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 small cap stocks selected and weighted by low volatility and other factors over the past 12 months.

SMLV Factset Analytics Insight

SMLV offers a low-volatility take on the US small-cap market, but investors have yet to latch on to it. The portfolio has delivered lower-risk returns than the market as shown by low beta, but comes with strong sector biases: Financials and utilities make up more than half of the exposure. SMLV charges a very competitive fee for its coverage, but asset totals remain low and trading volume is thin. In all, SMLV offers a valid take on the space, but investors should trade with limit orders and monitor asset levels.Note: On or about Dec. 12, 2016, the underlying index will change to the SSGA US Small Cap Low Volatility Index. The fund name will change accordingly as well.

SMLV MSCI ESG Analytics Insight

SPDR SSGA U.S. Small Cap Low Volatility Index ETF has an MSCI ESG Fund Rating of BB based on a score of 3.14 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 SSGA U.S. Small Cap Low Volatility Index ETF ranks in the 10th percentile within its peer group and in the 4th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SMLV Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 07/09/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMLV -13.90% -0.26% -27.37% -21.25% -3.62% 2.69% --
ticker (NAV) -13.89% -0.19% -27.42% -21.15% -3.68% 2.70% --
MSCI USA Small Cap Index -7.19% 14.50% -14.27% -8.23% 2.87% 5.21% 11.00%
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%
$238.09M
$1.75M
0.31%

SMLV Portfolio Data

$1.31B
-608.63
1.15
3.46%
09/18/20
406

SMLV Index Data

Technical
Technical
MSCI USA Small Cap Index

SMLV Portfolio Management

0.12%
--
--
--

SMLV Tax Exposures

20.00% / 39.60%
1.77%
Qualified dividends
No

SMLV 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 -

SMLV Factset Analytics Block Liquidity

As of 07/10/20
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

23,600
$1.75M
16,436
$1.25M
0.31%
$0.23
0.03%
0.99% / -0.82%
None
0.00%
10,000
1.64
0.00%
0.14%
0
$71.62
5

SMLV Sector/Industry Breakdown


SMLV
Segment Benchmark
45.46%
22.61%
13.06%
14.37%
11.34%
14.20%
8.88%
16.46%
8.25%
15.76%
3.92%
4.63%
2.99%
4.69%
2.56%
2.72%
2.54%
3.58%
1.01%
0.98%

SMLV Top 10 Holdings[View All]

1.11%
1.08%
0.91%
0.84%
0.84%
0.80%
0.75%
0.70%
0.67%
0.61%
8.31%

SMLV Countries


SMLV
Segment Benchmark
100.00%
99.97%
--
0.03%

SMLV Regions


SMLV
Segment Benchmark
100.00%
100.00%

SMLV Economic Development


SMLV
Segment Benchmark
100.00%
100.00%

SMLV Performance Statistics

0.94
1.02
1.05
1.02
0.68%
MSCI USA Small Cap Index

SMLV MSCI ESG Ratings

3.14 / 10
4.39
10.35
2.82%
5.78%
135.50

SMLV Benchmark Comparison Holdings

406
1727
338
15.01%

SMLV Benchmark Comparison Summary


SMLV
Segment Benchmark
406
1727
$1.31B
$3.70B
-608.63
-376.42
1.15
1.89
4.83%
1.97%
Low
Low

SMLV Benchmark Comparison Market Cap Size


SMLV
Segment Benchmark
0.00%
0.27%
9.05%
59.89%
61.92%
35.62%
29.03%
4.22%