Management fees | |
Distribution and service (12b-1) fees | |
Other expenses | |
Total annual Fund operating expenses |
Year 1 | Year 3 | Year 5 | Year 10 |
$ |
$ |
$ |
$ |
One Year |
Five Years |
Since
Inception ( | |
Return Before Taxes | |||
Return After Taxes on Distributions | |||
Return After Taxes on Distributions and Sale of Fund Shares | |||
SSGA US Large Cap Low Volatility Index/Russell 1000 Low Volatility Index1 (reflects no deduction for fees, expenses or taxes) | |||
S&P 500 Index (reflects no deduction for fees, expenses or taxes) |
(1) |
Management fees | |
Distribution and service (12b-1) fees | |
Other expenses | |
Total annual Fund operating expenses |
Year 1 | Year 3 | Year 5 | Year 10 |
$ |
$ |
$ |
$ |
One Year |
Five Years |
Since
Inception | |
Return Before Taxes | - |
||
Return After Taxes on Distributions | - |
||
Return After Taxes on Distributions and Sale of Fund Shares | - |
||
SSGA US Small Cap Low Volatility Index/Russell 2000 Low Volatility Index1 (reflects no deduction for fees, expenses or taxes) | - |
||
S&P 500 Index (reflects no deduction for fees, expenses or taxes) |
(1) |
Fund Name | SPDR SSGA US Large Cap Low Volatility Index ETF | SPDR SSGA US Small Cap Low Volatility Index ETF |
Counterparty Risk | x | x |
Derivatives Risk | x | x |
Futures Contract Risk; Other Exchange-Traded Derivatives Risk | x | x |
Equity Investing Risk | x | x |
Financial Sector Risk | x | x |
Fluctuation of Net Asset Value, Share Premiums and Discounts Risk | x | x |
Indexing Strategy/Index Tracking Risk | x | x |
Industrial Sector Risk | x | |
Large-Capitalization Securities Risk | x | |
Leveraging Risk | x | x |
Liquidity Risk | x | x |
Low Volatility Risk | x | x |
Market Risk | x | x |
Non-Diversification Risk | x | x |
Small-Capitalization Securities Risk | x | |
Unconstrained Sector Risk | x | x |
Fund Name | SPDR SSGA US Large Cap Low Volatility Index ETF | SPDR SSGA US Small Cap Low Volatility Index ETF |
Valuation Risk | x |
SPDR SSGA US Large Cap Low Volatility Index
ETF
|
0.12% |
SPDR SSGA US Small Cap Low Volatility Index
ETF
|
0.12% |
Portfolio Managers | Fund |
Michael Feehily, Karl Schneider and Juan
Acevedo
|
SPDR SSGA US Large Cap Low Volatility Index ETF |
Michael Feehily, Karl Schneider and John
Law
|
SPDR SSGA US Small Cap Low Volatility Index ETF |
SPDR SSGA US Large Cap Low Volatility Index ETF | |||||||||
Year Ended 6/30/21 |
Year Ended 6/30/20 |
Year Ended 6/30/19 |
Year Ended 6/30/18 |
Year Ended 6/30/17 | |||||
Net asset value, beginning of period
|
$102.17 | $107.69 | $90.13 | $86.29 | $79.85 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.99 | 2.20 | 2.17 | 1.83 | 1.75 | ||||
Net realized and unrealized gain (loss) (b)
|
31.82 | (5.49) | 16.96 | 6.01 | 6.61 | ||||
Total from investment operations
|
33.81 | (3.29) | 19.13 | 7.84 | 8.36 | ||||
Net equalization credits and charges (a)
|
(0.15) | 0.01 | 0.40 | 0.02 | (0.02) | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(2.75) | (2.24) | (1.97) | (1.85) | (1.82) | ||||
Net realized gains
|
— | — | — | (2.17) | (0.08) | ||||
Total distributions
|
(2.75) | (2.24) | (1.97) | (4.02) | (1.90) | ||||
Net asset value, end of period
|
$133.08 | $102.17 | $107.69 | $90.13 | $86.29 | ||||
Total return (c)
|
33.27% | (3.05)% | 21.94% | 9.16% | 10.59% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$573,565 | $658,964 | $568,592 | $103,653 | $77,661 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.12% | 0.12% | 0.12% | 0.12% | 0.12% | ||||
Net investment income (loss)
|
1.69% | 2.04% | 2.19% | 2.04% | 2.14% | ||||
Portfolio turnover rate (d)
|
34% | 25% | 32% | 20% | 108% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDR SSGA US Small Cap Low Volatility Index ETF | |||||||||
Year Ended 6/30/21 |
Year Ended 6/30/20 |
Year Ended 6/30/19 |
Year Ended 6/30/18 |
Year Ended 6/30/17 | |||||
Net asset value, beginning of period
|
$76.41 | $93.35 | $95.11 | $92.05 | $77.70 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
2.06 | 2.24 | 2.48 | 2.35 | 1.94 | ||||
Net realized and unrealized gain (loss) (b)
|
36.73 | (16.77) | (1.46) | 8.23 | 14.83 | ||||
Total from investment operations
|
38.79 | (14.53) | 1.02 | 10.58 | 16.77 | ||||
Net equalization credits and charges (a)
|
(0.10) | 0.07 | (0.01) | (0.09) | 0.33 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(2.46) | (2.48) | (2.77) | (2.48) | (2.45) | ||||
Net realized gains
|
— | — | — | (4.95) | (0.30) | ||||
Total distributions
|
(2.46) | (2.48) | (2.77) | (7.43) | (2.75) | ||||
Net asset value, end of period
|
$112.64 | $76.41 | $93.35 | $95.11 | $92.05 | ||||
Total return (c)
|
51.11% | (15.68)% | 1.24% | 11.80% | 22.11% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$220,778 | $247,577 | $230,585 | $199,739 | $211,717 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.12% | 0.12% | 0.12% | 0.12% | 0.12% | ||||
Net investment income (loss)
|
2.19% | 2.56% | 2.68% | 2.54% | 2.17% | ||||
Portfolio turnover rate (d)
|
52% | 32% | 34% | 41% | 158% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDRSELFSTATPRO | The Trust's Investment Company Act Number is 811-08839. |