SPDR S&P 1500 Momentum Tilt ETF

SPDR S&P 1500 Momentum Tilt ETF (MMTM)

Description

The investment seeks to track the performance of the S&P 1500 Positive Momentum Tilt Index. The MMTM ETF contains 1430 constituents. It is focused on growth holdings in the North America region.

Price $159.74 as of 2022-10-19

Cost/Risk/Yield

Dividend yield	1.62%
Expense ratio	0.12%
Average spread	0.075%
1Y roundtrip cost	0.195%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-5.5%	-2.6%	4.1%	-9.6%	0.1%	-8.2%	8.6%	-3.0%	-8.0%	3.5%			-20.7%
2021	-1.0%	1.0%	2.8%	6.1%	0.9%	2.2%	1.9%	3.5%	-4.4%	8.1%	-1.0%	3.7%	23.9%
2020	0.7%	-8.9%	-11.3%	11.9%	4.7%	3.0%	6.8%	8.7%	-4.4%	-3.6%	9.2%	4.0%	20.8%
2019	8.4%	3.4%	2.5%	3.3%	-5.5%	6.5%	1.3%	-0.2%	0.8%	1.1%	2.9%	2.6%	27.1%
2018	6.0%	-0.6%	-3.8%	0.2%	3.0%	0.1%	2.6%	4.8%	0.3%	-7.9%	0.9%	-9.2%	-3.5%
2017	2.4%	3.5%	-2.1%	3.1%	1.9%	0.7%	2.3%	0.2%	2.2%	4.0%	3.0%	1.1%	22.2%
2016	-7.2%	1.1%	4.8%	2.3%	-0.5%	1.2%	3.1%	-1.1%	0.5%	-2.6%	2.3%	2.7%	6.7%
2015	-3.0%	4.4%	-0.1%	1.2%	-0.2%	-1.1%	2.4%	-6.0%	-3.2%	8.6%	1.1%	0.5%	4.5%
2014	-2.5%	4.5%	0.3%	-1.4%	2.7%	3.0%	0.7%	1.7%	-1.1%	0.4%	4.3%	1.0%	13.6%
2013	4.1%	1.5%	3.3%	2.2%	3.5%	-2.0%	5.2%	-2.4%	3.3%	4.9%	3.2%	1.8%	28.6%
2012											-0.8%	1.6%	0.8%
	2.3%	7.4%	0.4%	19.4%	10.6%	5.5%	35.0%	6.2%	-14.1%	16.5%	25.1%	9.7%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.54			0.66			0.76				1.95
2021			0.36			0.42						0.63	1.41
2020			0.54			0.49			0.36			0.45	1.84
2019			0.47			0.54			0.52			0.61	2.14
2018			0.39			0.43			0.47			0.48	1.76
2017			0.42			0.43			0.44			0.45	1.74
2016			0.37			0.43			0.48			0.58	1.86
2015			0.34			0.36			0.36			0.45	1.51
2014			0.25			0.27			0.29			0.55	1.36
2013			0.21			0.28			0.25			0.63	1.36
2012												0.31	0.31
	0.00	0.00	3.89	0.00	0.00	4.30	0.00	0.00	3.93	0.00	0.00	5.13

Sectors and Top Holdings

Security	% Assets
Microsoft Corporation	7.17%
Apple Inc.	4.59%
Tesla Inc	4.03%
Alphabet Inc. Class A	3.31%
Alphabet Inc. Class C	2.91%
NVIDIA Corporation	2.48%
JPMorgan Chase & Co.	1.92%
Bank of America Corp	1.50%
Meta Platforms Inc. Class A	1.34%
Berkshire Hathaway Inc. Class B	1.28%
Exxon Mobil Corporation	1.16%
Wells Fargo & Company	0.94%
Amazon.com, Inc.	0.82%
Eli Lilly and Company	0.82%
Walt Disney Company	0.81%
Top 15 Weights	35.08%

Compare with similar ETFs

	MMTM	GSLC	IVV	SPTM	SPY	VOO
Product name	SPDR S&P 1500 Momentum Tilt ETF	Goldman Sachs ActiveBeta International Equity ETF	iShares Core S&P 500 ETF	SPDR Portfolio Total Stock Market ETF	SPDR S&P 500 ETF	Vanguard S&P 500 ETF
Issuer	SPDR	Goldman Sachs	iShares	SPDR	SPDR	Vanguard
Price	$159.74	$72.48	$366.95	$45.13	$365.41	$335.83
Expense Ratio	0.12%	0.09%	0.03%	0.03%	0.09%	0.03%
Average Spread	0.075%	0.028%	0.005%	0.022%	0.003%	0.006%
AUM	$75,258,500	$11,181,300,000	$250,658,000,000	$4,597,660,000	$330,769,000,000	$212,785,000,000
Shares	471,131	154,267,842	683,084,383	101,875,991	905,199,548	633,608,111
Average Daily Volume	1,403	515,038	5,370,365	927,980	97,910,450	5,014,890
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2012-10-24	2015-09-21	2000-05-15	2000-10-04	1993-01-22	2010-09-07
Index Tracked	S&P 1500 Positive Momentum Tilt Index	Goldman Sachs ActiveBeta U.S. Large Cap Equity Index	S&P 500	S&P Composite 1500	S&P 500	S&P 500
Category	Large Cap Growth Equities	Large Cap Growth Equities	Large Cap Growth Equities	All Cap Equities	Large Cap Growth Equities	Large Cap Growth Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large Caps	Large Caps	Large Caps	Large Caps	Large Caps	Large Caps
Value or Growth	Growth	Blend	Blend	Blend	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	U.S.	U.S.	U.S.	U.S.	U.S.	U.S.
Annual Dividend Rate	$2.583	$1.188	$6.168	$0.791	$6.172	$5.808
Annual Dividend Yield	0.016%	0.016%	0.017%	0.018%	0.017%	0.017%
Number of Holdings	1430	453	498	1505	499	498
YTD Return	-20.24%	-22.96%	-22.17%	-21.86%	-22.17%	-22.16%
Beta	0.99	0.97	0.99	1.02	0.99	0.98
Upside Beta	0.20	0.54	0.27	0.28	0.27	0.07
Downside Beta	-0.28	-0.02	0.10	0.13	0.10	-0.23
Volatility 1Y	22.17%	22.39%	22.76%	22.55%	22.73%	22.68%
Sharpe Ratio 3Y	0.54	0.48	0.54	0.54	0.55	0.55
Treynor Ratio 3Y	0.01	0.01	0.01	0.01	0.01	0.01

Securities Database