SPDR Portfolio S&P 500 High Dividend ETF ETF.com segment: Equity: U.S. - Large Cap Competing ETFs: NOBL, SDOG, DLN, DTN, DOD Related ETF Channels: North America, Smart-Beta ETFs, Large Cap, Dividend, U.S., Broad-based, Dividends, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. N/A 30 FUND DESCRIPTION The SPDR Portfolio S&P 500 High Dividend ETF tracks an index of the 80 highestyielding stocks selected from the S&P 500. Stocks are equally weighted. FACTSET ANALYTICS INSIGHT Launched originally in October 2015, offers a no-nonsense approach to high yield in the US large-cap space. The fund ranks all dividend payers in the S&P 500 by indicated yield (most recent dividend times dividend frequency over share price) and culls the top 80. does not include any dividend sustainability or quality screens baked in to some peer ETFs. The ETF equally weights its stocks, while some incomefocused competitors weight by yield. (Speaking of competitors, we place in the Large-Cap segment due to its S&P 500 universe, but SDY, DVY and other ETFs in the US High Dividend Yield segment are worthy peers too.) We expect hefty sector biases from, and certainly higher yield (but not necessarily higher total returns) than vanilla large-cap funds. Note that the fund s underlying index is also new as of s launch. charges a low fee.prior to October 16, 2017 the fund traded under the name SPDR S&P 500 High Dividend ETF. MSCI ESG ANALYTICS INSIGHT SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio State Street Global Advisors SPDR 10/21/15 Open-Ended Fund 0.07% $713.77M $5.16M 0.03% $49.39B 17.96 The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of September 16, 2018 the SPDR Portfolio S&P 500 High Dividend ETF MSCI ESG Fund Quality Score is 4.97 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 26th percentile within its peer group and in the 29th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Price / Book Ratio 2.19 Distribution Yield 3.74% Next Ex-Dividend Date 09/21/18 Number of Holdings 87 INDEX DATA Index Tracked S&P 500 High Dividend Index Index Weighting Methodology Index Selection Methodology Equal Dividends MSCI USA Large Cap Index
1 Year Daily Price ($) 39.00 38.00 37.00 36.00 35.00 Oct Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep 800k PERFORMANCE [as of 09/14/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 1.53% 4.52% 4.82% 11.62% (NAV) 1.51% 4.54% 4.93% 11.49% S&P 500 High Dividend Index MSCI USA Large Cap Index 2.46% 5.03% 10.55% 18.87% 16.75% 14.00% 11.11% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 100.00% TOP 10 SECTORS Financials 31.49% Technology 4.19% Utilities 19.97% Industrials 3.79% Consumer Non-Cyclicals 11.31% Telecommunications Serv 3.70% Consumer Cyclicals 10.59% Healthcare 2.58% Energy 8.64% Basic Materials 2.47% TOP 10 HOLDINGS CenturyLink, Inc. 1.52% Helmerich & Payne, Inc. QUALCOMM Incorporated 1.51% Eaton Corp. Plc Pfizer Inc. 1.40% UDR, Inc. Kohl's Corporation 1.39% Xerox Corporation Target Corporation General Mills, Inc. Total Top 10 Weighting 14.07%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.07% 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 0.4% FACTSET ANALYTICS BLOCK LIQUIDITY As of 09/17/18 0.3% 0.2% 0.1% 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 0.8% 0.5% TRADABILITY Avg. Daily Share 137,123 0.3% Average Daily $ $5.16M 0.0% Median Daily Share 127,320-0.3% 800k 600k 400k 200k Median Daily ($) Average Spread (%) Average Spread ($) $4.62M 0.03% $0.01 Oct Dec Feb Apr May Jul Sep Median Premium / Discount (12 Mo) 0.02% Max. Premium / Discount (12 Mo) 0.58% / -0.09% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 2.55 Creation Unit Cost (%) 0.01% Underlying / Unit 0.02% Open Interest on ETF Options Net Asset Value (Yesterday) $38.47 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 31.49% 15.62% Utilities 19.97% 2.34% Consumer Non- Cyclicals Consumer Cyclicals 11.31% 7.74% 10.59% 12.21% CenturyLink, Inc. QUALCOMM Incorporated Pfizer Inc. Kohl's Corporation Target Corporation Helmerich & Payne, Inc. Eaton Corp. Plc UDR, Inc. 1.52% 1.51% 1.40% 1.39% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.60 0.63 0.58 0.64 0.50% MSCI USA Large Cap Index Energy 8.64% 6.31% Technology 4.19% 27.22% Industrials 3.79% 9.11% Xerox Corporation General Mills, Inc. Total Top 10 Weighting 14.07% MSCI ESG RATINGS MSCI ESG Quality Score 4.97 / 10 Telecommunications Services 3.70% 2.19% Peer Group Percentile Rank 25.90 Healthcare 2.58% 14.06% Global Percentile Rank 29.33 Basic Materials 2.47% 1.33% SRI Screening Criteria Exposure 19.46% COUNTRIES Exposure to Sustainable Impact Solutions 5.53% United States 100.00% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 884.98 REGIONS North America 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 87 299 Shared Holdings 53 ECONOMIC DEVELOPMENT Shared Holdings Weight 16.15% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 87 299 Weighted Average Market Cap $49.39B $251.63B Price / Earnings Ratio Price / Book Ratio Dividend Yield 17.96 23.59 2.19 3.50 4.18% 1.84% Concentration
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