SMLV
SPDR® SSGA US Small Cap Low Volatil ETF
NAV as of
4 Week: 103.54 - 112.04
52 Week: 93.59 - 114.07
Latest Closing Price
103.54
Premium / Discount
0.11
Expense Ratio
0.12%
Investment Objective
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA US Small Cap Low Volatility Index. The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the performance of the stocks of U.S. small capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stock's price over time.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | -7.52 | 1.19 | -6.34 |
1 Day | 0.50 | 0.00 | 0.00 |
1 Week | -1.61 | 1.06 | -1.52 |
1 Month | -2.24 | 5.75 | -0.39 |
3 Months | -3.08 | 9.82 | -0.31 |
6 Months | 7.01 | 13.96 | 0.50 |
1 Year | 1.49 | 18.20 | 0.08 |
2 Years | -6.80 | 26.44 | -0.26 |
3 Years | -8.99 | 30.29 | -0.30 |
5 Years | 11.98 | 56.42 | 0.21 |
10 Years | 47.10 | 64.19 | 0.73 |
Price History
Annual Performance Return
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 12.5803 | -1.8640 | 30.6510 | 5.2159 | -6.0234 | 23.8434 | -1.6588 | 27.8577 | -7.7738 | 7.4425 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 1.0000 | 19.0000 | 3.0000 | 94.0000 | 4.0000 | 51.0000 | 92.0000 | 28.0000 | 5.0000 | 96.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
15/12/2016 | 26/12/2016 | 1.0584 |
16/06/2016 | 26/06/2016 | 0.4980 |
18/12/2014 | 29/12/2014 | 1.0312 |
18/09/2014 | 28/09/2014 | 0.3725 |
19/06/2014 | 29/06/2014 | 0.4444 |
20/03/2014 | 30/03/2014 | 0.3033 |
19/12/2013 | 30/12/2013 | 0.9159 |
19/09/2013 | 30/10/2013 | 0.4417 |
20/06/2013 | 30/06/2013 | 0.4187 |
14/03/2013 | 24/03/2013 | 0.1476 |
Portfolio Data
Total Number of Holdings: 425
Number of Bond Holdings: 0
Number of Equity Holdings: 424
Total Market Value: 172,337,810
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Apollo Commercial Real Estate Finance Inc | 1.0900 | 176,982 | 0 | 3,226,382 |
2 | White Mountains Insurance Group Ltd | 1.0488 | 2,873 | 0 | 3,104,276 |
3 | MFA Financial Inc | 0.8223 | 321,091 | 0 | 2,433,870 |
4 | Meridian Bancorp Inc | 0.7277 | 108,886 | 0 | 2,153,765 |
5 | Capitol Federal Financial Inc | 0.6633 | 136,158 | 0 | 1,963,398 |
6 | Two Harbors Investment Corp | 0.6296 | 134,365 | 0 | 1,863,643 |
7 | Easterly Government Properties Inc | 0.6159 | 81,825 | 0 | 1,823,061 |
8 | Northfield Bancorp Inc | 0.6072 | 105,281 | 0 | 1,797,147 |
9 | Armada Hoffler Properties Inc | 0.6011 | 96,166 | 0 | 1,779,071 |
10 | Oritani Financial Corp | 0.5693 | 88,083 | 0 | 1,685,028 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 0.00 |
Large | 0.00 |
Medium | 1.20 |
Small | 30.04 |
Micro | 68.65 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
12.8537
Price/Book*
1.2768
Price/Sales*
1.8307
Price/Cash Flow*
8.6366
Dividend Yield*
3.3289
Growth Measures
Long-Term Earnings
9.4231
Historical Earnings
-3.1440
Sales Growth
5.1607
Cash-Flow Growth
10.3588
Book-Value Growth
2.6234
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 0 |
Average Weighted Price* | 0 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
N.A |
Data Source: Morningstar
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