SPDR Portfolio Total Stock Market ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: VTI, ITOT, SCHB, IWV, IYY Related ETF Channels: North America, Total Market, U.S., Broad-based, Vanilla, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 98 FUND DESCRIPTION The SPDR Portfolio Total Stock Market ETF tracks a propritary index designed to provide exposure to broad US equities, covering the entire market-cap spectrum. FACTSET ANALYTICS INSIGHT As one of the low-cost core SPDR Portfolio ETFs, provides broad exposure to the US total-market space. While the fund provides comprehensive exposure, the portfolio slightly overweights financials and underweights technology compared to our segment benchmark. Tradability is a different story. While spreads normally are quite reasonable, they can spike considerably at times due to light trading volume. Thus while the fund delivers comprehensive exposure to US equities at a very low fee, it would not be the best choice for active retail traders. Rival IWV, from ishares, imposes a higher fee but provides much better liquidity. Larger traders should find block trades in straightforward to execute.prior to November 16, 2017, the fund tracked the Russell 3000 Index and traded under the ticker THRK. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) State Street Global Advisors SPDR 10/04/00 Open-Ended Fund $2.52B $23.36M 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 November 7, 2018 the SPDR Portfolio Total Stock Market ETF MSCI ESG Fund Quality Score is 5.22 out of 10. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield $205.29B 25.31 3.45 1.73% The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 43th percentile within its peer group and in the 40th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Next Ex-Dividend Date Number of Holdings INDEX DATA 12/21/18 2608 Index Tracked Index Weighting Methodology Index Selection Methodology SSGA Total Stock Market Index Market Cap Market Cap MSCI USA IMI
1 Year Daily Price ($) 37.00 36.00 35.00 34.00 33.00 32.00 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 20M PERFORMANCE [as of 11/07/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -2.55% -1.80% 6.18% 10.30% 12.30% 11.83% 14.19% (NAV) -2.43% -1.68% 6.43% 10.43% 12.29% 11.82% 14.19% SSGA Total Stock Market Index -- -- -- -- -- -- 14.19% MSCI USA IMI -2.55% -1.90% 6.41% 10.26% 12.28% 11.87% 14.35% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States United Kingdom Canada 100.00% -- -- TOP 10 SECTORS Technology 24.43% Consumer Non-Cyclicals 7.09% Financials 16.74% Energy 5.93% Healthcare 13.78% Utilities 2.88% Consumer Cyclicals 12.39% Basic Materials 2.56% Industrials 11.36% Telecommunications Serv 1.94% TOP 10 HOLDINGS Apple Inc. 3.72% JPMorgan Chase & Co. 1.31% Microsoft Corporation 3.21% Alphabet Inc. Class A 1.27% Amazon.com, Inc. 2.86% Exxon Mobil Corporation 1.23% Johnson & Johnson 1.38% Bank of America Corp 1.01% Facebook, Inc. Class A 1.36% Visa Inc. Class A 0.99% Total Top 10 Weighting 18.34%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) -0.14% -0.12% -0.18% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 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
Daily Spread 0.15% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/08/18 0.12% 0.09% 0.06% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 1.0% TRADABILITY Avg. Daily Share 670,657 0.5% Average Daily $ $23.36M 0.0% Median Daily Share 491,569-0.5% 12.5M 10M 7.5M 2.5M 5M Median Daily ($) Average Spread (%) Average Spread ($) $17.05M $0.01 Dec Feb Apr Jun Jul Sep Nov Median Premium / Discount (12 Mo) 0.02% Max. Premium / Discount (12 Mo) 0.78% / -0.19% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 9.83 Creation Unit Cost (%) Underlying / Unit 0.00% Open Interest on ETF Options 19 Net Asset Value (Yesterday) $34.85 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 24.43% 24.56% Financials 16.74% 16.43% Healthcare 13.78% 13.78% Consumer Cyclicals 12.39% 12.92% Industrials 11.36% 10.59% Apple Inc. Microsoft Corporation Amazon.com, Inc. Johnson & Johnson Facebook, Inc. Class A JPMorgan Chase & Co. Alphabet Inc. Class A Exxon Mobil Corporation 3.72% 3.21% 2.86% 1.38% 1.36% 1.31% 1.27% 1.23% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 1.00 0.99 0.99 0.99 0.02% MSCI USA IMI Consumer Non- Cyclicals 7.09% 6.58% Energy 5.93% 5.79% Utilities 2.88% 2.70% Bank of America Corp Visa Inc. Class A Total Top 10 Weighting 1.01% 0.99% 18.34% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank 5.22 / 10 43.33 Basic Materials Telecommunications Services 2.56% 2.46% 1.94% 1.85% Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions 40.11 11.21% 5.85% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) 187.30 United States 100.00% 99.93% United Kingdom 0.00% -- Canada -- 0.07% REGIONS BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 2608 2391 North America 100.00% 100.00% Europe 0.00% -- Shared Holdings Shared Holdings Weight 2,169 91.17% BENCHMARK COMPARISON SUMMARY ECONOMIC DEVELOPMENT Developed Countries 100.00% 100.00% Number of Holdings 2608 2391 Weighted Average Market Cap $205.29B $205.77B Price / Earnings Ratio Price / Book Ratio Dividend Yield 25.31 25.53 3.45 3.36 1.76% 1.71% Concentration -- --
2018 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 1940. 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.