SPDR MSCI USA Small Cap Value Weighted UCITS ETF

ISINIE00BSPLC413
TickerUSSC
Backtest this ETF
Total annual cost
0.35%

TER 0.30% + transaction cost 0.05%

Category
ETF
Data available from
Feb 28, 2015
Underlying assets
1,631

Metrics at a glance

CAGR
+10.13%
Volatility
21.57%
Sharpe
0.38
Sortino
0.37
Calmar
0.22
Ulcer Index
9.83
Max Drawdown
37.24%
VaR 95%
9.01%
VaR 99%
12.78%
% Positive Months
59.85%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

SPDR MSCI USA Small Cap Value Weighted UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

99.1%
0.4%
0.1%
0.1%
0.1%
0.1%
0.0%
0.0%
0.0%
0.0%

Top holdings

Top 10 Weight

5.7%

Total Assets

1,631

HHI

0.000

  1. Viatris
    0.8%
  2. Ovintiv
    0.7%
  3. APA
    0.6%
  4. TD Synnex
    0.5%
  5. Plains GP Holdings LP Class A
    0.5%
  6. Arrow Electronics
    0.5%
  7. SM Energy
    0.5%
  8. Performance Food Group
    0.5%
  9. Albertsons Companies Inc Class A
    0.5%
  10. The Mosaic
    0.5%

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