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  • ETF
  • VSPY
    Pricing Data
    $54.74
    Change: $0.05 (0.0%)
    Time: 09/27/16
    Previous Close: $54.69
  • Category
  • Large Cap Blend Equities
Last Updated:

Profile

Vitals

Trading Data

Open: - Volume -
Day Lo - Day Hi -
  • 52 Week Lo: $48.74
  • 52 Week Hi: $60.47
  • AUM: $8.2 M
  • Shares: 0.2 M

Investment Themes

Historical Trading Data

  • 1 Month Avg. Volume: 536
  • 3 Month Avg. Volume: 757

Alternative ETFs in the Large Cap Blend Equities Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Analyst Report

This ETF offers a unique way to gain "dynamic" exposure to large cap U.S. stocks, an asset class that is at the core of many long-term, buy-and-hold portfolios. VSPY is based on the idea that observed levels of market volatility can be useful as predictors of equity market performance--specifically that when volatility is high stocks tend to perform poorly and vice versa. As such, this ETF shifts exposure between the related equity index (in this case, the S&P 500) and cash depending on how volatile markets have been recently. The allocation is rules-based in nature, meaning the the allocation decisions are dependent on an underlying quantitative methodology and not a fund manager. For investors who believe that volatility is an effective gauge of short-term stock market performance, VSPY might be useful as a tool for adding exposure to risk when volatility is low and scaling back when volatility spikes, thereby eliminating some downside risk. This ETF could be considered as an alternative to SPY, IVV, or other products focusing on large cap U.S>. stocks. It should be noted that VSPY has the potential to deliver leveraged exposure of greater than 100% long in certain environments, so investors wishing to avoid that might want to steer clear.

Realtime Rating

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Realtime Rating Summary

The adjacent table gives investors an individual Realtime Rating for VSPY on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Large Cap Blend Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

Compare to another ETF

View the Category Report

VSPY Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity C+ n/a
Expenses B- n/a
Performance
Volatility
Dividend
Concentration

Knowledge Centers

VSPY In-Depth Analysis

The following tables and charts contain in-depth metrics for this ETF and compare it to similar peer ETFs within its ETFdb Category.

VSPY Holdings

Filings Data as of: Sep 05, 2016
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Concentration Analysis

This section compares how balanced and deep this ETF is relative to the peer group ETFdb Category.

Number of Holdings
Rank:
3
Category Low
Category High
% Assets in Top 10
Rank:
70.97%
Category Low
Category High

Asset Allocation

Asset Percentage
U.S. Stocks 70.43%
International Stocks 0.41%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 29.15%
Other 0.0%

Sector Breakdown

Sector Percentage
Technology 13.08%
Health Care 10.85%
Financial Services 9.79%
Consumer Cyclical 7.86%
Industrials 7.76%
Consumer Defensive 7.26%
Energy 4.92%
Communication Services 3.06%
Utilities 2.44%
Basic Materials 1.98%
Real Estate 1.84%

Market Cap Breakdown

Market Cap Percentage
Giant 35.06%
Large 25.19%
Medium 9.44%
Small 0.12%
Micro 0.0%

Region Breakdown

Region Percentage
U.S. 70.43%
Europe 0.14%
Asia (Developed) 0.04%
Middle East 0.0%
Japan 0.0%
Africa 0.0%
Australia 0.0%
Latin America 0.0%
Canada 0.0%
Asia (Emerging) 0.0%

Market Tier Breakdown

Region Percentage
Developed 70.85%
Emerging 0.0%

Country Breakdown

Country Percentage
United States 70.43%
Switzerland 0.23%
United Kingdom 0.14%
Singapore 0.04%
Other 29.16%

VSPY Expenses & Fees

This section compares the cost efficiency of this ETF to peers in the same ETFdb Category.

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Expenses Ratio Analysis

ETF Average
0.576%
ETF Wtd. Average
0.26%
Category Average
0.38%
Expense Ratio
Rank:
0.45%
Category Low
Category High

Commission Free Trading

This ETF is currently available for commission free trading on the following platforms: (Charles Schwab)

Category Commission Free Trading

There are 15 other ETFs in the Large Cap Blend Equities ETFdb Category that are also eligible for commission free trading:

VSPY Performance

This section shows how this ETF has performed relative to its peer group ETFdb Category.

1 Week Return
Rank:
0.27%
Category Low
Category High
4 Week Return
Rank:
-1.37%
Category Low
Category High
13 Week Return
Rank:
2.88%
Category Low
Category High
26 Week Return
Rank:
0.90%
Category Low
Category High
Year to Date Return
Rank:
0.46%
Category Low
Category High
1 Year Return
Rank:
2.98%
Category Low
Category High
3 Year Return
Rank:
12.93%
Category Low
Category High
5 Year Return
Rank:
No Ranking Available
Category Low
Category High

Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of VSPY relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

VSPY Valuation

This section shows how the P/E multiple of this ETF compares to the peer group ETFdb Category.

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P/E Ratio
Rank:
18.36
Category Low
Category High

As of Jul 28 2016

VSPY Dividend

This section shows how the dividend yield of this ETF compares to the peer group ETFdb Category.

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Dividend
$0.11
Dividend Date
2016-06-21
Annual Dividend Rate
$0.62
Annual Dividend Yield
Rank:
1.13%
Category Low
Category High

As of Jul 28, 2016

VSPY Technicals

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Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETFdb Category.

5 Day Volatility
Rank:
36.72%
Category Low
Category High
20 Day Volatility
Rank:
8.14%
Category Low
Category High
50 Day Volatility
Rank:
6.64%
Category Low
Category High
200 Day Volatility
Rank:
8.55%
Category Low
Category High
Beta
Rank:
0.67
Category Low
Category High
Standard Deviation
Rank:
0.94%
Category Low
Category High

Technicals

  • 20 Day MA: $55.04
  • 60 Day MA: $54.98
  • MACD 15 Period: -0.20
  • MACD 100 Period: -0.15
  • Williams % Range 10 Day: 64.96
  • Williams % Range 20 Day: 58.67
  • RSI 10 Day: 43
  • RSI 20 Day: 46
  • RSI 30 Day: 47
  • Ultimate Oscillator: 51

Bollinger Brands

  • Lower Bollinger (10 Day): $54.06
  • Upper Bollinger (10 Day): $55.40
  • Lower Bollinger (20 Day): $54.18
  • Upper Bollinger (20 Day): $55.85
  • Lower Bollinger (30 Day): $54.36
  • Upper Bollinger (30 Day): $55.97

Support & Resistance

  • Support Level 1: $54.74
  • Support Level 2: $54.74
  • Resistance Level 1: $54.74
  • Resistance Level 2: $54.74

Stochastic

  • Stochastic Oscillator %D (1 Day): 41.52
  • Stochastic Oscillator %D (5 Day): 38.44
  • Stochastic Oscillator %K (1 Day): 43.24
  • Stochastic Oscillator %K (5 Day): 53.19

Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.