SPDR S&P Midcap 400 ETF Trust ETF.com segment: Equity: U.S. - Mid Cap Competing ETFs: IJH, IVOO, VO, IWR, SCHM Related ETF Channels: North America, U.S., Broad-based, Vanilla, S&P Mid Cap 400, Midcap, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 84 FUND DESCRIPTION The SPDR S&P MidCap 400 Index Fund tracks a market-cap-weighted index of midcap US companies. FACTSET ANALYTICS INSIGHT offers extremely liquid exposure to a popular midcap index. It is one of three funds tracking the S&P MidCap 400 Index. Unlike competitors IVOO and IJH, uses the unit investment trust structure, which requires a direct replication of its underlying index and doesn t allow for reinvesting dividends between distribution dates or for lending out securities. While this older legal structure is perfectly serviceable, it hinders the fund s tracking in comparison to competitors. also has a higher expense ratio than both IVOO and IJH and tends to cost more to hold based on tracking data. However, has higher trading volume than these peers.although the fund bills itself as midcaps only, in comparison to our largeleaning benchmark it includes a small-cap tilt causing a lower average market cap. Still, the fund is a good representation of its segment of the market, taking no significant sector bets and avoiding concentrated holdings. While very long-term investors might prefer peer funds, is a solid and extremely popular choice in the midcap space. 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 Price / Book Ratio State Street Global Advisors SPDR 05/04/95 Unit Investment Trust 0.24% $21.07B $281.53M $6.04B 24.39 2.53 The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of October 8, 2018 the SPDR S&P Midcap 400 ETF Trust MSCI ESG Fund Quality Score is 4.24 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 57th percentile within its peer group and in the 12nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology 1.18% 12/21/18 388 S&P Mid Cap 400 Market Cap Committee MSCI USA Mid Cap Index
1 Year Daily Price ($) 380.00 370.00 360.00 350.00 340.00 330.00 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 8M PERFORMANCE [as of 10/08/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -2.83% -0.77% 4.48% 9.57% 12.44% 11.31% 14.21% (NAV) -3.34% -0.02% 4.53% 9.51% 13.12% 10.80% 12.92% S&P Mid Cap 400-2.80% -0.71% 4.75% 9.91% 12.78% 11.66% 12.92% MSCI USA Mid Cap Index -2.04% 0.36% 5.22% 10.95% 11.96% 11.47% 14.55% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States Canada 100.00% -- TOP 10 SECTORS Financials 24.27% Basic Materials 7.20% Industrials 16.96% Energy 4.97% Technology 14.29% Utilities 4.65% Consumer Cyclicals 13.25% Consumer Non-Cyclicals 3.94% Healthcare 9.11% Telecommunications Serv 0.37% TOP 10 HOLDINGS Fortinet, Inc. IDEX Corporation 0.63% Keysight Technologies Inc Lamb Weston Holdings, In Jack Henry & Associates, 0.67% Atmos Energy Corporation Domino's Pizza, Inc. 0.66% Steel Dynamics, Inc. 0.60% Teleflex Incorporated 0.65% PTC Inc. 0.59% Total Top 10 Weighting 6.38%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.24% -0.34% -0.31% -0.43% 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 Unit Investment Trust No No 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.05% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/09/18 0.04% 0.03% 0.02% 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 0.2% 0.1% TRADABILITY Avg. Daily Share 763,701 0.0% -0.1% -0.2% Average Daily $ Median Daily Share $281.53M 722,483-0.3% 8M 6M 4M 2M Median Daily ($) Average Spread (%) Average Spread ($) $267.21M $0.05 Oct Dec Feb Apr Jun Aug Oct Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) 0.12% / -0.19% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 25,000 Creation Unit/Day (45 Day Average) 28.90 Creation Unit Cost (%) 0.03% Underlying / Unit 0.08% Open Interest on ETF Options 38,789 Net Asset Value (Yesterday) $357.98 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 24.27% 20.39% Industrials 16.96% 15.81% Technology 14.29% 17.71% Consumer Cyclicals 13.25% 16.21% Healthcare 9.11% 9.15% Fortinet, Inc. Keysight Technologies Inc Jack Henry & Associates, Inc. Domino's Pizza, Inc. Teleflex Incorporated IDEX Corporation Lamb Weston Holdings, Inc. Atmos Energy Corporation 0.67% 0.66% 0.65% 0.63% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.94 0.98 0.98 0.99 0.17% MSCI USA Mid Cap Index Basic Materials 7.20% 5.78% Energy 4.97% 3.93% Steel Dynamics, Inc. PTC Inc. Total Top 10 Weighting 0.60% 0.59% 6.38% MSCI ESG RATINGS MSCI ESG Quality Score 4.24 / 10 Utilities 4.65% 5.25% Peer Group Percentile Rank 56.75 Consumer Non- Cyclicals Telecommunications Services 3.94% 2.31% 0.37% 0.76% Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions 12.13 3.78% 4.44% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) 210.06 United States 100.00% 99.44% Canada -- 0.56% REGIONS North America 100.00% 100.00% ECONOMIC DEVELOPMENT BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 388 320 46 10.05% BENCHMARK COMPARISON SUMMARY Developed Countries 100.00% 100.00% Number of Holdings 388 320 Weighted Average Market Cap $6.04B $14.10B Price / Earnings Ratio Price / Book Ratio Dividend Yield 24.39 25.04 2.53 2.91 1.48% 1.46% Concentration Low --
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