ETF · Broad Market

SPDW(SPDW)

$51.52
+0.59%
Expense Ratio
$35.6B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
96.5%

AI Look-Through Summary

AI Generated

SPDW presents a distinct profile characterized by significant geographic concentration outside the United States, evidenced by its top holdings which include entities like HSBA and RY alongside major European technology names such as ASML. The fund's sector allocation reveals a heavy tilt toward Financial Services at 4.2%, followed closely by Technology at 4.0% and Energy at 2.3%. This distribution suggests the ETF is primarily designed to capture exposure to developed international markets, with specific emphasis on sectors that often drive European economic performance rather than providing broad global diversification or a U.S.-centric view.

The concentration risk within this portfolio appears moderate but notable given the dominance of non-U.S. equities in its top positions. While no single holding exceeds 3%, the presence of multiple large-cap international firms indicates that performance will be closely tied to macroeconomic conditions and regulatory environments specific to Europe and other developed regions outside North America. The inclusion of diverse sectors like Industrials, Healthcare, and Energy alongside Financials and Technology offers a balanced approach within its target geography, yet the overall weightings remain relatively low compared to typical U.S.-focused large-cap benchmarks.

Quantitatively, with an assets under management figure of $35.6 billion, SPDW operates as a substantial vehicle for accessing international developed market equity exposure. The sector weights indicate that returns will be disproportionately influenced by fluctuations in the banking and technology sectors relative to their global averages. Investors seeking specific regional or thematic exposure rather than broad world diversification may find this profile relevant, while those prioritizing U.S. representation would observe minimal allocation in these areas based on current holdings data.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-23 06:16:13.249269+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 15/100

The investment theme implied by the ticker SPDW suggests a focus on sustainable or environmentally conscious equities, yet the actual holdings reveal a fragmented portfolio lacking clear thematic cohesion. While specific positions like ASML and ROP align with technology sectors often associated with green innovation, significant weight is given to traditional industries such as Energy (SHEL) and Basic Materials (BHP), which frequently diverge from sustainability mandates unless specifically tied to transition plays that are not evident here. Furthermore, the presence of numerous holdings marked "N/A" alongside major financial institutions like HSBA and RY indicates a reliance on broad large-cap names rather than a curated selection based on environmental criteria, suggesting the fund may be leveraging generic market leaders to stabilize returns instead of maintaining strict adherence to its stated theme.

Sector coherence appears weak given the disparate nature of the top allocations across Financial Services, Technology, Energy, and Basic Materials without a unifying green narrative. The sector breakdown shows modest exposure to Industrials and Healthcare but lacks depth in sectors typically central to sustainability themes like Utilities or Consumer Defensive, resulting in an asset mix that closely mirrors a broad foreign large-cap index rather than offering distinct thematic differentiation. With the top ten concentration sitting at 12.7%, the fund exhibits low idiosyncratic risk derived from specific stock selection but high exposure to general market movements typical of developed international markets. This structural composition implies that investors are gaining access to global equity performance through a lens that does not strongly filter for sustainability factors, leaving the portfolio's identity ambiguous relative to its name.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-23 23:35:31.850479+00

🏢 Sector Analysis

AI Generated

The sector allocation profile of SPDW reveals a distinct divergence from standard broad-market benchmarks, characterized by significant underweighting across most traditional equity categories. Financial Services and Technology each represent only 4% of the portfolio, while Energy, Industrials, Healthcare, Basic Materials, Consumer Cyclical sectors fall below 2%. This distribution suggests an investment thesis focused on specific geographic or thematic exposures rather than comprehensive global diversification, as nearly half of the total sector weight is concentrated in just two categories. The minimal presence of Real Estate and Foreign Large Blend holdings further indicates that international equity exposure outside these primary tilts is negligible within this fund structure.

Concentration risk appears elevated relative to a diversified portfolio, driven by both sector skew and top-holding weights. With Financial Services and Technology comprising 8% combined yet holding the majority of the asset base, the fund's performance will be heavily influenced by macroeconomic factors affecting these specific industries rather than broad market movements. The Top-10 concentration of 12.7%, anchored by positions such as SMSN and ASML, implies that a small number of entities drive significant returns or losses, amplifying volatility potential compared to funds with flatter distribution curves. This structural setup points toward a strategy prioritizing specific alpha generation opportunities within defined niches rather than passive market replication across all sectors.

The factor tilts inherent in this allocation likely favor growth and momentum characteristics associated with the overweight Technology sector while simultaneously exposing the portfolio to cyclicality risks typical of Energy holdings. The absence of substantial weightings in defensive sectors like Consumer Defensive or Utilities suggests limited natural hedging against economic downturns within the current framework. Ultimately, the fund's design reflects a deliberate choice to concentrate resources on select industries and individual large-cap names, accepting higher idiosyncratic risk in exchange for potential outperformance if those specific themes materialize as anticipated by the underlying investment mandate.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-23 11:22:05.942158+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share SPDW's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of SPDW's weight flows through these larger ETFs

Driver ETFAUMExpenseShared StocksWeight Overlap
CWICWI$2B62575.7%
VEAVanguard FTSE Developed Markets Index Fund ETF Shares$290B44564.9%
VEUVEU$86B35961.1%
VXUSVXUS$624B35760.9%
VTVT$80B18747.3%

76% of SPDW's portfolio by weight is also held by CWI. When CWI receives inflows, it mechanically buys these shared stocks — dragging SPDW's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofSPDW's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Replaces $249/yr Morningstar

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

17.0x
Weighted P/E
28.68x
Weighted P/B
3.28%
Dividend Yield
$29B
Wtd Avg Market Cap

Weighted metrics calculated based on 18% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

0100020003000400030
Well Diversified
Top 5: 7.1%Top 10: 11.3%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Mid Blend

Sector & Cap Explorer

Other81.7%Financial Services4.4%Technology4.2%Energy2.4%
Visualization Mode

ETF Fundamental Radar

Total Analysis
19% Weight
Market Cap
Large
Risk Profile
Moderate

Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%
2%
0–3 Weak
11%
4–6 Average
6%
7–9 Strong

Based on 19% of fund weight with Piotroski data.

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation. Data that Vanguard and BlackRock don't surface.

Dividend Safety True-Up

Deterministic
59%
Wtd FCF Payout Ratio
0.00%
TTM Yield
Safe
Dividend Durability
59% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside SPDW collectively pay out 59% of their Free Cash Flow to maintain the current yield. This is a sustainable payout level with moderate room for dividend growth. Based on 12% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary
+33.3%
ETF 1Y Return
+25.3%
Wtd Earnings Growth
+8.0%
Multiple Expansion
Earnings
P/E Inflation

SPDW is up 33.3% over the last 12 months. The underlying weighted earnings growth of its constituents is +25.3%. The remaining +8.0% of performance is driven by multiple expansion (P/E inflation) — prices rose faster than earnings grew.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 18% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of SPDW's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

Value Creators (ROIC > WACC)7.8%
Value Destroyers3.0%

Of SPDW's analyzed weight, 72% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 28% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 11% of fund weight with available data. Not investment advice.

Passive Crowding Score

SEVERE

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

90/ 100
Wtd Avg Passive Ownership26.9%
Most Crowded HoldingENR (410.3%)
Least CrowdedSPOT (0.3%)
Coverage13% of fund weight
0 — Low255075100 — Extreme

SPDW has a Passive Crowding Score of 90/100. On average, 26.9% of the market capitalization of SPDW's underlying holdings is structurally locked in passive ETF vehicles. In the event of a broad sell-off, SPDW faces elevated "gap-down" risk — as passive redemptions force simultaneous selling of constituents where a large portion of the float is not actively trading.

Passive $ = Σ(ETF AUM × holding weight) across all 2 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration12.7%
#TickerCompanyWeightP/EF-Score
1SMSN
SAMSUNG ELECTR GDR REG S
2.84%
2A000660
SK HYNIX INC
2.12%
3ASML
ASML HOLDING NV
Technology
1.82%
53.8x8/9
4HSBA
HSBC HOLDINGS PLC
0.94%
5ROP
ROCHE HOLDING AG
Technology
0.89%
20.3x5/9
6NOVN
NOVARTIS AG REG
0.88%
7AZN
ASTRAZENECA PLC
Healthcare
0.88%
27.9x7/9
8RY
ROYAL BANK OF CANADA
Financial Services
0.80%
17.1x3/9
9NESN
NESTLE SA REG
0.78%
10SHEL
SHELL PLC
Energy
0.76%
13.1x5/9
118306
MITSUBISHI UFJ FINANCIAL GRO
0.71%
127203
TOYOTA MOTOR CORP
0.68%
13SIE
SIEMENS AG REG
0.68%
14BHP
BHP GROUP LTD
Basic Materials
0.65%
22.1x4/9
15CBA
COMMONWEALTH BANK OF AUSTRAL
0.59%
The bottom 2385 stocks in SPDW account for only 84.0% of the total fund weight.Only the top 50 holdings are shown. Total holdings: 2,400.

Historical Holdings Snapshots

Browse how SPDW’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-05-24

15 holdings · 16.0% tracked weight
#TickerWeightSharesMarket Value
1SMSN2.84%234,257
2A0006602.12%657,361
3ASML1.82%466,314
4HSBA0.94%20,610,291
5ROP0.89%844,047
6NOVN0.88%2,322,349
7AZN0.88%1,865,466
8RY0.80%1,681,098
9NESN0.78%3,123,696
10SHEL0.76%6,993,960
1183060.71%14,646,424
1272030.68%14,583,500
13SIE0.68%882,458
14BHP0.65%6,136,599
15CBA0.59%2,021,767

2026-05-23

15 holdings · 16.0% tracked weight
#TickerWeightSharesMarket Value
1SMSN2.84%234,257
2A0006602.12%657,361
3ASML1.82%466,314
4HSBA0.94%20,610,291
5ROP0.89%844,047
6NOVN0.88%2,322,349
7AZN0.88%1,865,466
8RY0.80%1,681,098
9NESN0.78%3,123,696
10SHEL0.76%6,993,960
1183060.71%14,646,424
1272030.68%14,583,500
13SIE0.68%882,458
14BHP0.65%6,136,599
15CBA0.59%2,021,767

2026-05-22

15 holdings · 15.9% tracked weight
#TickerWeightSharesMarket Value
1SMSN2.81%234,257
2A0006601.93%657,361
3ASML1.83%466,314
4HSBA0.95%20,610,291
5ROP0.89%844,047
6NOVN0.89%2,322,349
7AZN0.89%1,865,466
8RY0.80%1,681,098
9NESN0.79%3,123,696
10SHEL0.77%6,993,960
1183060.71%14,646,424
12SIE0.69%882,458
1372030.68%14,583,500
14BHP0.64%6,136,599
15CBA0.60%2,021,767

2026-05-21

15 holdings · 15.7% tracked weight
#TickerWeightSharesMarket Value
1SMSN2.68%234,257
2A0006601.94%657,361
3ASML1.72%466,314
4HSBA0.94%20,610,291
5ROP0.90%844,047
6NOVN0.89%2,322,349
7AZN0.88%1,846,018
8NESN0.81%3,123,696
9SHEL0.79%6,993,960
10RY0.78%1,663,398
1183060.73%14,646,424
1272030.69%14,583,500
13SIE0.67%882,458
14BHP0.65%6,136,599
15CBA0.60%2,021,767

2026-05-20

15 holdings · 15.8% tracked weight
#TickerWeightSharesMarket Value
1SMSN2.73%234,257
2A0006602.05%657,361
3ASML1.75%466,314
4HSBA0.94%20,610,291
5NOVN0.88%2,322,349
6ROP0.88%844,047
7AZN0.86%1,846,018
8NESN0.79%3,123,696
9SHEL0.78%6,993,960
10RY0.78%1,663,398
1183060.70%14,646,424
1272030.69%14,583,500
13SIE0.68%882,458
14BHP0.66%6,136,599
15CBA0.59%2,021,767

2026-05-19

15 holdings · 15.8% tracked weight
#TickerWeightSharesMarket Value
1SMSN2.70%234,257
2A0006602.03%657,361
3ASML1.80%466,314
4HSBA0.93%20,610,291
5ROP0.88%844,047
6NOVN0.88%2,322,349
7AZN0.85%1,846,018
8NESN0.79%3,123,696
9RY0.78%1,663,398
10SHEL0.76%6,993,960
1172030.72%14,583,500
1283060.69%14,646,424
13SIE0.68%882,458
14BHP0.68%6,136,599
15CBA0.59%2,021,767

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

16.3%
Annual Volatility
2.17
Sharpe (1Y)
0.88
Sharpe (3Y)
-13.5%
Max Drawdown (3Y)
-30.2%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Price Chart with Moving Averages

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What Drove SPDW Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:+0.59%(2026-06-02)

Top Contributors

+0.047%
+0.021%
+0.010%

Top Detractors

-0.007%
-0.011%
-0.013%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

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Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

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Rolling Beta Market (β = 1.0)

Yield & Income

0.00%
TTM Yield
30-Day SEC Yield
5Y Div CAGR

Sector Drift Over Time

How SPDW’s sector allocation has shifted across snapshots. Use the slider to travel through time.

2026-05-2456 snapshots
Other81.7%
Financial Services4.4%
Technology4.2%
Energy2.4%
Industrials1.6%
Healthcare1.6%
Basic Materials1.5%
Consumer Cyclical0.8%
Consumer Defensive0.6%
Utilities0.6%
Communication Services0.4%
0.1%
Real Estate0.0%
Foreign Large Blend0.0%
Change since 2026-03-30
Other
+0.5%
Energy
-0.3%
Financial Services
+0.1%
Healthcare
-0.1%
2026-03-302026-05-24

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

Explore More

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.

SecuritiesDB is for informational purposes only. Not investment advice.