Syntax Stratified SmallCap ETF (SSLY)

Description

The investment seeks to track the performance of the Syntax Stratified SmallCap Index. The SSLY ETF contains 601 constituents. It is focused on blend holdings in the North America region.

Price $38.74 as of 2022-10-20

Cost/Risk/Yield

Dividend yield9.24%
Expense ratio0.4%
Average spread0.336%
1Y roundtrip cost0.736%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-7.6%0.9%0.1%-8.5%1.3%-8.5%10.3%-4.1%-11.2%3.3%-23.9%
202110.5%5.0%3.5%1.3%2.5%0.7%-2.8%1.5%-2.9%2.7%-2.7%4.3%23.6%
20205.4%5.0%4.7%-4.3%1.7%19.4%8.8%40.7%
2.9%5.9%3.6%-7.2%3.8%-2.3%12.5%2.2%-18.4%7.6%16.7%13.1%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20213.583.58
20200.370.37
0.000.000.000.000.000.000.000.000.000.000.003.95

Sectors and Top Holdings

Security % Assets
Vonage Holdings Corp.0.82%
Shutterstock, Inc.0.80%
Liquidity Services, Inc.0.67%
Cogent Communications Holdings Inc0.60%
Enanta Pharmaceuticals, Inc.0.58%
Sanmina Corporation0.57%
Plexus Corp.0.56%
Shenandoah Telecommunications Company0.54%
ATN International, Inc.0.52%
ANI Pharmaceuticals, Inc.0.51%
Consolidated Communications Holdings, Inc.0.48%
MaxLinear inc0.47%
Vicor Corporation0.46%
Stewart Information Services Corporation0.44%
Chesapeake Utilities Corporation0.44%
Top 15 Weights8.46%

Compare with similar ETFs

SSLY EWSC IJR OVS SPSM VIOO
Product nameSyntax Stratified SmallCap ETFGuggenheim S&P SmallCap 600 Equal Weight ETFiShares Core S&P Small-Cap ETFOverlay Shares Small Cap Equity ETFSPDR Portfolio Small Cap ETFVanguard S&P Small-Cap 600 ETF
IssuerSyntaxInvescoiSharesOverlay SharesSPDRVanguard
Price$38.743$66.91$90.09$27.559$35.15$166.8
Expense Ratio0.4%0.4%better0.06%worse0.83%better0.05%better0.1%
Average Spread0.336%0.523%0.011%0.363%0.057%0.138%
AUM$16,088,000$59,637,500$55,795,700,000$5,391,200$3,450,870,000$1,434,440,000
Shares415,250891,309619,332,642195,62498,175,5718,599,784
Average Daily Volume4332,9074,450,3991,153818,79770,023
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2020-05-282010-12-082000-05-222019-09-302013-07-082010-09-07
Index TrackedSyntax Stratified SmallCap IndexS&P Small Cap 600 Equal Weight IndexS&P Small Cap 600No Underlying IndexS&P Small Cap 600S&P Small Cap 600
CategorySmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Blend Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid/Small CapsMid/Small CapsMid/Small CapsMid/Small CapsMid/Small 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$3.579$0.872$1.66$1.352$0.634$2.435
Annual Dividend Yield0.092%0.013%0.018%0.049%0.018%0.015%
Number of Holdings601600601601606603
YTD Return-23.10%-19.85%-20.56%-24.45%-20.56%-20.62%
Beta1.171.261.171.241.181.19
Upside Beta0.670.110.350.930.360.05
Downside Beta-0.37-0.320.170.03-0.32-0.34
Volatility 1Y25.32%25.02%24.71%26.55%24.85%24.62%
Sharpe Ratio 3Y0.000.420.280.250.310.29
Treynor Ratio 3Y0.000.010.000.000.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew