GWX SPDR S&P International Small Cap ETF

Transcription

1 SPDR S&P International Small Cap ETF ETF.com segment: Equity: Developed Markets Ex-U.S. - Small Cap Competing ETFs: SCZ, SCHC, HSCZ, FNDC, DLS Related ETF Channels: Equity, Vanilla, Size and Style, Broad-based, Developed Markets Ex-U.S., Small Cap, Developed Markets Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. B 77 FUND DESCRIPTION tracks a market-cap-weighted index of small-cap companies in developed countries outside the US. FACTSET ANALYTICS INSIGHT holds a broad basket of developed ex-us small-cap companies. At each rebalance, eliminates companies with a market cap in excess of $2B, a policy that tilts the portfolio smaller than most of its competitors, as well as our benchmark, but may also provide more focused small-cap exposure. It's worth noting that includes Korean companies in its index, which some index providers would consider part of "emerging markets". A large portion of the fund's portfolio is comprised of financials and industrials. One of the most liquid funds in its segment, sees decent daily volume with manageable spreads, and block liquidity is strong. charges a competitive fee for its segment, following a February 2015 fee cut. Index tracking strong, but with perhaps a little more volatility than we'd like. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) State Street Global Advisors SPDR 04/20/07 Open-Ended Fund 0.40% $827.98M $3.60M 0.10% PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield $1.08B % Next Ex-Dividend Date Number of Holdings 06/24/ INDEX DATA Index Tracked S&P Developed x United States <2B Index Weighting Methodology Index Selection Methodology Market Cap Market Cap MSCI World ex USA Small Cap

2 1 Year Daily Price ($) May Jun Jul Aug Sep Oct Nov Dec `19 Feb Mar Apr 4M PERFORMANCE [as of 04/04/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.91% 8.19% 10.71% -9.96% 7.27% 3.70% 10.44% (NAV) 0.23% 9.82% 10.47% -9.59% 7.12% 3.52% 10.50% S&P Developed x United States <2B 0.17% 9.64% 10.36% -9.91% 6.88% 3.37% 10.50% MSCI World ex USA Small Cap 1.25% 11.80% 13.03% -6.11% 8.33% 3.91% 11.71% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan 38.07% Germany 2.86% Korea, Republic of 10.93% Sweden 2.76% United Kingdom 8.71% Switzerland 2.25% Canada 8.44% France 2.21% Australia 6.24% Hong Kong 2.15% TOP 10 SECTORS Industrials 19.79% Healthcare 7.81% Financials 18.43% Consumer Non-Cyclicals 7.41% Consumer Cyclicals 16.58% Energy 4.33% Basic Materials 10.73% Utilities 1.30% Technology 10.34% Telecommunications Serv 0.84% TOP 10 HOLDINGS U.S. Dollar 0.57% NIPPON REIT Investment Amarin Corporation Plc S 0.42% Barco NV Wihlborgs Fastigheter AB 0.30% Goldwin Inc. NIKKON Holdings Co., Ltd. 0.25% Cronos Group Inc Premier Investment Corp Net One Systems Co., Ltd. 0.20% Total Top 10 Weighting 2.81%

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% 0.16% 0.64% -1.45% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% 0.45% 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 0.5% FACTSET ANALYTICS BLOCK LIQUIDITY As of 04/05/19 0.4% 0.3% 0.2% 0.1% 0% 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% TRADABILITY Avg. Daily Share 119, % Average Daily $ $3.60M -2.0% Median Daily Share 86, % 2 500k 2 000k 1 500k 1 000k 500k Median Daily ($) Average Spread (%) Average Spread ($) $2.66M 0.10% $0.03 May Jul Aug Oct Dec Feb Apr Median Premium / Discount (12 Mo) -0.08% Max. Premium / Discount (12 Mo) 1.73% / -1.83% Impediment to Creations None Market Hours Overlap 19.00% Creation Unit Size (Shares) 100,000 Creation Unit/Day (45 Day Average) 0.86 Creation Unit Cost (%) 0.18% Underlying / Unit 0.16% Open Interest on ETF Options 5 Net Asset Value (Yesterday) $30.84 ETF.com Implied Liquidity 5

5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Industrials 19.79% 19.73% Financials 18.43% 21.67% Consumer Cyclicals Basic Materials 16.58% 13.72% 10.73% 10.04% Technology 10.34% 8.27% Healthcare 7.81% 6.22% Consumer Non- Cyclicals 7.41% 7.04% Energy 4.33% 3.60% Utilities 1.30% 2.50% U.S. Dollar Amarin Corporation Plc Sponsored ADR Wihlborgs Fastigheter AB NIKKON Holdings Co., Ltd. Premier Investment Corporation NIPPON REIT Investment Corp Barco NV Goldwin Inc. Cronos Group Inc Net One Systems Co., Ltd. 0.57% 0.42% 0.30% 0.25% 0.20% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation % MSCI World ex USA Small Cap BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Telecommunications Services 0.84% 1.48% Total Top 10 Weighting 2.81% Shared Holdings Shared Holdings Weight 1, % COUNTRIES Japan 38.07% 27.62% BENCHMARK COMPARISON SUMMARY Korea, Republic of 10.93% -- United Kingdom 8.71% 17.40% Canada 8.44% 8.60% Australia 6.24% 6.68% Germany 2.86% 5.36% Sweden 2.76% 4.85% Switzerland 2.25% 3.92% France 2.21% 3.05% Hong Kong 2.15% 1.83% Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield $1.08B $2.58B % 2.61% REGIONS Concentration Low Low Asia-Pacific 60.32% 38.65% Europe 28.03% 50.79% North America 10.33% 9.34% Middle East & Africa 1.31% 1.21% ECONOMIC DEVELOPMENT Developed Countries % 99.99% Emerging Countries 0.00% 0.01%

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