QEMM SPDR MSCI Emerging Markets StrategicFactors ETF

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1 SPDR MSCI Emerging Markets StrategicFactors ETF ETF.com segment: Equity: Emerging Markets - Total Market Competing ETFs: GEM, FEM, FLQE, MFEM, EMGF Related ETF Channels: Emerging Markets, Multi-factor, Smart-Beta ETFs, Equity, Size and Style, Total Market, Broad-based Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. D 84 FUND DESCRIPTION tracks an index of emerging market securities equally weighted between 3 subindexes: value, minimum volatility and quality. SUMMARY DATA Issuer State Street Global Advisors FACTSET ANALYTICS INSIGHT takes a unique approach in multifactor investing in ETFs, equally weighting three single-factor indexes: value, minimum volatility and quality. The quality component emphasizes ROE, earnings growth and low leverage. The fund's three subindexes are derived from our segment benchmark, which helps align country and sector allocations somewhat. Despite the layers of complexities around its methodology, is one of the cheaper emerging market ETFs. Trade with caution: always check its NAV and use limit orders to keep trading costs in line with the fund s fair value. changed its name and the name of its underlying index on July 15, The change was purely cosmetic with no impact on investment strategy, portfolio holdings, and investor experience. Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) SPDR 06/04/14 Open-Ended Fund 0.30% $296.11M $601.89K 0.43% 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 11, 2019 the SPDR MSCI Emerging Markets StrategicFactors ETF MSCI ESG Fund Quality Score is 4.55 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 57th percentile within its peer group and in the 20th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA $60.64B % 06/03/ Index Tracked MSCI Emerging Markets Factor Mix A-Series Index Index Weighting Methodology Index Selection Methodology Tiered Multi-Factor MSCI Emerging Markets Investable Market Index 1 Year PERFORMANCE [as of 04/11/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 2.96% 7.00% 10.56% -5.86% 9.36% (NAV) 3.64% 7.14% 10.05% -5.09% 9.60% MSCI Emerging Markets Factor Mix A- 3.89% 7.41% 10.29% -4.34% 10.18% 3.35% -- Series Index MSCI Emerging Markets Investable Market Index 4.42% 8.83% 12.68% -5.99% 11.53% 3.57% 8.26% All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

2 TOP 10 COUNTRIES TOP 10 SECTORS TOP 10 HOLDINGS PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.30% -0.45% -0.20% -0.79% 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

3 Daily Spread Premium/Discount FACTSET ANALYTICS BLOCK LIQUIDITY As of 04/12/ This measurement shows how easy it is to trade a $1 million USD block of. is rated a 2 out of 5. TRADABILITY Avg. Daily Share Average Daily $ Median Daily Share Median Daily ($) Average Spread (%) Average Spread ($) Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) Impediment to Creations Market Hours Overlap Creation Unit Size (Shares) Creation Unit/Day (45 Day Average) Creation Unit Cost (%) Underlying / Unit Open Interest on ETF Options Net Asset Value (Yesterday) ETF.com Implied Liquidity 10,221 $601.89K 5,722 $335.29K 0.43% $ % 1.58% / -2.17% None 17.00% 25, % 0.92% -- $ SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 25.17% 25.73% Technology 24.91% 26.30% Consumer Non- Cyclicals Consumer Cyclicals Telecommunications Services 10.72% 6.28% 9.42% 7.50% 6.35% 4.00% Taiwan Semiconductor Manufacturing Co., Ltd. Tencent Holdings Ltd. Samsung Electronics Co., Ltd. SK hynix Inc Tata Consultancy Services Limited China Construction Bank Corporation Class H 2.86% 2.67% 2.11% 2.03% 1.43% 1.22% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation % MSCI Emerging Markets Investable Market Index MSCI ESG RATINGS

4 Energy 6.20% 7.77% Industrials 4.97% 6.07% Basic Materials 4.37% 7.32% PT Bank Central Asia Tbk Samsung Electronics Co., Ltd. Sponsored GDR 1.17% 1.12% MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank 4.55 / Utilities 4.18% 2.73% Healthcare 2.86% 2.95% Infosys Limited Sponsored ADR Bank of China Limited Class H Total Top 10 Weighting 1.08% 0.98% 16.67% SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions 4.82% 5.91% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) Hong Kong 20.60% 21.98% BENCHMARK COMPARISON HOLDINGS Korea, Republic of 15.06% 14.00% Taiwan, Province of China 12.86% 12.03% India 11.86% 9.23% China 4.73% 8.06% Indonesia 4.60% 2.25% Brazil 4.53% 7.33% Number of Holdings Constituents Shared Holdings Shared Holdings Weight % Malaysia 3.70% 2.38% BENCHMARK COMPARISON SUMMARY South Africa 3.49% 5.92% Thailand 3.28% 2.55% REGIONS Asia-Pacific 78.28% 73.68% Latin America 8.20% 11.65% Middle East & Africa 6.53% 7.79% Europe 5.34% 6.10% North America 1.65% 0.79% Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield $60.64B $83.15B % 2.64% ECONOMIC DEVELOPMENT Concentration Low Low Developed Countries 50.84% 49.40% Emerging Countries 49.16% 50.60%

5 2019 ETF.com The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional. ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com. [ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Data provider: Terms of Use MSCI ESG Research LLC s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.