SPDR SSGA US Small Cap Low Volatility Index ETF
The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the performance of the stocks of U.S. small capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stock's price over time. The fund is non-diversified.
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN · NET +$8M OVER THIS RANGE
Flows are quiet — the past month netted out near zero, while the price has returned +21.7% so far this year. At 0.12% a year it is not the cheapest way in — ITDG runs the same ground at 0.11%.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
CELL SIZE IS PORTFOLIO WEIGHT · COLOR IS TODAY’S MOVE · TOP 40 POSITIONS
| # | Holding | Weight | Price | Day | 52-wk | |
|---|---|---|---|---|---|---|
| 1 | SAFTSAFETY INSURANCE GROUP | 0.65% | $103.59 | +0.0% | ||
| 2 | CHCOCITY HOLDING | 0.63% | $144.48 | +0.3% | ||
| 3 | HMNHORACE MANN EDUCATORS | 0.62% | $50.60 | +0.4% | ||
| 4 | AWRAMERICAN STATES WATER | 0.62% | $88.63 | -0.8% | ||
| 5 | PECOPHILLIPS EDISON & COMPANY | 0.60% | $39.27 | -0.4% | ||
| 6 | NWENORTHWESTERN | 0.57% | $69.45 | -1.9% | ||
| 7 | CHECHEMED | 0.56% | $540.57 | +1.1% | ||
| 8 | BATRKLIBERTY MEDIA | 0.57% | $51.93 | -2.0% | ||
| 9 | CTBICOMMUNITY TRUST BANCORP | 0.52% | $76.52 | +0.4% | ||
| 10 | MGRCMCGRATH RENTCORP | 0.51% | $116.65 | +0.2% | ||
| 11 | APLEAPPLE HOSPITALITY REIT | 0.50% | $16.67 | +1.0% | ||
| 12 | SIGISELECTIVE INSURANCE GROUP | 0.50% | $91.47 | +0.7% | ||
| 13 | LSTRLANDSTAR SYSTEM | 0.49% | $186.58 | +2.3% | ||
| 14 | MSMMSC INDUSTRIAL DIRECT CO | 0.48% | $119.81 | +1.8% | ||
| 15 | FCPTFOUR CORNERS PROPERTY TRUST | 0.49% | $25.23 | -0.6% |
The full book, free with one sign-in.
Top 15 positions are open to everyone. Sign in once and every fund’s complete holdings — plus CSV export, watchlists, and flow alerts — unlock across the network.
Sign in to see all 421| 1 week | -1.5% |
| 1 month | +1.6% |
| 3 months | +8.0% |
| 6 months | +11.8% |
| YTD | +21.7% |
| 1 year | +19.8% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
| 1 week | — |
| 1 month | — |
| 3 months | −$50K |
| YTD | +$13M |
| 1 year | +$8M |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The top holding is 0.7% of the book; the top ten carry 6%. Spread across 250+ names, it behaves like roughly 231 equally-weighted positions.
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
| Most-traded holdings, options premium | Bullish | Bearish |
|---|---|---|
| QLYS QUALYS | $5M | $5M |
| BULL Webull | $4M | $3M |
| SLGN SILGAN HOLDINGS | $2M | $1M |
| WEN WENDY'S | $2M | $1M |
| CAKE CHEESECAKE FACTORY | $1M | $806,153 |
TODAY’S OPTIONS PREMIUM IN THE FUND’S UNDERLYING NAMES
Due diligence cuts both ways. These funds sit on the same shelf and beat SMLV on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| IJH iShares Core S&P Mid-Cap ETF | 0.05% | $128.4B | +$547M | -7bp on fee · 498× the assets · +$547M in over the month | Head-to-head |
| IMCB iShares Morningstar Mid-Cap ETF | 0.04% | $1.7B | +$15M | -8bp on fee · 7× the assets · +$15M in over the month | Head-to-head |
| VO Vanguard Mid Cap Index Fund | 0.04% | $68.1B | — | -8bp on fee · 264× the assets | Head-to-head |
| IMCG iShares Morningstar Mid-Cap Growth ETF | 0.06% | $4.2B | +$69M | -6bp on fee · 16× the assets · +$69M in over the month | Head-to-head |
| IMCV iShares Morningstar Mid-Cap Value ETF | 0.06% | $1.2B | +$20M | -6bp on fee · 5× the assets · +$20M in over the month | Head-to-head |