SMLV SPDR SSGA U.S. Small Cap Low Volatility Index ETF

*Unless otherwise stated, data provided by FactSet.

SMLV Fund Description

SMLV tracks an index of US small-cap stocks selected and weighted by low volatility and other factors.

SMLV Factset Analytics Insight

SMLV offers a low-volatility take on the US small-cap market. Basically, the fund applies a volatility optimizer to the Russell 2000 Index. SMLV aims for optimal low-volatility exposure by screening out other technical factors like momentum and beta while keeping turnover in check. Notably, the fund looks little like the broad small-cap market and comes with strong sector biases, with a significant exposure to financials. All in all, SMLV offers a valid take on the space, but investors should trade with limit orders and monitor asset levels. Note: Prior to December 13, 2016, the fund was called SPDR Russell 2000 Low Volatility ETF and tracked the Russell 2000 Low Volatility Index.

PERFORMANCE [as of 10/04/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMLV -1.47% -1.41% -11.82% -6.78% 6.03% 5.21% --
SMLV (NAV) -1.45% -1.44% -11.82% -6.64% 6.09% 5.26% --
MSCI USA Small Cap Index -1.61% 3.07% -18.03% -15.67% 8.64% 6.74% 10.62%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SMLV Summary Data

SPDR
02/20/13
Open-Ended Fund
0.12%
$182.60M
$810.90K
0.16%

SMLV Portfolio Data

$2.22B
16.98
1.69
2.42%
09/16/22
425

SMLV Index Data

Technical
Technical
MSCI USA Small Cap Index

SMLV Portfolio Management

0.12%
--
--
--

SMLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SMLV Fund Structure

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

SMLV Factset Analytics Block Liquidity

As of 10/05/22
5
4
3
2
1

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

SMLV Tradability

7,662
$810.90K
4,116
$419.59K
0.16%
$0.17
-0.03%
0.43% / -1.73%
None
100.00%
10,000
0.41
0.03%
0.09%
25
$103.77
5

SMLV Sector/Industry Breakdown


SMLV
Segment Benchmark
42.16%
--
7.91%
--
5.11%
--
5.05%
--
5.01%
--
4.67%
--
4.36%
--
4.10%
--
3.78%
--
3.76%
--

SMLV Countries


SMLV
Segment Benchmark
99.77%
100.00%

SMLV Regions


SMLV
Segment Benchmark
99.77%
100.00%

SMLV Economic Development


SMLV
Segment Benchmark
99.77%
100.00%
0.00%
0.00%

SMLV Performance Statistics

0.84
0.62
0.71
0.61
0.73%
MSCI USA Small Cap Index

SMLV Benchmark Comparison Holdings

425
1967
396
18.65%

SMLV Benchmark Comparison Summary


SMLV
Segment Benchmark
425
1967
$2.22B
$4.95B
16.98
19.51
1.69
2.19
2.17%
1.34%
Low
Low

SMLV Benchmark Comparison Market Cap Size


SMLV
Segment Benchmark
0.00%
2.84%
35.16%
68.81%
55.19%
26.19%
9.33%
2.05%