Syntax Stratified LargeCap ETF (SSPY)
Description
The investment seeks to track the performance of the Syntax Stratified LargeCap Index. The SSPY ETF contains 498 constituents. It is focused on blend holdings in the North America region.
Price $59.52 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.31% |
| Expense ratio | 0.3% |
| Average spread | 0.185% |
| 1Y roundtrip cost | 0.485% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -4.0% | -0.6% | 2.7% | -5.7% | 1.2% | -9.0% | 8.3% | -3.1% | -9.1% | 2.9% | -16.5% | ||
| 2021 | -0.1% | 5.2% | 5.7% | 4.2% | 1.9% | 0.4% | 1.1% | 2.3% | -3.8% | 5.0% | -2.2% | 6.4% | 26.2% |
| 2020 | -1.7% | -9.5% | -16.2% | 14.5% | 4.1% | 1.4% | 4.2% | 4.6% | -2.9% | -1.0% | 13.8% | 4.4% | 15.7% |
| 2019 | 9.5% | 3.6% | 1.2% | 3.3% | -6.9% | 7.6% | 1.1% | -2.7% | 3.0% | 0.8% | 3.5% | 2.7% | 26.6% |
| 2018 | 4.5% | -4.5% | 0.0% | -0.2% | 1.1% | 1.1% | 3.1% | 2.6% | 0.1% | -6.2% | 2.3% | -9.6% | -5.8% |
| 2017 | 2.2% | 3.4% | 0.3% | 1.0% | 1.0% | 0.8% | 1.7% | -0.6% | 2.4% | 1.0% | 3.8% | 1.3% | 18.2% |
| 2016 | -5.4% | 1.3% | 7.3% | 0.8% | 1.4% | 0.4% | 4.2% | 0.4% | 0.2% | -2.2% | 4.2% | 1.3% | 13.8% |
| 2015 | -3.0% | 6.3% | -1.0% | 0.0% | 0.9% | -2.3% | 0.9% | -5.4% | -2.9% | 7.1% | 0.7% | -2.0% | -0.7% |
| 1.8% | 5.2% | 0.1% | 17.8% | 4.5% | 0.4% | 24.7% | -1.8% | -12.9% | 7.2% | 26.2% | 4.5% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.78 | 0.78 | |||||||||||
| 2020 | 0.91 | 0.91 | |||||||||||
| 2019 | 0.79 | 0.79 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.48 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Exxon Mobil Corporation | 0.92% |
| Chevron Corporation | 0.90% |
| Costco Wholesale Corporation | 0.80% |
| Walmart Inc. | 0.77% |
| Sysco Corporation | 0.77% |
| Microsoft Corporation | 0.74% |
| CVS Health Corporation | 0.73% |
| Kroger Co. | 0.72% |
| Adobe Inc. | 0.65% |
| Walgreens Boots Alliance Inc | 0.64% |
| Valero Energy Corporation | 0.62% |
| Marathon Petroleum Corporation | 0.59% |
| Phillips 66 | 0.59% |
| HP Inc. | 0.56% |
| Tyson Foods, Inc. Class A | 0.54% |
| Top 15 Weights | 10.54% |
Compare with similar ETFs
| SSPY | EQWL | IUS | MIDF | SYUS | TPLC | |
|---|---|---|---|---|---|---|
| Product name | Syntax Stratified LargeCap ETF | PowerShares Russell Top 200 Equal Weight Portfolio ETF | Invesco Strategic US ETF | iShares Edge MSCI Multifactor USA Mid-Cap ETF | Syntax Stratified US Total Market ETF | Timothy Plan US Large Cap Core ETF |
| Issuer | Syntax | Invesco | Invesco | iShares | Syntax | Timothy |
| Price | $59.521 | $70.32 | $34.43 | $36.68 | $37.593 | $30.53 |
| Expense Ratio | 0.3% |  0.25% | 0.19% | 0.25% |  0.35% | 0.52% |
| Average Spread | 0.185% | 0.228% | 0.116% | 0.136% | 0.399% | 0.229% |
| AUM | $89,162,400 | $92,391,300 | $161,853,000 | $5,384,550 | $14,000,000 | $161,649,000 |
| Shares | 1,497,999 | 1,313,869 | 4,700,920 | 146,798 | 372,411 | 5,294,748 |
| Average Daily Volume | 2,877 | 11,327 | 52,554 | 3,489 | 480 | 37,357 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-01-01 | 2006-12-01 | 2018-09-12 | 2019-06-04 | 2021-03-18 | 2019-04-29 |
| Index Tracked | Syntax Stratified LargeCap Index | S&P 100 Equal Weight Index | Invesco Strategic U.S. Index | MSCI USA Mid Cap Diversified Multiple-Factor Index | No Underlying Index | Victory US Large Cap Volatility Weighted BRI Index |
| Category | Large Cap Blend Equities | Large Cap Blend Equities | Large Cap Blend Equities | Mid Cap Blend Equities | n/a | Mid Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | 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 | $0.78 | $1.621 | $0.684 | $0 | $0.658 | $0.332 |
| Annual Dividend Yield | 0.013% | 0.023% | 0.020% | 0.000% | 0.018% | 0.011% |
| Number of Holdings | 498 | 99 | 544 | 86 | 1498 | 332 |
| YTD Return | -16.53% | -17.25% | -13.93% | -10.25% | -17.23% | -20.51% |
| Beta | 0.92 | 0.92 | 0.90 | 1.01 | 0.88 | 1.00 |
| Upside Beta | 0.55 | 0.13 | 0.64 | 0.66 | -0.19 | 0.61 |
| Downside Beta | -0.15 | -0.15 | 0.66 | 0.44 | -0.51 | 0.47 |
| Volatility 1Y | 20.56% | 20.07% | 20.14% | 21.39% | 21.10% | 21.75% |
| Sharpe Ratio 3Y | 0.58 | 0.62 | 0.92 | 0.85 | 0.00 | 0.41 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 |