ONEV

SPDR Russell 1000 Low Volatility Focus
B

57
*Unless otherwise stated, data provided by FactSet.

ONEV Fund Description

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

ONEV Factset Analytics Insight

ONEV doesn't strictly focus on low volatility stocks to the same extent that many low-vol competitors do. Rather, the fund is part of a suite of ETFs (along with ONEY and ONEO) 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, low volatility. 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 low volatility. ONEV'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.

ONEV MSCI ESG Analytics Insight

SPDR Russell 1000 Low Volatility Focus has an MSCI ESG Fund Rating of BBB based on a score of 5.14 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 Low Volatility Focus ranks in the 45th percentile within its peer group and in the 93th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ONEV 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.

ONEV Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ONEV 4.81% 3.38% 23.06% 7.96% 12.95% -- --
ONEV (NAV) 3.67% 2.19% 21.97% 7.43% 12.69% -- --
Russell 1000 Low Volatility Focused Factor Index 3.70% 2.75% 22.80% 8.15% 13.13% -- --
MSCI USA Large Cap Index 2.93% 3.34% 21.64% 5.87% 14.60% 10.84% 13.24%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ONEV Summary Data

SPDR
12/02/15
Open-Ended Fund
0.20%
$565.12M
$1.24M
0.11%

ONEV Portfolio Data

$15.17B
17.04
2.82
1.85%
09/23/19
463

ONEV Index Data

Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

ONEV Portfolio Management

0.20%
-0.20%
-0.12%
-0.76%

ONEV Tax Exposures

20.00% / 39.60%
0.64%
Qualified dividends
No

ONEV 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 -

ONEV Factset Analytics Block Liquidity

As of 09/20/19
5
4
3
2
1

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

ONEV Tradability

15,559
$1.24M
6,197
$492.57K
0.11%
$0.09
0.01%
1.59% / -1.65%
None
100.00%
10,000
0.62
0.18%
0.00%
0
$82.02
5

ONEV Sector/Industry Breakdown


ONEV
Segment Benchmark
20.59%
14.77%
18.20%
9.15%
16.62%
13.15%
11.14%
29.02%
8.82%
2.64%
8.44%
7.74%
7.05%
2.10%
6.78%
14.03%
2.13%
5.11%
0.11%
2.30%

ONEV Top 10 Holdings[View All]

HP Inc. 0.80%
CDW Corp. 0.74%
0.66%
7.09%

ONEV Countries


ONEV
Segment Benchmark
100.00%
100.00%

ONEV Regions


ONEV
Segment Benchmark
100.00%
100.00%

ONEV Economic Development


ONEV
Segment Benchmark
100.00%
100.00%

ONEV Performance Statistics

0.87
0.78
0.78
0.79
0.38%
MSCI USA Large Cap Index

ONEV MSCI ESG Ratings

BBB
5.14 / 10
92.94
44.82
8.37%
5.19%
336.50

ONEV Benchmark Comparison Holdings

463
298
71
8.48%

ONEV Benchmark Comparison Summary


ONEV
Segment Benchmark
463
298
$15.17B
$268.77B
17.04
21.93
2.82
3.46
2.16%
1.91%
Low
Low

ONEV Benchmark Comparison Market Cap Size


ONEV
Segment Benchmark
43.41%
99.74%
54.47%
0.26%
2.11%
0.00%
0.02%
0.00%