ONEO

SPDR Russell 1000 Momentum Focus
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66
*Unless otherwise stated, data provided by FactSet.

ONEO Fund Description

ONEO tracks an index of large-cap stocks from the Russell 1000 Index, selected and weighted by four factors (value, quality, small size and momentum) that are scaled by market cap.

ONEO Factset Analytics Insight

Despite its name, ONEO doesn't focus solely on high-momentum stocks. Rather, the fund is part of a suite of ETFs (along with ONEV and ONEY) that scores the members of the Russell 1000 index on three "core" factors (value, quality and small size) and one "focus" factor—in this case, momentum. These factor scores are scaled by market cap to determine weighting, and holdings with weights below a certain threshold get dropped from the index. The result is a portfolio that loosely resembles the broad market, but with emphasis on the four factors, including momentum. ONEY's Russell 1000 lineage means it holds a significant contingent of midcaps, a condition that's amplified by the small size factor tilt. The fund launched in December 2015, and is fairly priced in the context of the highly competitive US large-cap space.

ONEO MSCI ESG Analytics Insight

SPDR Russell 1000 Momentum Focus has an MSCI ESG Fund Rating of BBB based on a score of 5.10 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 Russell 1000 Momentum Focus ranks in the 44th percentile within its peer group and in the 38th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ONEO 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.

ONEO Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ONEO 4.08% 3.78% 19.42% -1.77% 9.17% -- --
ONEO (NAV) 4.40% 3.77% 18.81% -1.26% 10.27% -- --
MSCI USA Large Cap Index 4.09% 4.55% 21.51% 6.49% 14.56% 10.93% 13.26%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ONEO Summary Data

SPDR
12/02/15
Open-Ended Fund
0.20%
$436.26M
$321.09K
0.13%

ONEO Portfolio Data

$24.91B
19.26
3.08
1.55%
09/23/19
919

ONEO Index Data

Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

ONEO Portfolio Management

0.20%
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--
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ONEO Tax Exposures

20.00% / 39.60%
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No distributions
No

ONEO Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

ONEO Factset Analytics Block Liquidity

As of 09/18/19
5
4
3
2
1

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

ONEO Tradability

3,287
$321.09K
413
$35.07K
0.13%
$0.09
-0.01%
0.52% / -0.67%
None
100.00%
10,000
0.04
0.27%
0.00%
0
$74.47
5

ONEO Sector/Industry Breakdown


ONEO
Segment Benchmark
19.37%
13.15%
18.09%
9.15%
16.21%
14.77%
14.95%
29.02%
8.06%
14.03%
7.17%
2.64%
6.59%
7.74%
5.47%
2.10%
3.20%
5.11%
0.65%
2.30%

ONEO Countries


ONEO
Segment Benchmark
100.00%
100.00%

ONEO Regions


ONEO
Segment Benchmark
100.00%
100.00%

ONEO Economic Development


ONEO
Segment Benchmark
100.00%
100.00%

ONEO Performance Statistics

0.92
0.94
0.94
0.94
0.30%
MSCI USA Large Cap Index

ONEO MSCI ESG Ratings

BBB
5.10 / 10
37.56
43.87
7.28%
4.72%
355.74

ONEO Benchmark Comparison Holdings

919
298
286
25.01%

ONEO Benchmark Comparison Summary


ONEO
Segment Benchmark
919
298
$24.91B
$268.77B
19.26
21.93
3.08
3.46
1.75%
1.91%
Low
Low

ONEO Benchmark Comparison Market Cap Size


ONEO
Segment Benchmark
52.16%
99.74%
45.94%
0.26%
1.90%
0.00%
0.01%
0.00%