SPDR Dorsey Wright Fixed Income Allocation ETF

C000166861 Fund Overview

SPDR Dorsey Wright Fixed Income Allocation ETF is a US ETF managed by SPDR Series Trust, categorised as Money Market. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US ETF
• Manager: SPDR Series Trust
• Category: Money Market
• Assets under management: $122.13M
• 1-year return: 15.5%
• SEC CIK: 0001064642
• SEC series ID: S000053038
• Share class ID: C000166861

C000166861 Investment Objective and Strategy

SPDR Dorsey Wright Fixed Income Allocation ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by SPDR Series Trust.

Investment objective

The SPDR Dorsey Wright Fixed Income Allocation ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Dorsey Wright Fixed Income Allocation Index.

Principal investment strategy

The Fund seeks to track, before fees and expenses, the performance of the Index. Under normal market conditions, the Fund invests substantially all, but at least 80%, of its total assets in securities comprising the Dorsey Wright Fixed Income Allocation Index (the Index). The Index is comprised of exchange-traded funds advised by SSGA Funds Management, Inc. (SSGA FM or the Adviser), the Fund's investment adviser, or its affiliates. The Fund is a fund of funds, meaning that it invests its assets in other exchange-traded funds (ETFs) eligible for inclusion in the Index rather than in securities of individual companies. In addition, the Fund may invest in cash and cash equivalents or money market instruments, such as repurchase agreements and money market funds (including money market funds advised by the Adviser).

The Index is owned and developed by Dorsey, Wright & Associates (the Index Provider) and is constructed pursuant to the Index Provider's proprietary methodology (the Methodology). The selection universe for the Index (the Selection Universe) includes U.S.-listed fixed income ETFs advised by SSGA FM or its affiliates (SPDR ETFs) that are designed to target exposure to fixed income securities, including U.S. and non-U.S. developed and emerging market bonds, treasury bonds, corporate bonds, high yield bonds, inflation-protected bonds, floating rate notes, first lien senior secured floating rate bank loans, U.S. nonconvertible preferred stock and other preferred securities, U.S. municipal bonds and U.S. convertible securities. As of August 31, 2018, the Selection Universe consisted of: SPDR Bloomberg Barclays 1-3 Month T-Bill ETF, SPDR Portfolio Aggregate Bond ETF, SPDR Bloomberg Barclays Convertible Securities ETF, SPDR Bloomberg Barclays Emerging Markets Local Bond ETF, SPDR Bloomberg Barclays High Yield Bond ETF, SPDR Portfolio Intermediate Term Corporate Bond ETF, SPDR Bloomberg Barclays Intermediate Term Treasury ETF, SPDR Bloomberg Barclays International Corporate Bond ETF, SPDR Bloomberg Barclays International Treasury Bond ETF, SPDR Bloomberg Barclays Investment Grade Floating Rate ETF, SPDR Portfolio Long Term Corporate Bond ETF, SPDR Portfolio Long Term Treasury ETF, SPDR Bloomberg Barclays Mortgage Backed Bond ETF, SPDR Portfolio Short Term Corporate Bond ETF, SPDR Bloomberg Barclays Short Term International Treasury Bond ETF, SPDR Bloomberg Barclays TIPS ETF, SPDR Blackstone / GSO Senior Loan ETF, SPDR Nuveen Bloomberg Barclays Municipal Bond ETF, SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF, SPDR FTSE International Government Inflation-Protected Bond ETF and SPDR Wells Fargo Preferred Stock ETF, although this may change from time to time.

The Index is designed to provide targeted exposure to the four SPDR ETFs that offer the greatest potential to outperform the other SPDR ETFs in the Selection Universe. The Methodology ranks each SPDR ETF in the Selection Universe by relative strength and selects the four top-ranked SPDR ETFs for inclusion in the Index. A SPDR ETF's relative strength is the measurement of its price momentum as compared to the price momentum of all other SPDR ETFs in the Selection Universe, based on historical daily closing prices inclusive of dividends, since inception, of each SPDR ETF in the universe. A SPDR ETF's relative strength can improve if its historical daily closing prices inclusive of dividends rise more than the other SPDR ETFs in the Selection Universe in an uptrend, or go down less than the other SPDR ETFs in the universe in a downtrend.

The Index is initially equal weighted, with each constituent SPDR ETF representing 25% of the Index's weight. The Index is evaluated on a weekly basis. An Index component will only be removed if its relative strength ranking falls below an acceptable threshold based on the Index Provider's ranking methodology. A SPDR ETF is only added to the Index when a current Index component is removed. When an Index component is removed, the SPDR ETF with the strongest relative strength not currently included in the Index takes its place within the Index. When there is a change to the components of the Index, the Index is rebalanced over a period of three business days (the Rebalancing Period) so that each constituent SPDR ETF is equally weighted at 25% of the Index's weight on the third, and final, business day of the Rebalancing Period.

The Fund may engage in frequent trading of its portfolio securities in connection with Index rebalancings. The identities and quantities of the securities held by the Fund are disclosed on a daily basis on the Fund's website at https://www.spdrs.com. The Index is sponsored by Dorsey, Wright & Associates, which is not affiliated with the Fund or the Adviser. The Index Provider determines the composition of the Index, relative weightings of the securities in the Index and publishes information regarding the market value of the Index. The Index Provider has retained The NASDAQ OMX Group, Inc. to calculate and maintain the Index.

C000166861 Performance

Total returns for C000166861 (as of 2026-10-01), from SEC filings.

C000166861 Risk Information

Risk metrics for C000166861, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 11.1%

C000166861 Costs and Fees

C000166861 costs about $60 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.60%
• Gross expense ratio: 0.60%
• Portfolio turnover: 261%
• Brokerage commissions: 10.19 bps of average net assets (SEC N-CEN)

C000166861 Cashflows

Over the 12 months to 2020-12, SPDR Dorsey Wright Fixed Income Allocation ETF had net outflows of $16.31M, from monthly SEC N-PORT filings.

C000166861 Debt Constituents

No individual debt constituents are reported in SPDR Dorsey Wright Fixed Income Allocation ETF's latest SEC N-PORT filing.

C000166861 Prospectus and SEC Filings

Official SPDR Dorsey Wright Fixed Income Allocation ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2019-11-20
• Prospectus (485BPOS) — filed 2018-11-21
• Prospectus supplement (497) — filed 2020-11-04
• Portfolio holdings (N-PORT) — filed 2021-02-26
• Portfolio holdings (N-PORT) — filed 2020-11-27
• Portfolio holdings (N-PORT) — filed 2020-08-27
• Annual census (N-CEN) — filed 2020-09-10
• Annual census (N-CEN) — filed 2019-09-11

Related Funds

Other Money Market funds tracked on ABC INVEST:

• Emerald Growth Fund (HSPCX)
• Barings Active Short Duration Bond Fund (BXDIX)
• IVA Worldwide Fund (IVWAX)
• Stadion Tactical Growth Fund (ETFDX)
• BBH Partner Fund - Select Short Term Assets (BBSTX)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.