SPY1
•
Equity
SPDR® S&P 500® LOW VOLATILITY UCITS ETF
TER (bps):
35
AUM (USD m):
142
ISIN:
IE00B802KR88
Domicile:
Ireland
Share Class Currency:
USD
ESG:
No
Geographical Focus:
United States
As of:
14 Nov 2024
Climate Fund:
No
Benchmark
The S&P 500 Low Volatility Index measures performance of the 100 least volatile stocks in the S&P 500. The index benchmarks low volatility or low variance strategies for the U.S. stock market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights. Realised volatility is defined as the standard deviation of the security's daily price returns over the prior calendar year.
PERFORMANCE
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