SYV

SPDR MFS Systematic Value Equity ETF
C

81
*Unless otherwise stated, data provided by FactSet.

SYV Fund Description

SYV holds large-cap US stocks that the manager (Massachusetts Financial Services) believes are undervalued, based on fundamental and quantitative analysis.

SYV Factset Analytics Insight

SYV is an active fund that uses fundamental and quantitative models to screen for undervalued stocks, with the aim of beating the Russell 1000 Value Index over a full market cycle. The fund currently tilts toward midcaps and holds riskier stocks overall as measured by beta, but has performed well at times on a risk-adjusted basis, recording large positive alpha. While SYV is fairly priced for an active portfolio, it is still about 8x more expensive than the segment's cheapest fund—and hasn't attracted much investor interest at all. We see low AUM, poor liquidity and fund closure risk.

SYV MSCI ESG Analytics Insight

SPDR MFS Systematic Value Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.29 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 Value Equity ETF ranks in the 24th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SYV 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.

SYV Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/16/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SYV -0.75% 0.20% 14.89% 4.20% 10.41% 9.96% --
SYV (NAV) -1.10% 0.07% 13.49% 1.70% 11.01% 10.54% --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Value -0.62% -0.07% 16.24% 6.92% 10.45% 9.38% 10.96%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SYV Summary Data

SPDR
01/08/14
Open-Ended Fund
0.60%
$34.21M
$123.93K
0.09%

SYV Portfolio Data

$107.72B
13.50
1.92
3.91%
12/20/19
54

SYV Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Value

SYV Portfolio Management

0.60%
--
--
--

SYV Tax Exposures

20.00% / 39.60%
0.27%
Qualified dividends
No

SYV 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 -

SYV Factset Analytics Block Liquidity

As of 10/17/19
5
4
3
2
1

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

SYV Tradability

1,895
$123.93K
982
$66.40K
0.09%
$0.06
0.00%
1.29% / -0.40%
None
100.00%
10,000
0.10
0.02%
0.01%
0
$66.86
5

SYV Sector/Industry Breakdown


SYV
Segment Benchmark
25.50%
22.18%
15.71%
16.87%
11.93%
7.88%
10.09%
14.45%
9.17%
8.42%
8.22%
6.03%
8.11%
7.49%
7.14%
10.01%
2.83%
1.99%
1.29%
4.68%

SYV Countries


SYV
Segment Benchmark
100.00%
100.00%

SYV Regions


SYV
Segment Benchmark
100.00%
100.00%

SYV Economic Development


SYV
Segment Benchmark
100.00%
100.00%

SYV Performance Statistics

0.95
1.04
1.09
0.99
0.22%
MSCI USA Large Cap Value

SYV MSCI ESG Ratings

BBB
4.29 / 10
8.45
24.41
10.30%
1.79%
374.41

SYV Benchmark Comparison Holdings

54
186
35
31.66%

SYV Benchmark Comparison Summary


SYV
Segment Benchmark
54
186
$107.72B
$145.26B
13.50
18.14
1.92
2.32
2.95%
2.98%
Medium
Low

SYV Benchmark Comparison Market Cap Size


SYV
Segment Benchmark
80.58%
99.69%
19.42%
0.31%
0.00%
0.00%
0.00%
0.00%