SPDR Portfolio S&P 500 Value ETF ETF.com segment: Equity: U.S. - Large Cap Value Competing ETFs: IVE, VOOV, RPV, DVP, FVAL Related ETF Channels: North America, Smart-Beta ETFs, Large Cap, U.S., S&P 500 Value Index, Value, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 92 FUND DESCRIPTION The SPDR Portfolio S&P 500 Value ETF tracks an index of primarily large-cap valuestyle US stocks. The index uses three factors to select value stocks from the 500 stocks chosen by the S&P committee. FACTSET ANALYTICS INSIGHT 's lowered fee has made the fund more attractive in a highly competitive space. Three funds with good tracking follow the same S&P 500 Value index: plus rivals IVE and VOOV. While IVE is far more liquid, is a well-run fund with plenty of assets and a long history. Regarding coverage, shows small but significant size and sector tilts due in part to its S&P 500 selection universe. The fund has a notable investment in midcap stocks and overweights consumer cyclicals, relative to the market. However, its beta suggests that these changes don't significantly increase market risk.prior to October 16, 2017 the fund traded under the name SPDR S&P 500 Value ETF. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) State Street Global Advisors SPDR 09/25/00 Open-Ended Fund 0.04% $1.96B $22.55M 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 October 17, 2018 the SPDR Portfolio S&P 500 Value ETF MSCI ESG Fund Quality Score is 4.91 out of 10. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield $132.90B 19.36 2.23 3.13% The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 22nd percentile within its peer group and in the 28th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology 12/24/18 375 S&P 500 Value Index Market Cap Fundamental MSCI USA Large Cap Value
1 Year Daily Price ($) 33.00 32.00 31.00 30.00 29.00 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 20M PERFORMANCE [as of 10/17/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -2.81% 0.81% 0.68% 6.07% 10.80% 9.40% 11.50% (NAV) -2.79% 0.85% 0.82% 6.16% 10.83% 9.40% 11.57% S&P 500 Value Index -2.78% 0.87% 0.85% 6.23% 10.97% 9.56% 11.57% MSCI USA Large Cap Value -2.12% 1.89% 1.88% 6.16% 11.09% 9.85% 11.67% 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 27.26% Industrials 9.06% Energy 12.31% Technology 6.72% Consumer Non-Cyclicals 10.63% Utilities 5.37% Consumer Cyclicals 9.96% Telecommunications Serv 4.26% Healthcare 9.89% Basic Materials 2.67% TOP 10 HOLDINGS Berkshire Hathaway Inc. C 3.80% Chevron Corporation 2.08% JPMorgan Chase & Co. 3.42% Verizon Communications 2.06% Exxon Mobil Corporation 3.20% Citigroup Inc. 1.62% AT&T Inc. 2.19% Johnson & Johnson 1.59% Wells Fargo & Company 2.18% Pfizer Inc. 1.30% Total Top 10 Weighting 23.44%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.04% -0.11% -0.06% -0.22% 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 0.09% 0.08% 0.07% 0.06% 0.05% 0.04% 0.02% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/18/18 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 718,903 0.0% Average Daily $ $22.55M -0.1% Median Daily Share 354,459-0.2% 12.5M 10M 7.5M 2.5M 5M Median Daily ($) Average Spread (%) Average Spread ($) $11.02M $0.01 Dec Feb Apr May Jul Aug Oct Median Premium / Discount (12 Mo) 0.02% Max. Premium / Discount (12 Mo) 0.13% / -0.12% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 7.09 Creation Unit Cost (%) Underlying / Unit 0.00% Open Interest on ETF Options 290 Net Asset Value (Yesterday) $30.31 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 27.26% 22.59% Energy 12.31% 9.70% Consumer Non- Cyclicals Consumer Cyclicals 10.63% 12.82% 9.96% 5.96% Berkshire Hathaway Inc. Class B JPMorgan Chase & Co. Exxon Mobil Corporation AT&T Inc. Wells Fargo & Company Chevron Corporation Verizon Communications Inc. Citigroup Inc. 3.80% 3.42% 3.20% 2.19% 2.18% 2.08% 2.06% 1.62% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.99 0.97 0.95 0.99 0.10% MSCI USA Large Cap Value Healthcare 9.89% 15.70% Industrials 9.06% 8.30% Technology 6.72% 11.90% Johnson & Johnson Pfizer Inc. Total Top 10 Weighting 1.59% 1.30% 23.44% MSCI ESG RATINGS MSCI ESG Quality Score 4.91 / 10 Utilities 5.37% 4.78% Peer Group Percentile Rank 22.21 Telecommunications Services 4.26% 4.26% Global Percentile Rank 27.53 Basic Materials 2.67% 1.46% SRI Screening Criteria Exposure 14.82% COUNTRIES Exposure to Sustainable Impact Solutions 3.86% United States 100.00% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 328.35 REGIONS North America 100.00% 100.00% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents 375 175 Shared Holdings 160 ECONOMIC DEVELOPMENT Shared Holdings Weight 70.10% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 375 175 Weighted Average Market Cap $132.90B $167.54B Price / Earnings Ratio Price / Book Ratio Dividend Yield 19.36 19.96 2.23 2.44 2.47% 2.73% Concentration Low --
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