SPDR Russell 1000 Momentum Focus ETF (ONEO)
Description
The investment seeks to track the performance of the Russell 1000 Momentum Focused Factor Index. The ONEO ETF contains 891 constituents. It is focused on blend holdings in the North America region.
Price $85.44 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.67% |
| Expense ratio | 0.2% |
| Average spread | 0.094% |
| 1Y roundtrip cost | 0.294% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -6.4% | -0.9% | 2.0% | -6.7% | 1.7% | -9.3% | 8.7% | -2.4% | -9.3% | 3.8% | -18.7% | ||
| 2021 | 0.2% | 4.6% | 5.5% | 4.4% | 1.3% | 0.1% | 1.0% | 3.0% | -4.6% | 5.6% | -2.1% | 5.1% | 24.1% |
| 2020 | -2.0% | -9.8% | -19.6% | 14.8% | 7.0% | 1.7% | 5.3% | 3.8% | -2.3% | -0.2% | 12.1% | 4.5% | 15.2% |
| 2019 | 9.4% | 3.6% | 0.6% | 3.3% | -7.0% | 7.1% | 1.4% | -2.4% | 2.3% | 1.2% | 3.4% | 1.9% | 24.7% |
| 2018 | 4.4% | -3.9% | -0.3% | -1.1% | 2.1% | -0.0% | 2.8% | 2.7% | -0.8% | -8.7% | 1.1% | -10.3% | -12.0% |
| 2017 | 2.5% | 2.9% | -0.0% | 1.1% | -0.0% | 0.1% | 2.0% | -0.0% | 3.2% | 2.3% | 3.9% | 0.8% | 18.8% |
| 2016 | -6.2% | 1.2% | 5.4% | 2.8% | 0.7% | 0.1% | 4.0% | -0.8% | 0.1% | -2.1% | 5.5% | 0.0% | 10.8% |
| 1.8% | -2.4% | -6.4% | 18.6% | 5.9% | -0.1% | 25.3% | 3.8% | -11.4% | 1.9% | 23.9% | 2.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.32 | 0.40 | 0.42 | 1.14 | |||||||||
| 2021 | 0.35 | 0.27 | 0.28 | 0.90 | |||||||||
| 2020 | 0.30 | 0.28 | 0.17 | 0.33 | 1.09 | ||||||||
| 2019 | 0.27 | 0.32 | 0.30 | 0.39 | 1.27 | ||||||||
| 2018 | 0.23 | 0.29 | 0.27 | 0.30 | 1.08 | ||||||||
| 2017 | 0.33 | 4.79 | 5.12 | ||||||||||
| 2016 | 0.26 | 0.25 | 0.29 | 0.79 | |||||||||
| 0.00 | 0.00 | 1.73 | 0.00 | 0.00 | 1.80 | 0.00 | 0.00 | 1.78 | 0.00 | 0.00 | 6.09 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| HP Inc. | 1.11% |
| Dell Technologies Inc Class C | 0.78% |
| Quanta Services, Inc. | 0.74% |
| NetApp, Inc. | 0.72% |
| Williams-Sonoma, Inc. | 0.66% |
| Synchrony Financial | 0.55% |
| Interpublic Group of Companies, Inc. | 0.54% |
| Carrier Global Corp. | 0.50% |
| CBRE Group, Inc. Class A | 0.47% |
| EPAM Systems, Inc. | 0.46% |
| LPL Financial Holdings Inc. | 0.46% |
| Mosaic Company | 0.46% |
| LKQ Corporation | 0.44% |
| Celanese Corporation | 0.44% |
| Analog Devices, Inc. | 0.44% |
| Top 15 Weights | 8.77% |
Compare with similar ETFs
| ONEO | FSMD | HSMV | KOKU | LSAF | MIDF | |
|---|---|---|---|---|---|---|
| Product name | SPDR Russell 1000 Momentum Focus ETF | Fidelity Small-Mid Factor ETF | First Trust Horizon Managed Volatility Small/Mid ETF | Xtrackers MSCI Kokusai Equity ETF | LeaderShares AlphaFactor US Core Equity ETF | iShares Edge MSCI Multifactor USA Mid-Cap ETF |
| Issuer | SPDR | Fidelity | First Trust | Xtrackers | LeaderShares | iShares |
| Price | $85.438 | $29.87 | $28.7342 | $65.6427 | $27.9814 | $36.68 |
| Expense Ratio | 0.2% |  0.29% | 0.8% |  0.09% | 0.75% | 0.25% |
| Average Spread | 0.094% | 0.301% | 0.139% | 0.396% | 0.429% | 0.136% |
| AUM | $264,841,000 | $50,762,200 | $12,935,000 | $509,156,000 | $101,840,000 | $5,384,550 |
| Shares | 3,099,800 | 1,699,438 | 450,161 | 7,756,477 | 3,639,566 | 146,798 |
| Average Daily Volume | 2,570 | 8,380 | 879 | 340 | 25,109 | 3,489 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-12-02 | 2019-02-26 | 2020-04-06 | 2020-04-08 | 2018-10-02 | 2019-06-04 |
| Index Tracked | Russell 1000 Momentum Focused Factor Index | Fidelity Small-Mid Multifactor Index | No Underlying Index | MSCI Kokusai Index | AlphaFactor U.S. Core Equity Index | MSCI USA Mid Cap Diversified Multiple-Factor Index |
| Category | All Cap Equities | Small Cap Growth Equities | Small Cap Blend Equities | Large Cap Growth Equities | All Cap Equities | Mid Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid/Small Caps | Mid Caps | Large Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | 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. | Broad | U.S. | U.S. |
| Annual Dividend Rate | $1.424 | $0.287 | $0.37 | $1.633 | $1.413 | $0 |
| Annual Dividend Yield | 0.017% | 0.010% | 0.013% | 0.025% | 0.050% | 0.000% |
| Number of Holdings | 891 | 598 | 200 | 1248 | 99 | 86 |
| YTD Return | -18.61% | -16.02% | -16.59% | -23.46% | -19.48% | -10.25% |
| Beta | 1.00 | 1.01 | 0.90 | 0.95 | 1.08 | 1.01 |
| Upside Beta | 0.59 | 0.70 | 0.63 | 0.50 | 0.73 | 0.66 |
| Downside Beta | -0.01 | 0.47 | 0.00 | -0.18 | 0.57 | 0.44 |
| Volatility 1Y | 22.75% | 22.61% | 18.99% | 22.00% | 25.01% | 21.39% |
| Sharpe Ratio 3Y | 0.36 | 0.40 | 0.00 | 0.00 | 0.27 | 0.85 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 0.01 |