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 2022-10-19Cost/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)
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
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 |