SMLV

SPDR SSGA U.S. Small Cap Low Volatility Index ETF
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63
*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 2.99 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 8th percentile within its peer group and in the 5th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SMLV CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMLV -3.09% -1.58% 10.38% -4.54% 8.24% 8.89% --
SMLV (NAV) -3.09% -2.08% 9.53% -4.54% 7.98% 8.85% --
MSCI USA Small Cap Index -5.74% -3.59% 12.43% -6.87% 8.38% 7.46% 13.01%
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%
$239.54M
$1.31M
0.24%

SMLV Portfolio Data

$1.69B
28.94
1.64
2.23%
09/20/19
410

SMLV Index Data

Technical
Technical
MSCI USA Small Cap Index

SMLV Portfolio Management

0.12%
--
--
--

SMLV Tax Exposures

20.00% / 39.60%
0.13%
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 -
Daily Spread
Premium/Discount
Volume

SMLV Factset Analytics Block Liquidity

As of 08/16/19
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

14,089
$1.31M
11,563
$1.07M
0.24%
$0.22
0.04%
0.48% / -0.40%
None
100.00%
10,000
1.16
0.03%
0.15%
--
$90.66
5

SMLV Sector/Industry Breakdown


SMLV
Segment Benchmark
48.40%
25.93%
12.37%
14.54%
10.95%
12.85%
7.71%
15.19%
6.28%
13.76%
4.16%
4.22%
3.67%
5.58%
2.87%
3.01%
2.39%
4.00%
1.19%
0.92%

SMLV Countries


SMLV
Segment Benchmark
100.00%
100.00%

SMLV Regions


SMLV
Segment Benchmark
100.00%
100.00%

SMLV Economic Development


SMLV
Segment Benchmark
100.00%
100.00%

SMLV Performance Statistics

0.09
0.60
0.73
0.76
2.12%
MSCI USA Small Cap Index

SMLV MSCI ESG Ratings

BB
2.99 / 10
5.44
7.85
3.13%
4.56%
123.54

SMLV BENCHMARK COMPARISON HOLDINGS

410
1803
347
16.58%

SMLV BENCHMARK COMPARISON SUMMARY


SMLV
Segment Benchmark
410
1803
$1.69B
$3.96B
28.94
41.11
1.64
2.23
2.88%
1.58%
Low
Low

SMLV BENCHMARK COMPARISON MARKET CAP SIZE


SMLV
Segment Benchmark
0.08%
0.03%
21.34%
62.81%
58.47%
33.87%
20.11%
3.28%