WDIV SPDR S&P Global Dividend ETF

Transcription

1 SPDR S&P Global Dividend ETF ETF.com segment: Equity: Global - High Dividend Yield Competing ETFs: FGD, SDIV, DEW, LVL, FDVV Related ETF Channels: Smart-Beta ETFs, Global, Dividends, Dividend, Equity, Broad-based, High Dividend Yield Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. 54 FUND DESCRIPTION tracks an index of 100 high-dividend-yielding stocks selected from the S&P Global BMI Index. Constituents are selected and weighted by dividends. FACTSET ANALYTICS INSIGHT tries to find high dividends in the global equity space using an S&P index that focuses on long-term dividend stability or growth. In this, it differs from peer fund LVL, which tracks a different S&P high-dividend index using a shorter look-back for its stability metrics. 's portfolio yield is lower than some peer funds, but still beats our high-yield benchmark. Like most of its peers, makes quite a few sector and country bets compared to our benchmark, and tilts toward midcaps.the fund's liquidity is adequate despite lackluster daily volume: spreads are generally modest for retail traders. Institutional traders should be able to find straightforward block execution thanks to 's liquid underlying basket. charges a low fee for its space and tracks well, aided by securities lending income, making for an attractive proposition next to its pricier peers. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA State Street Global Advisors SPDR 05/29/13 Open-Ended Fund 0.40% $248.25M $1.62M MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of April 2, 2019 the SPDR S&P Global Dividend ETF MSCI ESG Fund Quality Score is 6.14 out of 10. 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. ranks in the 54th percentile within its peer group and in the 71st percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked $28.21B % 06/24/ S&P Global Dividend Aristocrats Index Index Weighting Methodology Index Selection Methodology Dividends Dividends MSCI ACWI High Dividend Yield Index

2 1 Year Daily Price ($) May Jun Jul Aug Sep Oct Nov Dec `19 Feb Mar Apr 400k PERFORMANCE [as of 04/02/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 1.47% 9.58% 9.27% 3.63% 8.07% 4.55% (NAV) 0.89% 9.43% 8.97% 2.63% 8.02% 4.54% S&P Global Dividend Aristocrats Index MSCI ACWI High Dividend Yield Index 1.64% 11.50% 11.00% 7.05% 10.33% 5.67% 11.85% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 21.51% Switzerland 4.09% Canada 21.46% Germany 3.71% United Kingdom 15.92% Sweden 3.56% France 7.92% Hong Kong 3.51% Japan 6.58% Australia 2.18% TOP 10 SECTORS Financials 33.41% Consumer Non-Cyclicals 8.11% Consumer Cyclicals 12.75% Telecommunications Serv 7.01% Utilities 12.67% Healthcare 3.81% Energy 8.62% Basic Materials 2.32% Industrials 8.31% Technology 2.17% TOP 10 HOLDINGS H&M Hennes & Mauritz A 1.56% Power Corporation of Can Philip Morris Internationa 1.51% IGM Financial Inc. Klepierre SA 1.49% AT&T Inc. 1.35% Compass Minerals Interna 1.44% EDP-Energias de Portuga 1.30% Power Financial Corporat 1.43% IG Group Holdings plc 1.27% Total Top 10 Weighting 14.15%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.40% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily

4 Daily Spread 0.25% FACTSET ANALYTICS BLOCK LIQUIDITY As of 04/03/ % 0.17% 0.09% 0.05% This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 2.0% 1.0% TRADABILITY Avg. Daily Share 24, % Average Daily $ $1.62M -1.0% Median Daily Share 18, % 400k 300k 200k 100k Median Daily ($) Average Spread (%) Average Spread ($) $1.23M $0.09 Apr May Jul Aug Oct Dec Feb Apr Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) 1.25% / -1.41% Impediment to Creations None Market Hours Overlap 57.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.37 Creation Unit Cost (%) 0.03% Underlying / Unit 0.21% Open Interest on ETF Options Net Asset Value (Yesterday) $67.06 ETF.com Implied Liquidity 5

5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 33.41% 15.29% Consumer Cyclicals 12.75% 7.52% Utilities 12.67% 5.76% Energy 8.62% 8.50% Industrials 8.31% 7.51% H&M Hennes & Mauritz AB Class B Philip Morris International Inc. Klepierre SA Compass Minerals International, Inc. Power Financial Corporation Power Corporation of Canada 1.56% 1.51% 1.49% 1.44% 1.43% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation % MSCI ACWI High Dividend Yield Index Consumer Non- Cyclicals Telecommunications Services 8.11% 16.37% 7.01% 7.67% Healthcare 3.81% 16.22% IGM Financial Inc. AT&T Inc. EDP-Energias de Portugal SA IG Group Holdings plc 1.35% 1.30% 1.27% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank 6.14 / Basic Materials 2.32% 4.41% Technology 2.17% 9.37% Total Top 10 Weighting 14.15% Global Percentile Rank SRI Screening Criteria Exposure % COUNTRIES Exposure to Sustainable Impact Solutions 7.58% United States 21.51% 41.87% Weighted Average Carbon Intensity (t CO2e/$M Sales) Canada 21.46% 4.47% United Kingdom 15.92% 6.48% France 7.92% 4.69% BENCHMARK COMPARISON HOLDINGS Number of Holdings 103 Japan 6.58% 4.31% Switzerland 4.09% 8.44% Germany 3.71% 5.19% Sweden 3.56% 0.62% Hong Kong 3.51% 4.82% Constituents Shared Holdings Shared Holdings Weight % Australia 2.18% 1.50% BENCHMARK COMPARISON SUMMARY REGIONS North America 42.97% 46.34% Europe 39.55% 31.29% Asia-Pacific 15.03% 20.09% Middle East & Africa 1.50% 1.43% Latin America 0.96% 0.84% Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio $28.21B $115.50B ECONOMIC DEVELOPMENT Developed Countries 97.55% 95.02% Dividend Yield 4.93% 4.00% Concentration Low Low Emerging Countries 2.45% 4.98%

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