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 2022-10-20

Cost/Risk/Yield

Dividend yield2.45%
Expense ratio0.12%
Average spread0.214%
1Y roundtrip cost0.334%

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%
20211.6%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%
20198.7%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%
20134.2%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
20220.470.650.591.71
20210.450.590.811.84
20200.450.590.241.082.36
20190.430.750.630.802.62
20180.420.600.700.892.61
20170.360.470.565.857.24
20160.420.500.561.362.84
20150.120.510.480.851.96
20140.300.440.371.032.15
20130.150.420.441.602.61
0.000.003.580.000.004.930.000.005.180.000.0014.26

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

SMLV HSMV SIXS SSLY XJH XJR
Product nameSPDR Russell 2000 Low Volatility ETFFirst Trust Horizon Managed Volatility Small/Mid ETF6 Meridian Small Cap Equity ETFSyntax Stratified SmallCap ETFiShares ESG Screened S&P Mid-Cap ETFiShares ESG Screened S&P Small-Cap ETF
IssuerSPDRFirst TrustMeridianSyntaxiSharesiShares
Price$102.74$28.7342$38.676$38.743$30.52$31.685
Expense Ratio0.12%worse0.8%worse1%worse0.4%0.12%0.12%
Average Spread0.214%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
Shares1,853,638450,1611,246,849415,2501,513,832439,060
Average Daily Volume6,96787974043323,88012,773
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2013-02-202020-04-062020-05-112020-05-282020-09-222020-09-22
Index TrackedSSGA US Small Cap Low Volatility IndexNo Underlying IndexNo Underlying IndexSyntax Stratified SmallCap IndexS&P MidCap 400 Sustainability Screened IndexS&P SmallCap 600 Sustainability Screened Index
CategoryVolatility Hedged EquitySmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesMid Cap Blend EquitiesSmall Cap Blend Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid/Small CapsMid CapsMid/Small CapsMid/Small CapsLarge/Mid CapsMid/Small Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.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 Yield0.024%0.013%0.015%0.092%0.015%0.016%
Number of Holdings44020088601366562
YTD Return-12.62%-16.59%-24.88%-23.10%-20.69%-21.56%
Beta0.990.901.151.171.071.09
Upside Beta0.190.630.820.670.440.51
Downside Beta-0.350.00-0.08-0.37-0.51-0.56
Volatility 1Y18.01%18.99%20.97%25.32%24.72%24.29%
Sharpe Ratio 3Y0.190.000.000.000.000.00
Treynor Ratio 3Y0.000.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew