SPDR S&P 500 Low Volatility UCITS ETF

ISIN IE00B802KR88

 | 

Ticker USLV

TER
0.35% p.a.
Distribution policy
Accumulating
Replication
Full replication
Fund size
111 m
Holdings
100
 

Overview

Description

The SPDR S&P 500 Low Volatility UCITS ETF seeks to track the S&P 500 Low Volatility index. The S&P 500 Low Volatility index tracks the 100 least volatile stocks in the S&P 500. The S&P 500 index tracks large cap US stocks.
 
The ETF's TER (total expense ratio) amounts to 0.35% p.a.. The SPDR S&P 500 Low Volatility UCITS ETF is the largest ETF that tracks the S&P 500 Low Volatility index. The ETF replicates the performance of the underlying index by full replication (buying all the index constituents). The dividends in the ETF are accumulated and reinvested in the ETF.
 
The SPDR S&P 500 Low Volatility UCITS ETF has 111m GBP assets under management. The ETF was launched on 3 October 2012 and is domiciled in Ireland.
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Chart

Basics

Data

Fund size
GBP 111 m
Total expense ratio
0.35% p.a.
Replication Physical (Full replication)
Legal structure ETF
Strategy risk Long-only
Fund currency USD
Currency risk Currency unhedged
Volatility 1 year (in GBP)
12.51%
Inception/ Listing Date 3 October 2012
Distribution policy Accumulating
Distribution frequency -
Fund domicile Ireland
Fund Provider SPDR ETF
Germany 30% tax rebate
Switzerland ESTV Reporting
Austria Tax Reporting Fund
UK UK Reporting
Indextype Total return index
Swap counterparty -
Collateral manager State Street Bank and Trust Company
Securities lending Yes
Securities lending counterparty BARCLAYS BANK PLC|BARCLAYS CAPITAL SECURITIES LIMITED|BNP PARIBAS|BNP PARIBAS ARBITRAGE SNC|CITIGROUP GLOBAL MARKETS LIMITED|CREDIT SUISSE INTERNATIONAL|GOLDMAN SACHS INTERNATIONAL|HSBC BANK PLC|ING BANK NV|JP MORGAN SECURITIES PLC|MACQUARIE BANK LIMITED|MERRILL LYNCH INTERNATIONAL|MORGAN STANLEY & CO. INTERNATIONAL PLC.|NOMURA INTERNATIONAL PLC|RBC EUROPE LIMITED|SOCIETE GENERALE SA|UBS AG

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Holdings

Below you find information about the composition of the SPDR S&P 500 Low Volatility UCITS ETF.

Top 10 Holdings

Weight of top 10 holdings
out of 100
12.57%
MCDONALD'S CORP
1.41%
COCA-COLA CO
1.31%
BERKSHIRE HATHAWAY INC -B
1.27%
INTL. BUSINESS MACHINES CORP
1.26%
PROCTER & GAMBLE CO
1.25%
COLGATE-PALMOLIVE CO ORD
1.24%
AMERISOURCEBERGEN ORD
1.23%
THE KRAFT HEINZ CO.
1.20%
PEPSICO INC
1.20%
REPUBLIC SVCS ORD
1.20%

Countries

United States
96.35%
Switzerland
1.88%
Other
1.77%

Sectors

Consumer Staples
23.76%
Utilities
17.94%
Health Care
15.87%
Financials
12.10%
Other
30.33%
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As of 31/01/2024

Performance

Returns overview

YTD +3.09%
1 month +2.44%
3 months +5.25%
6 months +4.93%
1 year +1.62%
3 years +36.17%
5 years +42.22%
Since inception (MAX) +251.96%
2023 -5.37%
2022 +6.13%
2021 +25.15%
2020 -4.99%

Monthly returns in a heat map

Risk

Risk metrics in this section:
 
  • Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
  • Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
  • Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
ETF returns include dividend payments (if applicable).
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Risk overview

Volatility 1 year 12.51%
Volatility 3 years 15.38%
Volatility 5 years 19.56%
Return per risk 1 year 0.13
Return per risk 3 years 0.70
Return per risk 5 years 0.37
Maximum drawdown 1 year -7.30%
Maximum drawdown 3 years -14.53%
Maximum drawdown 5 years -28.70%
Maximum drawdown since inception -28.70%

Rolling 1 year volatility

Stock exchange

Listings

Listing Trade Currency Ticker Bloomberg /
iNAV Bloomberg Code
Reuters RIC /
iNAV Reuters
Market Maker
gettex EUR SPY1 -
-
-
-
-
Stuttgart Stock Exchange EUR SPY1 -
-
-
-
-
Borsa Italiana EUR LOWV LOWV IM
INSPY1E
LOWV.MI
INSPY1C.ivOQ
Banca Sella
Flow Traders
Goldenberg hehmeyer LLP
Sig susquehanna
Virtu Financial
Euronext Paris EUR LOWV LOWV FP
INSPY1E
LOWV.PA
INSPY1C.ivOQ
Flow Traders
Goldenberg hehmeyer LLP
Sig susquehanna
Virtu Financial
London Stock Exchange USD LOWV LOWV LN
INSPY1
LOWV.L
INSPY1C.ivOQ
DRW
Flow Traders
Goldenberg hehmeyer LLP
Old Mission Europe LLP
Virtu Financial
London Stock Exchange GBP USLV USLV LN
INSPY1P
USLV.L
INSPY1C.ivOQ
DRW
Flow Traders
Goldenberg hehmeyer LLP
Old Mission Europe LLP
Virtu Financial
SIX Swiss Exchange CHF LOWV LOWV SE
INSPY1C
LOWV.S
INSPY1C.ivOQ
Flow Traders
GHCO
Virtu Financial
XETRA EUR SPY1 SPY1 GY
INSPY1E
SPY1.DE
INSPY1C.ivOQ
BAADER BANK AG
Flow Traders
Goldenberg hehmeyer LLP

Further information

Further ETFs on the S&P 500 Low Volatility index

Fund name Fund Size in m € (AuM) TER
in % p.a.
Distribution policy Replication method
Invesco S&P 500 Low Volatility UCITS ETF Acc 14 0.25% p.a. Accumulating Full replication

Frequently asked questions

What is the name of USLV?

The name of USLV is SPDR S&P 500 Low Volatility UCITS ETF.

What is the ticker of SPDR S&P 500 Low Volatility UCITS ETF?

The primary ticker of SPDR S&P 500 Low Volatility UCITS ETF is USLV.

What is the ISIN of SPDR S&P 500 Low Volatility UCITS ETF?

The ISIN of SPDR S&P 500 Low Volatility UCITS ETF is IE00B802KR88.

What are the costs of SPDR S&P 500 Low Volatility UCITS ETF?

The total expense ratio (TER) of SPDR S&P 500 Low Volatility UCITS ETF amounts to 0.35% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.

Is SPDR S&P 500 Low Volatility UCITS ETF paying dividends?

SPDR S&P 500 Low Volatility UCITS ETF is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.

What's the fund size of SPDR S&P 500 Low Volatility UCITS ETF?

The fund size of SPDR S&P 500 Low Volatility UCITS ETF is 111m GBP. See the following article for more information about the size of ETFs.

Track your ETF strategies online

— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH.

Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.