SMLVSPDR SSGA U.S. Small Cap Low Volatility Index ETF
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.
SMLV MSCI ESG Analytics Insight
SPDR SSGA U.S. Small Cap Low Volatility Index ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.31 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 14th percentile within its peer group and in the 4th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
SMLV 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.
SMLV Summary Data
SMLV Portfolio Data
SMLV Index Data
SMLV Portfolio Management
SMLV Tax Exposures
SMLV Fund Structure
SMLV Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of SMLV. SMLV is rated a 4 out of 5.
SMLV Sector/Industry Breakdown
SMLV Top 10 Holdings[View All]
SMLV Economic Development
SMLV Performance Statistics
SMLV MSCI ESG Ratings
SMLV Benchmark Comparison Summary
SMLV Benchmark Comparison Market Cap Size