SPDR Russell 2000 Low Volatility ETF (SMLV)
Description
The investment seeks to track the performance of the SSGA US Small Cap Low Volatility Index. The SMLV ETF contains 440 constituents. It is focused on blend holdings in the North America region.
Price $102.74 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.45% |
| Expense ratio | 0.12% |
| Average spread | 0.214% |
| 1Y roundtrip cost | 0.334% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.0% | 0.1% | 0.8% | -6.0% | 2.4% | -4.5% | 6.9% | -3.7% | -7.4% | 4.1% | -12.4% | ||
| 2021 | 1.6% | 10.4% | 4.2% | 2.3% | 1.0% | -2.2% | -0.0% | 2.4% | -2.2% | 3.9% | -2.7% | 6.1% | 24.8% |
| 2020 | -3.1% | -9.2% | -24.4% | 11.6% | 0.6% | 3.7% | 0.4% | 4.4% | -5.0% | 1.4% | 17.2% | 7.5% | 5.0% |
| 2019 | 8.7% | 3.6% | -1.6% | 2.9% | -5.4% | 5.3% | 2.5% | -3.5% | 4.0% | 2.6% | 1.7% | 1.8% | 22.6% |
| 2018 | -0.3% | -3.9% | 1.9% | 0.7% | 4.8% | 2.3% | 1.2% | 3.5% | -2.1% | -6.8% | 2.3% | -9.3% | -5.8% |
| 2017 | -2.2% | 0.8% | -0.2% | 1.5% | -2.6% | 2.4% | 0.8% | -1.9% | 5.5% | 0.3% | 2.9% | -1.6% | 5.8% |
| 2016 | -5.2% | 1.2% | 7.7% | -0.3% | 1.9% | 0.5% | 4.7% | 2.3% | -1.1% | -1.5% | 12.9% | 4.0% | 27.2% |
| 2015 | -3.1% | 3.3% | 1.4% | -2.7% | 0.3% | 0.8% | -0.3% | -5.1% | -1.1% | 6.6% | 2.8% | -4.0% | -1.1% |
| 2014 | -3.1% | 4.4% | 1.2% | -2.6% | 0.5% | 5.1% | -4.9% | 4.8% | -4.4% | 8.7% | 1.4% | 2.3% | 13.5% |
| 2013 | 4.2% | 0.5% | 0.6% | -0.5% | 6.5% | -4.9% | 5.4% | 4.3% | 2.5% | 2.5% | 21.2% | ||
| -11.6% | 10.7% | -4.7% | 7.9% | 4.3% | 12.9% | 17.8% | -1.7% | -8.4% | 23.5% | 41.1% | 9.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.47 | 0.65 | 0.59 | 1.71 | |||||||||
| 2021 | 0.45 | 0.59 | 0.81 | 1.84 | |||||||||
| 2020 | 0.45 | 0.59 | 0.24 | 1.08 | 2.36 | ||||||||
| 2019 | 0.43 | 0.75 | 0.63 | 0.80 | 2.62 | ||||||||
| 2018 | 0.42 | 0.60 | 0.70 | 0.89 | 2.61 | ||||||||
| 2017 | 0.36 | 0.47 | 0.56 | 5.85 | 7.24 | ||||||||
| 2016 | 0.42 | 0.50 | 0.56 | 1.36 | 2.84 | ||||||||
| 2015 | 0.12 | 0.51 | 0.48 | 0.85 | 1.96 | ||||||||
| 2014 | 0.30 | 0.44 | 0.37 | 1.03 | 2.15 | ||||||||
| 2013 | 0.15 | 0.42 | 0.44 | 1.60 | 2.61 | ||||||||
| 0.00 | 0.00 | 3.58 | 0.00 | 0.00 | 4.93 | 0.00 | 0.00 | 5.18 | 0.00 | 0.00 | 14.26 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| SMLV | HSMV | SIXS | SSLY | XJH | XJR | |
|---|---|---|---|---|---|---|
| Product name | SPDR Russell 2000 Low Volatility ETF | First Trust Horizon Managed Volatility Small/Mid ETF | 6 Meridian Small Cap Equity ETF | Syntax Stratified SmallCap ETF | iShares ESG Screened S&P Mid-Cap ETF | iShares ESG Screened S&P Small-Cap ETF |
| Issuer | SPDR | First Trust | Meridian | Syntax | iShares | iShares |
| Price | $102.74 | $28.7342 | $38.676 | $38.743 | $30.52 | $31.685 |
| Expense Ratio | 0.12% |  0.8% | 1% | 0.4% | 0.12% | 0.12% |
| Average Spread | 0.214% | 0.139% | 0.336% | 0.336% | 0.229% | 0.221% |
| AUM | $190,443,000 | $12,935,000 | $48,223,100 | $16,088,000 | $46,202,200 | $13,911,600 |
| Shares | 1,853,638 | 450,161 | 1,246,849 | 415,250 | 1,513,832 | 439,060 |
| Average Daily Volume | 6,967 | 879 | 740 | 433 | 23,880 | 12,773 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2013-02-20 | 2020-04-06 | 2020-05-11 | 2020-05-28 | 2020-09-22 | 2020-09-22 |
| Index Tracked | SSGA US Small Cap Low Volatility Index | No Underlying Index | No Underlying Index | Syntax Stratified SmallCap Index | S&P MidCap 400 Sustainability Screened Index | S&P SmallCap 600 Sustainability Screened Index |
| Category | Volatility Hedged Equity | Small Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities | Mid Cap Blend Equities | Small Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid/Small Caps | Mid Caps | Mid/Small Caps | Mid/Small Caps | Large/Mid Caps | Mid/Small 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. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $2.514 | $0.37 | $0.598 | $3.579 | $0.458 | $0.499 |
| Annual Dividend Yield | 0.024% | 0.013% | 0.015% | 0.092% | 0.015% | 0.016% |
| Number of Holdings | 440 | 200 | 88 | 601 | 366 | 562 |
| YTD Return | -12.62% | -16.59% | -24.88% | -23.10% | -20.69% | -21.56% |
| Beta | 0.99 | 0.90 | 1.15 | 1.17 | 1.07 | 1.09 |
| Upside Beta | 0.19 | 0.63 | 0.82 | 0.67 | 0.44 | 0.51 |
| Downside Beta | -0.35 | 0.00 | -0.08 | -0.37 | -0.51 | -0.56 |
| Volatility 1Y | 18.01% | 18.99% | 20.97% | 25.32% | 24.72% | 24.29% |
| Sharpe Ratio 3Y | 0.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |