
0.32
0.05%
0.00%
0
$41.46
5

EFIV Sector/Industry Breakdown


EFIV
Segment Benchmark
36.78%
37.78%
16.77%
14.54%
12.66%
13.60%
12.24%
11.92%
7.31%
8.07%
5.93%
5.98%
2.81%
2.22%
2.32%
1.84%
1.54%
1.53%
1.51%
2.12%

EFIV Top 10 Holdings[View All]

Apple Inc. 8.14%
Tesla Inc 2.03%
35.56%

EFIV Countries


EFIV
Segment Benchmark
100.00%
99.90%
--
0.10%

EFIV Regions


EFIV
Segment Benchmark
100.00%
100.00%

EFIV Economic Development


EFIV
Segment Benchmark
100.00%
100.00%

EFIV Performance Statistics

0.99
0.99
0.99
0.98
0.10%
MSCI USA Large Cap Index

EFIV MSCI ESG Ratings

6.10 / 10
58.89
49.14
2.18%
4.04%
98.20

EFIV Benchmark Comparison Holdings

309
290
189
76.29%

EFIV Benchmark Comparison Summary


EFIV
Segment Benchmark
309
290
$678.31B
$614.29B
29.81
29.96
4.92
5.10
1.33%
1.31%
Medium
Low

EFIV Benchmark Comparison Market Cap Size


EFIV
Segment Benchmark
98.81%
100.00%
1.19%
0.00%
0.00%
0.00%
0.00%
0.00%