SYE

SPDR MFS Systematic Core Equity ETF
C

85
*Unless otherwise stated, data provided by FactSet.

SYE Fund Description

SYE holds large-cap US stocks that the manager (Massachusetts Financial Services) believes are undervalued and/or have high growth potential, based on fundamental and quantitative analysis.

SYE Factset Analytics Insight

SYE is an active fund that uses fundamental and quantitative models to screen for outperforming stocks, with the aim of beating the S&P 500 over a full market cycle. It's fairly priced for an active portfolio, but still far more expensive than the segment's cheapest fund. Worse, the fund hasn't been popular, which hurts liquidity and raises questions about its long-term viability. Still, SYE has performed well recently on a risk-adjusted basis despite taking only measured steps away from the market.

SYE MSCI ESG Analytics Insight

SPDR MFS Systematic Core Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.46 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 MFS Systematic Core Equity ETF ranks in the 27th percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SYE 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.

SYE Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SYE 0.52% 0.81% 19.00% 6.36% 13.36% 11.41% --
SYE (NAV) 0.51% 0.89% 18.39% 6.31% 13.83% 12.34% --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -0.05% 0.94% 21.44% 8.93% 14.70% 12.19% 12.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SYE Summary Data

SPDR
01/08/14
Open-Ended Fund
0.60%
$38.87M
$278.80K
0.09%

SYE Portfolio Data

$261.49B
16.03
2.75
1.66%
12/20/19
43

SYE Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

SYE Portfolio Management

0.60%
--
--
--

SYE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SYE Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

SYE Factset Analytics Block Liquidity

As of 10/18/19
5
4
3
2
1

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

SYE Tradability

3,303
$278.80K
1,523
$140.39K
0.09%
$0.08
0.00%
1.61% / -1.20%
None
100.00%
10,000
0.15
0.02%
0.01%
0
$82.90
5

SYE Sector/Industry Breakdown


SYE
Segment Benchmark
30.76%
28.82%
19.15%
14.64%
14.68%
13.93%
12.86%
13.38%
10.11%
8.01%
4.93%
2.97%
3.60%
4.64%
3.47%
9.10%
0.42%
2.08%

SYE Top 10 Holdings[View All]

Apple Inc. 6.52%
42.35%

SYE Countries


SYE
Segment Benchmark
100.00%
100.00%

SYE Regions


SYE
Segment Benchmark
100.00%
100.00%

SYE Economic Development


SYE
Segment Benchmark
100.00%
100.00%

SYE Performance Statistics

0.97
0.99
1.00
0.97
0.18%
MSCI USA Large Cap Index

SYE MSCI ESG Ratings

BBB
4.46 / 10
11.49
27.32
15.12%
2.68%
286.74

SYE Benchmark Comparison Holdings

43
296
33
30.97%

SYE Benchmark Comparison Summary


SYE
Segment Benchmark
43
296
$261.49B
$265.76B
16.03
21.77
2.75
3.49
2.29%
1.94%
Medium
Low

SYE Benchmark Comparison Market Cap Size


SYE
Segment Benchmark
83.64%
99.78%
16.36%
0.22%
0.00%
0.00%
0.00%
0.00%