SPDR MSCI EAFE Fossil Fuel Reserves Free ETF ETF.com segment: Equity: Developed Markets Ex-U.S. - Total Market Competing ETFs: EFA, VEA, IEFA, SCHF, SPDW Related ETF Channels: Equity, Size and Style, Developed Markets, Broad-based, Developed Markets Ex-U.S., Total Market, Socially Responsible, Vanilla Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. B 92 FUND DESCRIPTION tracks a subset of the MSCI EAFE Index that excludes companies that own fossil fuel reserves. FACTSET ANALYTICS INSIGHT holds a subset of the MSCI EAFE Index, divesting itself of companies that own fossil fuel reserves. Fossil fuel reserves are defined as coal, oil, or natural gas reserves for energy purposes. Companies that hold these reserves are removed from the MSCI EAFE Index, and the remaining companies are given market cap weighting to form the MSCI EAFE ex Fossil Fuels Index. The parent index invests in large- and midcap companies in developed nations, outside the US and Canada. Expect minor sector tilts due to the removal of companies that rely on fossil fuels. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) State Street Global Advisors SPDR 10/24/16 Open-Ended Fund 0.20% $70.50M $365.74K 0.33% 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 3, 2019 the SPDR MSCI EAFE Fossil Fuel Reserves Free ETF MSCI ESG Fund Quality Score is 6.64 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 80th percentile within its peer group and in the 85th 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 $56.15B 14.20 1.59 2.71% 06/03/19 894 INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology MSCI EAFE ex Fossil Fuels Index Market Cap Market Cap MSCI World ex USA IMI
1 Year Daily Price ($) 75.00 70.00 65.00 60.00 May Jun Jul Aug Sep Oct Nov Dec `19 Feb Mar Apr 100k PERFORMANCE [as of 04/03/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 2.47% 13.33% 12.25% -2.39% -- -- -- (NAV) 2.44% 12.77% 12.13% -1.72% -- -- -- MSCI EAFE ex Fossil Fuels Index 2.43% 12.79% 12.17% -1.88% 7.91% -- -- MSCI World ex USA IMI 2.35% 13.43% 12.93% -1.25% 8.79% 2.75% 8.76% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan 26.31% Australia 6.26% United Kingdom 13.86% Hong Kong 4.01% France 10.84% Netherlands 3.49% Switzerland 9.68% Spain 3.19% Germany 9.47% Sweden 2.37% TOP 10 SECTORS Financials 24.98% Technology 6.32% Industrials 16.14% Basic Materials 5.46% Consumer Cyclicals 13.34% Telecommunications Serv 4.27% Healthcare 12.51% Utilities 2.25% Consumer Non-Cyclicals 12.32% Energy 0.69% TOP 10 HOLDINGS Nestle S.A. 2.31% AIA Group Limited 0.97% Novartis AG 1.62% SAP SE 0.89% Roche Holding Ltd Genus 1.52% LVMH Moet Hennessy Lou HSBC Holdings Plc 1.35% GlaxoSmithKline plc Toyota Motor Corp. 1.08% AstraZeneca PLC 0.80% Total Top 10 Weighting 12.16%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.20% 0.13% 0.17% -0.29% 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 0.8% FACTSET ANALYTICS BLOCK LIQUIDITY As of 04/04/19 0.6% 0.4% 0.2% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 2.0% 1.0% TRADABILITY Avg. Daily Share 5,334 0.0% -1.0% -2.0% Average Daily $ Median Daily Share $365.74K 1,686-3.0% 100k 75k 50k 25k Median Daily ($) Average Spread (%) Average Spread ($) $130.71K 0.33% $0.22 May Jul Aug Oct Dec Feb Apr Median Premium / Discount (12 Mo) 0.31% Max. Premium / Discount (12 Mo) 1.17% / -2.01% Impediment to Creations None Market Hours Overlap 19.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.03 Creation Unit Cost (%) 0.15% Underlying / Unit 0.01% Open Interest on ETF Options -- Net Asset Value (Yesterday) $67.87 ETF.com Implied Liquidity 4
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 24.98% 23.58% Industrials 16.14% 14.76% Consumer Cyclicals 13.34% 11.53% Healthcare 12.51% 9.63% Consumer Non- Cyclicals 12.32% 9.92% Technology 6.32% 5.85% Basic Materials Telecommunications Services 5.46% 6.97% 4.27% 3.43% Nestle S.A. Novartis AG Roche Holding Ltd Genusssch. HSBC Holdings Plc Toyota Motor Corp. AIA Group Limited SAP SE LVMH Moet Hennessy Louis Vuitton SE GlaxoSmithKline plc AstraZeneca PLC Total Top 10 Weighting 2.31% 1.62% 1.52% 1.35% 1.08% 0.97% 0.89% 0.80% 12.16% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank 0.99 0.98 0.99 0.99 0.09% MSCI World ex USA IMI 6.64 / 10 79.97 84.95 Utilities 2.25% 3.19% Energy 0.69% 7.04% COUNTRIES Japan 26.31% 22.63% United Kingdom 13.86% 15.88% France 10.84% 8.93% Switzerland 9.68% 7.37% Germany 9.47% 7.55% Australia 6.26% 6.36% Hong Kong 4.01% 3.24% Netherlands 3.49% 3.04% Spain 3.19% 2.67% SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 11.82% 7.30% 121.51 894 3545 857 69.31% Sweden 2.37% 2.78% BENCHMARK COMPARISON SUMMARY REGIONS Europe 60.20% 55.76% Asia-Pacific 38.57% 34.01% North America 0.76% 9.74% Middle East & Africa 0.46% 0.49% ECONOMIC DEVELOPMENT Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio 894 3545 $56.15B $51.00B 14.20 15.06 1.59 1.58 Dividend Yield 3.18% 3.20% Developed Countries 100.00% 100.00% Concentration Low Low Emerging Countries -- 0.00%
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 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.