SMLV

SPDR® SSGA US Small Cap Low Volatil ETF

SSGA US Small Cap Low Volatility GR USD

NAV as of 28-Nov-2023

101.0863

4 Week: 96.77 - 104.70

52 Week: 93.59 - 116.11

Latest Closing Price

104.70

Premium / Discount

-0.14

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

Fund Manager:
SPDR State Street Global Advisors
Asset Under Management:
175,688,349
Launch Date:
19/02/2013
Asset Class:
Equity
Replication Method:
Physical-Sample
Number of Holdings:
436
Trading Currency:
USD
Style:
Small Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-2.741.13-2.43
1 Day3.040.000.00
1 Week2.893.130.92
1 Month9.787.111.38
3 Months-1.409.56-0.15
6 Months5.4612.560.43
1 Year-8.1717.72-0.46
2 Years-7.2225.56-0.28
3 Years14.7230.600.48
5 Years13.2956.020.24
10 Years47.9863.660.75

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.000012.5803-1.864030.65105.2159-6.023423.8434-1.658827.8577-7.7738
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00001.000019.00003.000094.00004.000051.000092.000028.00005.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
15/12/201626/12/20161.0584
16/06/201626/06/20160.4980
18/12/201429/12/20141.0312
18/09/201428/09/20140.3725
19/06/201429/06/20140.4444
20/03/201430/03/20140.3033
19/12/201330/12/20130.9159
19/09/201330/10/20130.4417
20/06/201330/06/20130.4187
14/03/201324/03/20130.1476

Portfolio Data

Total Number of Holdings: 436

Number of Bond Holdings: 0

Number of Equity Holdings: 435

Total Market Value: 175,688,349

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Apollo Commercial Real Estate Finance Inc1.0900176,98203,226,382
2White Mountains Insurance Group Ltd1.04882,87303,104,276
3MFA Financial Inc0.8223321,09102,433,870
4Meridian Bancorp Inc0.7277108,88602,153,765
5Capitol Federal Financial Inc0.6633136,15801,963,398
6Two Harbors Investment Corp0.6296134,36501,863,643
7Easterly Government Properties Inc0.615981,82501,823,061
8Northfield Bancorp Inc0.6072105,28101,797,147
9Armada Hoffler Properties Inc0.601196,16601,779,071
10Oritani Financial Corp0.569388,08301,685,028

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large0.19
Medium2.36
Small36.12
Micro61.19

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

11.1680

Price/Book*

1.2429

Price/Sales*

1.1989

Price/Cash Flow*

7.5600

Dividend Yield*

3.3634

Growth Measures

Long-Term Earnings

8.2835

Historical Earnings

1.4378

Sales Growth

8.2464

Cash-Flow Growth

-8.0825

Book-Value Growth

1.2713

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.

Contact us to Open an Account

Need Assistance? Share your Details and we’ll get back to you