MMTM

SPDR S&P 1500 Momentum Tilt ETF
*Unless otherwise stated, data provided by FactSet.

MMTM Fund Description

MMTM tracks a tiered index that weights securities from the S&P 1500 according to a combination of their market capitalization and their price momentum over the previous 12 months.

MMTM Factset Analytics Insight

MMTM offers a momentum play on stocks from the S&P Composite 1500 index — a cap-weighted combination of the S&P 500 index, the S&P MidCap 400 index, and the S&P SmallCap 600 index. It applies an alternative weighting methodology that overweights the recent best-performing stocks at the expense of the poorest. It does so by ranking stocks by their trailing 11-month performance before breaking them into 20 groups. These sub-portfolios each have the same weight, but stocks within them are weighted by market-cap. Since the portfolio is rebalanced quarterly, the exposure is more dynamic than cap-weighted funds, and sector exposures will oscillate more.

MMTM MSCI ESG Analytics Insight

SPDR S&P 1500 Momentum Tilt ETF has an MSCI ESG Fund Rating of A based on a score of 5.84 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 1500 Momentum Tilt ETF ranks in the 41st percentile within its peer group and in the 41st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MMTM 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 09/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MMTM -1.31% 3.88% 14.10% 29.65% 14.30% 16.92% --
MMTM (NAV) -1.42% 3.66% 13.85% 29.33% 14.32% 16.58% --
S&P 1500 Positive Momentum Tilt Index -1.41% 3.67% 13.98% 29.52% 14.45% 16.73% 16.12%
MSCI USA IMI -1.41% 2.88% 16.52% 36.94% 16.43% 17.31% 16.44%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MMTM Summary Data

SPDR
10/24/12
Open-Ended Fund
0.12%
$87.16M
$216.29K
0.06%

MMTM Portfolio Data

$484.24B
29.94
3.92
0.95%
09/20/21
1,431

MMTM Index Data

Tiered
Market Cap
MSCI USA IMI

MMTM Portfolio Management

0.12%
-0.16%
-0.03%
-0.38%

MMTM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MMTM Fund Structure

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

MMTM Factset Analytics Block Liquidity

As of 09/22/21
5
4
3
2
1

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

MMTM Tradability

1,194
$216.29K
617
$115.80K
0.06%
$0.11
-0.01%
0.36% / -0.53%
None
100.00%
25,000
0.02
0.06%
0.00%
0
$183.36
5

MMTM Sector/Industry Breakdown


MMTM
Segment Benchmark
34.85%
33.32%
18.34%
14.15%
15.38%
14.69%
11.31%
9.39%
9.13%
13.22%
3.86%
2.59%
2.96%
5.35%
2.84%
2.65%
0.75%
2.40%
0.33%
1.26%

MMTM Top 10 Holdings[View All]

Apple Inc. 4.22%
Tesla Inc 2.90%
28.44%

MMTM Countries


MMTM
Segment Benchmark
100.00%
99.93%
0.00%
--
--
0.07%

MMTM Regions


MMTM
Segment Benchmark
100.00%
100.00%
0.00%
--

MMTM Economic Development


MMTM
Segment Benchmark
100.00%
100.00%

MMTM Performance Statistics

0.90
1.09
1.09
1.11
0.38%
MSCI USA IMI

MMTM MSCI ESG Ratings

5.84 / 10
40.56
40.56
5.28%
3.23%
107.08

MMTM Benchmark Comparison Holdings

1,431
2473
1,411
69.22%

MMTM Benchmark Comparison Summary


MMTM
Segment Benchmark
1,431
2473
$484.24B
$472.14B
29.94
32.97
3.92
4.43
1.17%
1.25%
Low
Low

MMTM Benchmark Comparison Market Cap Size


MMTM
Segment Benchmark
88.48%
87.50%
9.43%
9.89%
2.07%
2.49%
0.03%
0.12%