SLY

SPDR S&P 600 Small Cap ETF
*Unless otherwise stated, data provided by FactSet.

SLY Fund Description

SLY tracks a market-cap-weighted index of US small-cap stocks selected by the S&P committee.

SLY Factset Analytics Insight

SLY offers exposure to the US small-cap space. The fund issuer, State Street Global Advisors, chose the S&P SmallCap 600 as its representative index. This covers the 901st through the 1500th securities of the S&P Total Market Index (parent index). With its fixed 600 constituents, SLY provides a purer exposure to small-caps as it excludes most midcap securities. The fund may also invest in various industry groups without any sector bias as long as it provides a sector balance between the underlying index and the parent index. With this, the Committee compares the weight of each GICS sector in the index to its weight in the relevant market-cap range of the S&P Total Market Index. Securities are further screened for size, liquidity, and financial viability measures. Holdings are then weighted by market-cap and rebalanced on a quarterly basis.

SLY MSCI ESG Analytics Insight

SPDR S&P 600 Small Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.86 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 600 Small Cap ETF ranks in the 28th percentile within its peer group and in the 30th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SLY 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 06/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SLY 1.37% 0.73% 22.24% 68.34% 10.89% 15.57% 13.62%
SLY (NAV) 1.87% 2.64% 22.79% 67.74% 11.10% 15.78% 13.74%
S&P Small Cap 600 1.87% 2.66% 22.82% 67.87% 11.11% 15.82% 13.83%
MSCI USA Small Cap Index 2.49% 2.96% 17.56% 59.70% 13.88% 16.62% 13.48%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SLY Summary Data

SPDR
11/08/05
Open-Ended Fund
0.15%
$1.81B
$5.98M
0.13%

SLY Portfolio Data

$2.70B
-769.24
2.32
0.98%
N/A
601

SLY Index Data

S&P Small Cap 600
Market Cap
Committee
MSCI USA Small Cap Index

SLY Portfolio Management

0.15%
0.10%
0.14%
-0.16%

SLY Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SLY Fund Structure

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

SLY Factset Analytics Block Liquidity

As of 06/23/21
5
4
3
2
1

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

SLY Tradability

62,132
$5.98M
48,689
$4.71M
0.13%
$0.12
0.01%
0.21% / -0.14%
None
99.00%
25,000
1.95
0.00%
0.04%
0
$97.12
5

SLY Sector/Industry Breakdown


SLY
Segment Benchmark
25.03%
23.31%
17.23%
14.74%
17.03%
17.01%
13.18%
14.15%
10.94%
14.02%
5.43%
5.17%
4.41%
4.34%
3.50%
3.12%
1.55%
1.92%
1.07%
0.64%

SLY Top 10 Holdings[View All]

Macy's Inc 0.54%
Saia, Inc. 0.52%
5.46%

SLY Countries


SLY
Segment Benchmark
100.00%
99.94%
--
0.06%

SLY Regions


SLY
Segment Benchmark
100.00%
100.00%

SLY Economic Development


SLY
Segment Benchmark
100.00%
100.00%

SLY Performance Statistics

0.90
1.09
1.19
1.00
0.42%
MSCI USA Small Cap Index

SLY MSCI ESG Ratings

4.86 / 10
30.21
28.01
3.32%
5.16%
91.52

SLY Benchmark Comparison Holdings

601
1720
545
20.73%

SLY Benchmark Comparison Summary


SLY
Segment Benchmark
601
1720
$2.70B
$5.76B
-769.24
-1,071.02
2.32
2.84
1.11%
1.04%
Low
Low

SLY Benchmark Comparison Market Cap Size


SLY
Segment Benchmark
0.00%
4.92%
46.37%
73.74%
51.52%
20.45%
2.11%
0.89%