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 2022-10-20Cost/Risk/Yield
| Dividend yield | 9.24% |
| Expense ratio | 0.4% |
| Average spread | 0.336% |
| 1Y roundtrip cost | 0.736% |
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% | ||
| 2021 | 10.5% | 5.0% | 3.5% | 1.3% | 2.5% | 0.7% | -2.8% | 1.5% | -2.9% | 2.7% | -2.7% | 4.3% | 23.6% |
| 2020 | 5.4% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 3.58 | 3.58 | |||||||||||
| 2020 | 0.37 | 0.37 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.95 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Vonage Holdings Corp. | 0.82% |
| Shutterstock, Inc. | 0.80% |
| Liquidity Services, Inc. | 0.67% |
| Cogent Communications Holdings Inc | 0.60% |
| Enanta Pharmaceuticals, Inc. | 0.58% |
| Sanmina Corporation | 0.57% |
| Plexus Corp. | 0.56% |
| Shenandoah Telecommunications Company | 0.54% |
| ATN International, Inc. | 0.52% |
| ANI Pharmaceuticals, Inc. | 0.51% |
| Consolidated Communications Holdings, Inc. | 0.48% |
| MaxLinear inc | 0.47% |
| Vicor Corporation | 0.46% |
| Stewart Information Services Corporation | 0.44% |
| Chesapeake Utilities Corporation | 0.44% |
| Top 15 Weights | 8.46% |
Compare with similar ETFs
| SSLY | EWSC | IJR | OVS | SPSM | VIOO | |
|---|---|---|---|---|---|---|
| Product name | Syntax Stratified SmallCap ETF | Guggenheim S&P SmallCap 600 Equal Weight ETF | iShares Core S&P Small-Cap ETF | Overlay Shares Small Cap Equity ETF | SPDR Portfolio Small Cap ETF | Vanguard S&P Small-Cap 600 ETF |
| Issuer | Syntax | Invesco | iShares | Overlay Shares | SPDR | Vanguard |
| Price | $38.743 | $66.91 | $90.09 | $27.559 | $35.15 | $166.8 |
| Expense Ratio | 0.4% | 0.4% |  0.06% |  0.83% | 0.05% | 0.1% |
| Average Spread | 0.336% | 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 |
| Shares | 415,250 | 891,309 | 619,332,642 | 195,624 | 98,175,571 | 8,599,784 |
| Average Daily Volume | 433 | 2,907 | 4,450,399 | 1,153 | 818,797 | 70,023 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2020-05-28 | 2010-12-08 | 2000-05-22 | 2019-09-30 | 2013-07-08 | 2010-09-07 |
| Index Tracked | Syntax Stratified SmallCap Index | S&P Small Cap 600 Equal Weight Index | S&P Small Cap 600 | No Underlying Index | S&P Small Cap 600 | S&P Small Cap 600 |
| Category | Small Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid/Small Caps | Mid/Small Caps | Mid/Small Caps | Mid/Small Caps | Mid/Small 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 | $3.579 | $0.872 | $1.66 | $1.352 | $0.634 | $2.435 |
| Annual Dividend Yield | 0.092% | 0.013% | 0.018% | 0.049% | 0.018% | 0.015% |
| Number of Holdings | 601 | 600 | 601 | 601 | 606 | 603 |
| YTD Return | -23.10% | -19.85% | -20.56% | -24.45% | -20.56% | -20.62% |
| Beta | 1.17 | 1.26 | 1.17 | 1.24 | 1.18 | 1.19 |
| Upside Beta | 0.67 | 0.11 | 0.35 | 0.93 | 0.36 | 0.05 |
| Downside Beta | -0.37 | -0.32 | 0.17 | 0.03 | -0.32 | -0.34 |
| Volatility 1Y | 25.32% | 25.02% | 24.71% | 26.55% | 24.85% | 24.62% |
| Sharpe Ratio 3Y | 0.00 | 0.42 | 0.28 | 0.25 | 0.31 | 0.29 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.00 | 0.00 | 0.01 | 0.00 |