SPDV

AAM S&P 500 High Dividend Value ETF
*Unless otherwise stated, data provided by FactSet.

SPDV Fund Description

SPDV tracks an index of US large-caps selected for high dividend and free-cash-flow yields. Securities are equally-weighted.

SPDV Factset Analytics Insight

SPDV follows an index of US companies that screens for fundamental factors. Index construction begins by selecting companies from the S&P500 index with high, positive dividend and free-cash-flow yields. Outliers are removed from the selection pool. Using a statistical normalization model, each security is scored based on its dividend and free-cash-flow yields. The top five constituents are selected from each sector and weighted equally. Diversifying the portfolio across economic sectors in this manner should help avoid value traps, though it also means that SPDV will underweight the largest sectors while overweighting the smallest. The index is reconstituted semi-annually.

SPDV MSCI ESG Analytics Insight

AAM S&P 500 High Dividend Value ETF has an MSCI ESG Fund Rating of AA based on a score of 7.32 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. AAM S&P 500 High Dividend Value ETF ranks in the 75th percentile within its peer group and in the 87th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SPDV 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 10/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPDV 1.59% -0.17% 24.75% 38.56% 8.97% -- --
SPDV (NAV) 2.95% 4.46% 26.59% 41.99% 9.24% -- --
MSCI USA Large Cap Value 2.07% 2.95% 19.03% 29.96% 11.70% 11.73% 12.64%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPDV Summary Data

AAM
11/28/17
Open-Ended Fund
0.29%
$45.91M
$208.65K
0.18%

SPDV Portfolio Data

$44.24B
21.17
2.15
2.87%
N/A
55

SPDV Index Data

S&P 500 Dividend and Free Cash Flow Yield Index
Equal
Fundamental
MSCI USA Large Cap Value

SPDV Portfolio Management

0.29%
-0.38%
-0.08%
-1.16%

SPDV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPDV Fund Structure

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

SPDV Factset Analytics Block Liquidity

As of 10/19/21
5
4
3
2
1

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

SPDV Tradability

6,939
$208.65K
5,149
$154.38K
0.18%
$0.05
0.02%
0.31% / -0.31%
None
96.00%
25,000
0.21
0.03%
0.01%
0
$30.53
5

SPDV Sector/Industry Breakdown


SPDV
Segment Benchmark
18.79%
23.28%
14.36%
7.53%
10.69%
11.62%
10.50%
11.18%
9.36%
4.62%
9.17%
4.40%
9.14%
2.69%
7.39%
12.14%
5.28%
19.51%
1.73%
2.57%

SPDV Countries


SPDV
Segment Benchmark
100.00%
99.90%
--
0.10%

SPDV Regions


SPDV
Segment Benchmark
100.00%
100.00%

SPDV Economic Development


SPDV
Segment Benchmark
100.00%
100.00%

SPDV Performance Statistics

0.78
1.23
1.30
1.09
0.58%
MSCI USA Large Cap Value

SPDV MSCI ESG Ratings

7.32 / 10
86.67
74.51
15.31%
--
509.22

SPDV Benchmark Comparison Holdings

55
197
25
12.13%

SPDV Benchmark Comparison Summary


SPDV
Segment Benchmark
55
197
$44.24B
$183.83B
21.17
21.36
2.15
3.06
3.58%
2.28%
Low
Low

SPDV Benchmark Comparison Market Cap Size


SPDV
Segment Benchmark
78.36%
100.00%
21.64%
0.00%
0.00%
0.00%
0.00%
0.00%