SYE

SPDR MFS Systematic Core Equity ETF
*Unless otherwise stated, data provided by FactSet.

SYE Fund Description

SYE holds large-cap US stocks that 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. The fund’s sub-adviser, Massachusetts Financial Services Company uses a bottom-up approach in creating a portfolio of growth and value stocks or a combination of both. Fundamental qualities may include earnings, cash flows, competitive position, and management ability while quantitative factors include valuation, price and earnings momentum, earnings quality. SYE may invest in all cap US equities but have a bias over large caps.

SYE MSCI ESG Analytics Insight

SPDR MFS Systematic Core Equity ETF has an MSCI ESG Fund Rating of A based on a score of 5.80 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 53th percentile within its peer group and in the 32nd 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 07/14/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SYE 5.00% 11.77% -4.74% 3.25% 9.20% 9.10% --
ticker (NAV) 5.05% 11.69% -4.96% 3.19% 9.04% 9.25% --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 6.08% 13.73% 2.22% 10.89% 12.55% 11.65% 14.04%
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%
$22.61M
$150.57K
0.11%

SYE Portfolio Data

$401.13B
14.78
2.95
1.65%
09/18/20
48

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 07/15/20
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

1,853
$150.57K
1,275
$105.34K
0.11%
$0.09
0.00%
0.73% / -1.23%
None
0.00%
10,000
0.13
0.00%
0.01%
0
$84.63
5

SYE Sector/Industry Breakdown


SYE
Segment Benchmark
34.48%
33.91%
16.85%
15.33%
16.42%
13.70%
14.16%
11.86%
6.72%
7.23%
5.45%
2.98%
3.75%
8.29%
1.64%
2.71%
0.53%
1.87%

SYE Top 10 Holdings[View All]

9.86%
9.47%
4.24%
3.86%
3.83%
3.13%
3.12%
3.00%
2.71%
2.59%
45.81%

SYE Countries


SYE
Segment Benchmark
100.00%
99.89%
--
0.11%

SYE Regions


SYE
Segment Benchmark
100.00%
100.00%

SYE Economic Development


SYE
Segment Benchmark
100.00%
100.00%

SYE Performance Statistics

0.99
1.02
0.99
1.05
0.27%
MSCI USA Large Cap Index

SYE MSCI ESG Ratings

5.80 / 10
31.78
52.80
12.21%
3.51%
353.27

SYE Benchmark Comparison Holdings

48
287
36
31.97%

SYE Benchmark Comparison Summary


SYE
Segment Benchmark
48
287
$401.13B
$370.07B
14.78
25.61
2.95
3.78
1.96%
1.88%
Medium
Low

SYE Benchmark Comparison Market Cap Size


SYE
Segment Benchmark
87.76%
99.89%
12.24%
0.11%
0.00%
0.00%
0.00%
0.00%