SLYV

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

SLYV Fund Description

SLYV tracks a market-cap-weighted index of US small cap value stocks.

SLYV Factset Analytics Insight

SLYV is one fund in the small-cap value segment tracking the S&P SmallCap 600 Value Index. It tilts smaller than its benchmark and offers decent exposure to the small-cap value space. Specifically, it draws its constituents from the S&P SmallCap 600 exhibiting the strongest value characteristics based on the following factors: (i) book value-to-price ratio, (ii) earnings-to-price ratio, and (iii) sales-to-price ratio. The underlying index is market-cap weighted and rebalanced annually. The fund employs a sampling strategy, which means it may not hold all of the underlying securities in exact proportion but holds exposure that provides the same investment profile.

SLYV MSCI ESG Analytics Insight

SPDR S&P 600 Small Cap Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.44 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 Value ETF ranks in the 18th percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SLYV 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 06/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SLYV 2.61% 1.18% 33.67% 80.27% 10.99% 16.17% 13.07%
SLYV (NAV) 2.59% 3.10% 33.65% 75.42% 11.01% 16.26% 12.99%
S&P Small Cap 600 Value 2.59% 3.11% 33.76% 75.77% 11.05% 15.18% 13.79%
MSCI USA Small Cap Value Index 1.99% 3.94% 25.18% 62.91% 9.65% 12.92% 12.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SLYV Summary Data

SPDR
09/25/00
Open-Ended Fund
0.15%
$4.25B
$24.55M
0.07%

SLYV Portfolio Data

$2.32B
-56.72
1.72
1.15%
N/A
473

SLYV Index Data

S&P Small Cap 600 Value
Market Cap
Fundamental
MSCI USA Small Cap Value Index

SLYV Portfolio Management

0.15%
0.16%
0.19%
-0.44%

SLYV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SLYV Fund Structure

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

SLYV Factset Analytics Block Liquidity

As of 06/17/21
5
4
3
2
1

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

SLYV Tradability

287,398
$24.55M
201,313
$16.95M
0.07%
$0.06
0.02%
0.22% / -0.12%
None
99.00%
50,000
4.03
0.00%
0.12%
407
$88.11
5

SLYV Sector/Industry Breakdown


SLYV
Segment Benchmark
33.75%
38.06%
17.76%
13.66%
15.45%
13.52%
8.06%
8.49%
6.86%
6.24%
5.95%
7.45%
5.05%
3.65%
3.63%
3.67%
2.11%
3.29%
0.63%
0.58%

SLYV Countries


SLYV
Segment Benchmark
100.00%
99.93%
--
0.07%

SLYV Regions


SLYV
Segment Benchmark
100.00%
100.00%

SLYV Economic Development


SLYV
Segment Benchmark
100.00%
100.00%

SLYV Performance Statistics

0.95
1.10
1.13
1.01
0.38%
MSCI USA Small Cap Value Index

SLYV MSCI ESG Ratings

4.44 / 10
10.81
18.43
3.78%
4.09%
116.06

SLYV Benchmark Comparison Holdings

473
1146
332
19.99%

SLYV Benchmark Comparison Summary


SLYV
Segment Benchmark
473
1146
$2.32B
$5.10B
-56.72
110.87
1.72
2.03
1.53%
1.70%
Low
Low

SLYV Benchmark Comparison Market Cap Size


SLYV
Segment Benchmark
0.00%
2.54%
33.92%
71.45%
62.80%
24.91%
3.28%
1.11%