ETFs - Profile

SPDR S&P 1500 Momentum Tilt ETF

US > Multi-Cap > Core

Rank

Universe Rank
62 35

Summary

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in companies in the United States.

The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests significantly in the securities comprising the Index.

The Index applies an alternative weighting methodology to the S&P Composite 1500 Index so that stocks with relatively high momentum are overweight relative to the S&P Composite 1500 Index and stocks with relatively low momentum are underweight.

Additionally, the research team employs a sampling strategy to invest in a representative sample of securities with generally the same risk and return characteristics of the Index.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research More

Philosophy Strategy Process Reaserch Risk Management

Price

  • Last Close
  • $184.68
    -2.32
  • 52 Week HL
  • $204.72 - $156.2
  • Net Assets
  • $89 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Performance
-8.1 % YTD

  • 3 Year
  • 60.87%
  • 5 Year
  • 98.72%
  • Best
  • 32.3%
    2013
  • Worst
  • -8.09%
    2022

Returns +
A

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
MMTM -8%25%18%28%-5%24%6%4%0%32%0%
S&P 500 -10%27%16%29%-6%19%10%-1%11%30%13%

Returns +
Q

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 -7.8% 2.8% -19.1% 14.5% 1.4% 3.7% -1.7% 1.2% 2.2% 9.1% -
Q2 - 7% 20.2% 2.9% 7.4% 5.8% 3% -0.2% 4.3% 3.8% -
Q3 - 1.5% 11.1% 0.1% 8.3% 4.8% 2.5% -6.9% 1.3% 6% -
Q4 - 11% 8.7% 6.9% -16% 8.3% 2.3% 10.3% 5.8% 10.2% -

Returns +
M

J F M A M J J A S O N D
2022 -8.1% - - - - - - - - - - -
2021 -1.3% 1.4% 2.7% 6% 1% 0.1% 3.8% 3.5% -4.2% 7.9% -1% 3.9%

Annual
Return

Index Comparison

Alpha

NAV