ONEVState Street SPDR Russell 1000 Low Volatility Focus ETF

Grow my money10y track recordRanked #724 of 2,960 in this goal

Seeks to track the performance of the Russell 1000 Low Volatility Focused Factor Index.

By State Street Investment Management · Launched 2015

Annual Cost

0.20%

#1,039 of 5,562 · low cost

Fund Size

$413M

#1,726 of 5,562 · large

Return (1Y)Goal

+13.5%

Track Record

10 years

#1,371 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$11,135+11.4%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Multi strategy

Index tracked

Russell 1000 Low Volatility Focused Factor Index

What it actually holds

By weight

Concentration

Top 10 holdings = 10.5% of fund✓ well diversified

Cardinal Health Inc

1.7%

State Street Global Advisors

1.3%

Cencora Inc

1.1%

Cognizant Technology Solutions Corp

1.0%

Arch Capital Group Ltd

1.0%

Regeneron Pharmaceuticals Inc

1.0%

Humana Inc

0.9%

McKesson Corp

0.9%

Omnicom Group Inc

0.8%

Leidos Holdings Inc

0.8%

Asset allocation

Stocks

99.9%

Cash

0.1%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

11.3%Moderate

Year-on-year price swings

Max drawdown

-39.7%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.69Decent risk-adjusted returns

Sortino (3Y)

1.01Good downside protection

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks to track the performance of the Russell 1000 Low Volatility Focused Factor Index.
Strategy: Invests primarily in a sampling of securities from the Russell 1000 Low Volatility Focused Factor Index. Focuses on large-cap U.S. equities with low volatility characteristics, utilizing a multi-factor scoring process.
Inception date: December 1, 2015
Fund family: State Street Investment Management