SPDR® MSCI USA StrategicFactors ETF (QUS)
92.39
-0.06 -0.06%
NYSE Arca
Dec 5, 15:00
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.15% |
| Total Assets Under Management | 615.47M |
| Share Class Assets Under Management | 615.47M |
| 30-Day Average Daily Volume | 46053.43 |
| Net Asset Value | 92.41 |
| Discount or Premium to NAV | 0.04% |
| Turnover Ratio | 18.00% |
| 1 Year Fund Level Flows | 425.96M |
View All QUS News
News
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WireHeadlineTime (ET)
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SA Breaking News06/03 11:55
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SA Breaking News12/21 10:58
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SA Breaking News09/18 08:29
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SA Breaking News01/11 04:38
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SA Breaking News09/18 12:58
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SA Breaking News06/19 13:40
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SA Breaking News04/30 13:22
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% | -- |
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% |
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% |
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% |
Stock Market Capitalization
| Giant | 47.56% |
| Large | 36.82% |
| Medium | 15.61% |
| Small | 0.00% |
| Micro | 0.00% |
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% |
View More Holdings
As of Dec. 3, 2019
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% |
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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 | -- |
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 |
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% |
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 |
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