SPDR® MSCI USA StrategicFactors ETF (QUS)

92.39 -0.06  -0.06% NYSE Arca Dec 5, 15:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 92.41
Discount or Premium to NAV 0.04%
Turnover Ratio 18.00%
1 Year Fund Level Flows 425.96M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.54% 1.61% 0.93% 51
3M 5.46% 5.45% 6.38% 70
6M 11.98% 12.01% 12.31% 40
YTD 27.96% 27.83% 23.47% 11
1Y 19.53% 19.42% 11.30% 8
3Y 15.34% 15.39% 12.42% 8
5Y -- -- 8.73% --
10Y -- -- 11.77% --
15Y -- -- 7.95% --
20Y -- -- 5.87% --
As of Dec. 4, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.05% 0.05% 0.00%
Stock 99.95% 99.95% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 3, 2019

Region Exposure

Americas 98.85%
North America 98.84%
Latin America 0.00%
Greater Europe 1.02%
United Kingdom 0.36%
Europe Developed 0.64%
Europe Emerging 0.02%
Africa/Middle East 0.00%
Greater Asia 0.13%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.12%
Asia Emerging 0.01%
Market Classification
% Developed Markets 99.97%
% Emerging Markets 0.03%
As of Dec. 3, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.95%
Communication Services 6.74%
Consumer Cyclical 8.12%
Consumer Defensive 11.09%
Energy 3.09%
Financial Services 17.67%
Healthcare 14.04%
Industrials 9.17%
Real Estate 4.26%
Technology 19.82%
Utilities 4.06%
As of Dec. 3, 2019

Stock Market Capitalization

Giant 47.56%
Large 36.82%
Medium 15.61%
Small 0.00%
Micro 0.00%
As of Dec. 3, 2019

Stock Style Exposure

Large Cap Value 31.39%
Large Cap Blend 31.35%
Large Cap Growth 21.85%
Mid Cap Value 5.65%
Mid Cap Blend 5.84%
Mid Cap Growth 3.90%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Dec. 3, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AAPL Apple Inc 2.66% 265.10 +1.28%
MSFT Microsoft Corp 2.64% 149.94 +0.06%
JNJ Johnson & Johnson 2.41% 139.43 +0.04%
V Visa Inc Class A 2.18% 181.53 +0.51%
MA Mastercard Inc A 1.97% 290.35 +1.22%
PG Procter & Gamble Co 1.89% 124.30 -0.18%
PEP PepsiCo Inc 1.64% 135.87 -1.04%
MRK Merck & Co Inc 1.56% 88.50 -0.19%
INTC Intel Corp 1.51% 55.93 -0.16%
CSCO Cisco Systems Inc 1.35% 43.50 -0.89%
As of Dec. 3, 2019
Advertisement

Basic Info

Investment Strategy
The investment seeks to track the performance of the MSCI USA Factor Mix A-Series Capped Index. The fund invests at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the equity market performance of large-and mid-cap companies across the U.S. equity market. It aims to represent the performance of a combination of three factors: value, quality, and low volatility. It is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Index. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth and Income
Fund Owner Firm Name SPDR State Street Global Advisors
Benchmark Index
MSCI USA Factor Mix A-SersCap(USD)GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
John Law 1.00 yrs
Karl Schneider 4.55 yrs
Michael Feehily 4.55 yrs

Net Fund Flows

1M 59.20M
3M 182.47M
6M 261.06M
YTD 418.47M
1Y 425.96M
3Y 538.66M
5Y --
10Y --
As of Nov. 30, 2019

Risk Info

Beta (5Y) 0.9248
Max Drawdown (All) 17.41%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.348
30-Day Rolling Volatility 5.52%
Daily Value at Risk (VaR) 1% (All) 2.81%
Monthly Value at Risk (VaR) 1% (All) 8.09%

Fundamentals

Dividend Yield TTM (12-5-19) 1.77%
30-Day SEC Yield (11-29-19) 1.80%
7-Day SEC Yield --
Weighted Average PE Ratio 21.47
Weighted Average Price to Sales Ratio 2.182
Weighted Average Price to Book Ratio 3.386
Weighted Median ROE 27.93%
Weighted Median ROA 9.66%
Forecasted Dividend Yield 2.13%
Forecasted PE Ratio 18.78
Forecasted Price to Sales Ratio 2.148
Forecasted Price to Book Ratio 3.409
Number of Holdings 628
As of Dec. 3, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.80%
Forecasted Book Value Growth 3.21%
Forecasted Cash Flow Growth 10.89%
Forecasted Earnings Growth 13.00%
Forecasted Revenue Growth 6.60%
As of Dec. 3, 2019

Comparables

Edit

Attributes

Key Dates
Inception Date 4/15/2015
Termination Date
Last Annual Report Date 6/30/2019
Last Prospectus Date 10/31/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.