SMLV SPDR SSGA US Small Cap Low Volatility Index ETF

Seeks to track, before fees and expenses, the SSGA US Small Cap Low Volatility Index.The eligible universe from which index constituents will be selected comprises the common stocks (of all share classes) of the U.S. companies ranked from 1,001 to 3,000 by total market capitalization that are listed on U.S. national securities exchanges and have an average monthly trading volume over six months of at least 250,000 shares. The stocks within the index universe are assigned to one of ten proprietary sector classifications. The index universe is ranked by volatility, from low to high, within each sector. Select stocks that rank in the top (i.e., stocks with lowest volatility) in each sector until the total free float market cap of the selected stocks reaches 30% of that sector, including the first stock that brings the combined total free float market cap above 30% of that sector.

$117.50  +2.85 (2.49%)
As of 12/06/2021 13:45:56 EST     IEX book   CBOE book


ETF Information
Sponsor:     State Street (SPDRs)
Category1:  US Equity
Category2:  Broad market
Category3:  Small cap
Morningstar category:  Small Blend
Leverage factor:  1.00
Inception date:  02/20/2013
Index tracking method: Passive replication
Current yield:  2.45%
Historical average yield:  3.70%
Market cap:  $214,607,544
Average volume:  2,587
Fees:     0.1200%

Index Information
SSGA US Small Cap Low Volatility Index
Index symbol:  SSGASLV
Provider:   SSGA
Total return index symbol:  SSGASLVT
Index weighting:   Volatility
Index inception date:  11/30/2016
Backtesting data exists:   Yes
Number of holdings:  397  (as of 11/28/2017)
Strategy:  Low volatility
Factors used to select securities:

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