ETF · Broad Market

SPMD(SPMD)

$65.95
+0.92%
Expense Ratio
$15.6B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
99.8%

AI Look-Through Summary

AI Generated

The SPMD ETF, managing approximately $15.6 billion in assets, presents a distinct equity profile characterized by significant exposure to the Industrials sector, which accounts for 10.0% of its total portfolio weight. This concentration is notably higher than typical broad market benchmarks and suggests an underlying tilt toward companies within this classification, potentially driven by specific index methodologies or fund manager mandates rather than passive replication alone. While Technology comprises a secondary position at 6.1%, the remaining sector allocations are more fragmented across Real Estate, Consumer Cyclical, and Financial Services, each holding between 4.2% and 4.5%. The top ten holdings list reveals an unusual composition where several constituents lack explicit industry classifications in standard data sets, yet collectively they represent a diversified basket of large-cap equities with individual weights hovering around or below one percent.

Geographic exposure cannot be directly quantified from the provided sector breakdowns alone, as these figures reflect economic activity rather than corporate domicile; however, the presence of major industrial and technology firms often implies substantial U.S.-centric revenue streams given the dominance of domestic giants in those sectors. The fund's structure appears to prioritize established entities within specific thematic areas, with no single top holding exceeding 1.5% weightage, indicating a moderate level of concentration risk relative to funds heavily weighted toward mega-cap tech leaders alone. With an asset base surpassing $15 billion, the ETF possesses deep liquidity and likely benefits from lower transaction costs associated with managing large volumes, though this does not inherently dictate future performance or volatility profiles. The data suggests a specialized mandate that leans heavily into industrial operations while maintaining exposure to cyclical consumer spending and financial services, creating a portfolio that may behave differently during economic expansions compared to balanced market indices.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-22 05:22:59.383869+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 45/100

The thematic alignment between the ETF's name, which implies a focus on mid-cap stocks in the materials and manufacturing sector, and its actual holdings is notably weak. While several top positions such as FTI operate within the Energy or Industrials sectors, many significant constituents like FLEX, TWLO, CW, NVT, UTHR, P, XPO, MTZ, STRL, ILMN, WWD, and ATI lack clear sector classifications in the provided data or belong to diverse industries unrelated to a cohesive materials theme. The presence of technology firms alongside industrial entities suggests that the fund may be utilizing broad market names rather than maintaining strict adherence to its stated investment philosophy.

Sector coherence is further challenged by a fragmented distribution across multiple unconnected areas, including Real Estate, Financial Services, and Consumer Defensive sectors, which dilutes any potential thematic focus on manufacturing or materials. Although Industrials represents the largest single sector at 10%, it shares weight with Technology and other unrelated fields, indicating that the portfolio behaves more like a diversified small-to-mid-cap blend than a specialized industry fund. With a top-ten concentration of only 8.2% and holdings spread across twenty-one different sectors in the consumer cyclical category alone, the fund offers little differentiation from a broad market index. The data suggests the vehicle captures general mid-cap performance rather than delivering targeted exposure to specific materials or industrial sub-sectors as its name might imply.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-21 16:02:29.087052+00

🏢 Sector Analysis

AI Generated

The sector allocation of SPMD presents a distinct divergence from traditional broad-market indices, characterized by an overwhelming concentration in the Industrials sector which accounts for ten percent of the portfolio. This heavy weighting suggests a specific investment thesis centered on industrial exposure rather than diversification across all economic drivers. While Technology and Consumer Cyclical sectors are present at six and 4.6 percent respectively, their combined influence remains secondary to the primary focus on industrials, indicating that the fund's performance will be highly sensitive to macroeconomic factors affecting manufacturing, construction, and infrastructure rather than consumer spending or digital innovation trends.

The distribution of remaining assets reveals a deliberate underweighting in defensive sectors such as Consumer Defensive and Utilities, which together comprise less than two percent of total holdings. This structural choice implies an aggressive stance that may prioritize growth potential over capital preservation during periods of economic volatility. Furthermore, the significant allocation to Real Estate and Financial Services at roughly four percent each adds layers of interest rate sensitivity that contrast with the operational leverage typically found in industrial equities. The top-10 concentration metric stands at 8.2 percent, reflecting a relatively dispersed holding pattern within its selected universe rather than reliance on single-stock drivers, though the sheer dominance of the Industrials category creates a concentrated sectoral risk profile independent of individual stock dispersion.

Overall, this allocation structure highlights a fund designed for investors seeking targeted exposure to industrial dynamics while accepting elevated sensitivity to cyclical economic shifts and potential headwinds in non-industrial areas. The minimal presence of Utilities and Consumer Defensive stocks underscores a lack of hedging against recessionary scenarios often associated with defensive sectors. Consequently, the portfolio's risk-return profile appears tailored for environments where industrial activity is robust, leaving it vulnerable if such growth falters or if market conditions favor stability over expansion in non-industrial domains.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-23 03:23:22.060164+00

Flow Driver Analysis

2-Step Circle

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

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

Driver ETFAUMExpenseShared StocksWeight Overlap
SPTMSPTM$12B40199.9%
MDYMDY$24B40099.9%
VXFVXF$84B30289.6%
VBVB$170B26383.6%
ONEOONEO$25M28678.6%

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

22.6x
Weighted P/E
4.14x
Weighted P/B
1.37%
Dividend Yield
$11B
Wtd Avg Market Cap

Weighted metrics calculated based on 78% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

0100020003000400034
Well Diversified
Top 5: 4.1%Top 10: 7.5%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Mid Blend

Sector & Cap Explorer

Other60.8%Industrials10.1%Technology6.1%Real Estate4.5%Financial Services4.2%Healthcare3.4%Energy2.5%Basic Materials2.2%Consumer Defensive1.4%
Visualization Mode

ETF Fundamental Radar

Total Analysis
72% Weight
Market Cap
Large
Risk Profile
Elevated

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%
5%
0–3 Weak
45%
4–6 Average
22%
7–9 Strong

Based on 72% 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
63%
Wtd FCF Payout Ratio
0.00%
TTM Yield
Safe
Dividend Durability
63% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside SPMD collectively pay out 63% of their Free Cash Flow to maintain the current yield. This is a sustainable payout level with moderate room for dividend growth. Based on 32% 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
+25.6%
ETF 1Y Return
+16.5%
Wtd Earnings Growth
+9.0%
Multiple Expansion
Earnings
P/E Inflation

SPMD is up 25.6% over the last 12 months. The underlying weighted earnings growth of its constituents is +16.5%. The remaining +9.0% 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 70% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

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

32% Creators
68% Destroyers
Value Creators (ROIC > WACC)16.1%
Value Destroyers34.8%

Of SPMD's analyzed weight, 32% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 68% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 51% of fund weight with available data. Not investment advice.

Passive Crowding Score

MODERATE

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

33/ 100
Wtd Avg Passive Ownership9.8%
Most Crowded HoldingTTMI (19.1%)
Least CrowdedOKTA (4.6%)
Coverage44% of fund weight
0 — Low255075100 — Extreme

SPMD has a Passive Crowding Score of 33/100. On average, 9.8% of the market capitalization of SPMD's underlying holdings is structurally locked in passive ETF vehicles. This indicates moderate passive ownership density. Index rebalances and ETF creation/redemption activity can amplify short-term volatility in the underlying holdings.

Passive $ = Σ(ETF AUM × holding weight) across all 19 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration8.2%
#TickerCompanyWeightP/EF-Score
1FLEX
FLEX LTD
1.40%
65.0x6/9
2FTI
TECHNIPFMC PLC
Energy
0.84%
26.2x9/9
3TWLO
TWILIO INC A
0.81%
553.6x6/9
4CW
CURTISS WRIGHT CORP
Industrials
0.78%
54.6x8/9
5NVT
NVENT ELECTRIC PLC
0.77%
43.9x6/9
6FN
FABRINET
Technology
0.73%
56.2x2/9
7P
EVERPURE INC A
0.72%
125.8x
8MTSI
MACOM TECHNOLOGY SOLUTIONS H
0.71%
97.1x5/9
9UTHR
UNITED THERAPEUTICS CORP
0.71%
21.0x6/9
10XPO
XPO INC
0.69%
71.7x5/9
11MTZ
MASTEC INC
0.69%
60.5x7/9
12STRL
STERLING INFRASTRUCTURE INC
0.66%
48.3x5/9
13ILMN
ILLUMINA INC
Healthcare
0.64%
29.6x7/9
14CRS
CARPENTER TECHNOLOGY
Industrials
0.64%
49.3x7/9
15ATI
ATI INC
Industrials
0.63%
57.8x8/9
The bottom 387 stocks in SPMD account for only 88.6% of the total fund weight.Only the top 50 holdings are shown. Total holdings: 402.

Historical Holdings Snapshots

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

2026-05-24

15 holdings · 11.4% tracked weight
#TickerWeightSharesMarket Value
1FLEX1.40%1,828,803
2FTI0.84%2,011,969
3TWLO0.81%754,080
4CW0.78%183,378
5NVT0.77%802,548
6FN0.73%178,184
7P0.72%1,560,045
8MTSI0.71%320,848
9UTHR0.71%214,148
10XPO0.69%582,640
11MTZ0.69%305,069
12STRL0.66%152,788
13ILMN0.64%760,443
14CRS0.64%247,728
15ATI0.63%675,725

2026-05-23

15 holdings · 11.4% tracked weight
#TickerWeightSharesMarket Value
1FLEX1.40%1,828,803
2FTI0.84%2,011,969
3TWLO0.81%754,080
4CW0.78%183,378
5NVT0.77%802,548
6FN0.73%178,184
7P0.72%1,560,045
8MTSI0.71%320,848
9UTHR0.71%214,148
10XPO0.69%582,640
11MTZ0.69%305,069
12STRL0.66%152,788
13ILMN0.64%760,443
14CRS0.64%247,728
15ATI0.63%675,725

2026-05-22

15 holdings · 11.4% tracked weight
#TickerWeightSharesMarket Value
1FLEX1.41%1,826,059
2FTI0.85%2,008,953
3TWLO0.84%752,952
4CW0.78%183,106
5NVT0.76%801,348
6XPO0.72%581,768
7P0.71%1,557,709
8UTHR0.71%213,828
9MTSI0.71%320,368
10FN0.69%177,920
11MTZ0.69%304,613
12STRL0.67%152,556
13ILMN0.63%759,307
14WWD0.62%296,055
15CRS0.61%247,360

2026-05-21

15 holdings · 11.5% tracked weight
#TickerWeightSharesMarket Value
1FLEX1.38%1,826,059
2FTI0.89%2,008,953
3TWLO0.88%752,952
4CW0.77%183,106
5NVT0.76%801,348
6UTHR0.73%213,828
7FN0.72%177,920
8P0.71%1,557,709
9XPO0.70%581,768
10MTZ0.70%304,613
11MTSI0.69%320,368
12STRL0.66%152,556
13ILMN0.64%759,307
14WWD0.61%296,055
15ATI0.61%674,709

2026-05-20

15 holdings · 11.5% tracked weight
#TickerWeightSharesMarket Value
1FLEX1.40%1,825,030
2TWLO0.88%752,529
3FTI0.87%2,007,822
4CW0.77%183,004
5NVT0.76%800,898
6FN0.74%177,821
7UTHR0.72%213,708
8P0.71%1,556,833
9STRL0.70%152,469
10MTZ0.70%304,442
11XPO0.69%581,441
12MTSI0.68%320,188
13ILMN0.64%758,881
14WWD0.61%295,887
15ATI0.60%674,328

2026-05-19

15 holdings · 11.8% tracked weight
#TickerWeightSharesMarket Value
1FLEX1.49%1,825,373
2TWLO0.88%752,670
3FTI0.85%2,008,199
4NVT0.80%801,048
5CW0.77%183,038
6STRL0.77%152,498
7FN0.76%177,854
8P0.75%1,557,125
9MTZ0.75%304,499
10UTHR0.72%213,748
11MTSI0.71%320,248
12XPO0.70%581,550
13ILMN0.64%759,023
14NXT0.63%737,057
15ATI0.62%674,455

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

Risk Profile

19.7%
Annual Volatility
1.30
Sharpe (1Y)
0.60
Sharpe (3Y)
-24.1%
Max Drawdown (3Y)
-24.1%
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 SPMD Today?

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

Fund move:+0.92%(2026-06-02)

Top Contributors

+0.041%
+0.039%
+0.015%

Top Detractors

-0.006%
-0.006%
-0.008%

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.

Loading beta chart...
Rolling Beta Market (β = 1.0)

Yield & Income

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

Sector Drift Over Time

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

2026-05-2456 snapshots
Other60.8%
Industrials10.1%
Technology6.1%
Consumer Cyclical4.6%
Real Estate4.5%
Financial Services4.2%
Healthcare3.4%
Energy2.5%
Basic Materials2.2%
Consumer Defensive1.4%
Utilities0.2%
Change since 2026-03-30
Consumer Cyclical
-1.1%
Other
+1.0%
Technology
+0.7%
Energy
-0.3%
Consumer Defensive
-0.2%
Industrials
-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.