SPDR S&P Capital Markets ETF
Ticker
KCE
ISIN
US78464A771
Price
USD 142.78
Change Today
+0.39 / 0.274 %
Price 1 year ago
84.32 / 69.341 %
Morningstar
4
52 Week Low
86.22
52 Week High
145.64
200 Day Moving Average 114.63
114.63
50-day Moving Average
129.51
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.03 |
| Sortino Ratio | 1.14 |
| Maximum Drawdown | -3.56% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -24.67 |
1 year
| Parameter | Value |
|---|---|
| Return | 4.26 |
| Volatility | 6.2% |
| Alpha | +9.79 |
| Beta | None |
| R Squared | +91.06 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.678% |
| Average Annual Volatility | 29.39% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.40 |
| Maximum Drawdown | -73.0% |
| Maximum Drawdown Date | 2008-11-20 |
| Calmar Ratio | -0.15 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Capital Markets Select Industry Index. The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index represents the capital markets segment of the S&P Total Market Index ("S&P TMI") and tracks the performance of publicly traded companies that do business as broker-dealers, asset managers, trust and custody banks or exchanges.
Market
US
Category
Financial
Expense Ratio
0.35%
Fund family
SPDR State Street Global Advisors
Morningstar
4
Yield
0.0211
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 98.44% |
| Technology | 1.38% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Communication services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| STEP | StepStone Group Inc Ordinary Shares - Class A | 2.25% |
| MSCI | MSCI Inc | 2.12% |
| BX | Blackstone Inc | 2.11% |
| ARES | Ares Management Corp Class A | 2.09% |
| BSIG | BrightSphere Investment Group Inc | 1.92% |
| COIN | Coinbase Global Inc Ordinary Shares - Class A | 1.86% |
| FDS | FactSet Research Systems Inc | 1.86% |
| JEF | Jefferies Financial Group Inc | 1.85% |
| TROW | T. Rowe Price Group Inc | 1.84% |
| KKR | KKR & Co Inc Ordinary Shares | 1.83% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVEM | Avantis Emerging Markets Equity ETF | US025072802 | PCX | 0.33% | 4 | -3.84 | -- |
| DGS | WisdomTree Emerging Markets SmallCap Dividend Fund | IE00BQZJBM2 | PCX | 0.58% | 4 | +0.04 | |
| EBND | SPDR Bloomberg Emerging Markets Local Bond ETF | IE00B461338 | PCX | 0.30% | 4 | +5.63 | |
| EELV | Invesco S&P Emerging Markets Low Volatility ETF | US46138E289 | PCX | 0.29% | 4 | +1.27 | |
| EEMV | iShares MSCI Emerging Markets Min Vol Factor ETF | IE00B8KGV557 | BTS | 0.25% | 4 | -8.24 | |
| EMXC | iShares MSCI Emerging Markets ex China ETF | IE00B0M6317 | NGM | 0.25% | 4 | -8.49 | |
| EWX | SPDR S&P Emerging Markets Small Cap ETF | US78463X756 | PCX | 0.65% | 4 | -2.49 | |
| FNDE | Schwab Fundamental Emerging Markets Large Company Index ETF | US808524730 | PCX | 0.39% | 4 | -7.31 | |
| FRDM | Freedom 100 Emerging Markets ETF | US02072L607 | BTS | 0.49% | 4 | +2.76 | -- |
| HYEM | VanEck Emerging Markets High Yield Bond ETF | US92189F353 | PCX | 0.40% | 4 | +2.81 | |
| ICOW | Pacer Developed Markets International Cash Cows 100 ETF | US69374H873 | BTS | 0.65% | 4 | +5.87 | |
| IDEV | iShares Core MSCI International Developed Markets ETF | US46435G3267 | PCX | 0.04% | 4 | +3.06 | |
| KCE | SPDR S&P Capital Markets ETF | US78464A771 | PCX | 0.35% | 4 | +9.79 | |
| NUDM | Nuveen ESG International Developed Markets Equity ETF | US67092P805 | BTS | 0.30% | 4 | +3.69 | |
| NUEM | Nuveen ESG Emerging Markets Equity ETF | US67092P888 | BTS | 0.35% | 4 | -5.62 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| VEA | Vanguard Developed Markets Index Fund | US921943858 | PCX | 0.05% | 4 | +3.02 | |
| VWO | Vanguard Emerging Markets Stock Index Fund | IE003178614 | PCX | 0.08% | 4 | -7.28 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.