- ISIN
- US78468R8043
- CUSIP
- 78468R804
- Issuer
- State Street
- Inception Date
- Feb 20, 2013
- Region
- North America (U.S.)
- Category
- Low Volatility
- Leveraged
- 1x (No leverage)
- Index Tracked
- State Street U.S. Large Cap Low Volatility Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Highlights
- Avg. Volume (1M)
- 25K
- Avg. Volume Value (1M)
- $4.60M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
LGLV Performance Chart
SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) is up 7.6% since the beginning of the year. LGLV is currently trading at $187 per share. Investors who bought $1,000 worth of LGLV shares 5 years ago would now be looking at an investment worth $1,491.
Loading charts...
Compare this symbol against anything
Returns By Period
SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) has returned 7.61% so far this year and 10.51% over the past 12 months. Over the last ten years, LGLV has returned 11.19% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
SPDR SSGA US Large Cap Low Volatility Index ETF
- 1D
- 0.02%
- 1M
- 0.47%
- 6M
- 3.70%
- YTD
- 7.61%
- 1Y
- 10.51%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 11.19%
- ALL TIME*
- 11.95%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
LGLV Monthly Returns History
Based on dividend-adjusted daily data since Feb 21, 2013, LGLV's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +11.0%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LGLV closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.77% | 3.77% | -5.28% | 2.00% | -2.42% | 2.93% | 2.99% | 7.61% | |||||
| 2025 | 3.03% | 2.68% | 0.02% | -1.88% | 2.14% | 0.59% | -0.66% | 2.49% | 0.70% | -3.30% | 3.12% | -0.63% | 8.37% |
| 2024 | 1.17% | 3.52% | 2.98% | -4.19% | 2.60% | 0.20% | 5.01% | 4.48% | 1.54% | -0.61% | 5.59% | -6.42% | 16.22% |
| 2023 | 2.79% | -3.38% | 2.01% | 1.86% | -4.12% | 5.72% | 1.21% | -1.55% | -4.23% | -0.73% | 6.81% | 3.16% | 9.19% |
| 2022 | -6.40% | -2.94% | 5.33% | -3.96% | 0.50% | -5.04% | 6.01% | -2.88% | -8.02% | 7.73% | 5.97% | -3.16% | -8.17% |
| 2021 | -3.80% | 3.37% | 5.69% | 5.96% | 0.44% | 0.27% | 3.98% | 2.06% | -5.22% | 7.14% | -1.61% | 7.60% | 27.95% |
Benchmark Metrics
SPDR SSGA US Large Cap Low Volatility Index ETF has an annualized alpha of 2.51%, beta of 0.75, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since February 21, 2013.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.91%) than losses (73.51%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.51%
- Beta
- 0.75
- R²
- 0.70
- Upside Capture
- 77.91%
- Downside Capture
- 73.51%
Expense Ratio
LGLV has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
LGLV ranks 39 for risk / return — above 39% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LGLV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.00 | -0.53 |
| Martin ratioReturn relative to average drawdown | 3.41 | 8.49 | -5.08 |
Dividends
Dividend History
SPDR SSGA US Large Cap Low Volatility Index ETF provided a 1.99% dividend yield over the last twelve months, with an annual payout of $3.73 per share. The fund has been increasing its distributions for 7 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.73 | $3.40 | $3.19 | $2.94 | $2.65 | $2.49 | $2.37 | $2.16 | $1.86 | $3.97 | $2.04 | $2.20 |
Dividend yield | 1.99% | 1.94% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR SSGA US Large Cap Low Volatility Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.97 | $0.00 | $1.93 | |||||
| 2025 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.84 | $0.00 | $0.00 | $0.95 | $3.40 |
| 2024 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.98 | $3.19 |
| 2023 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $1.03 | $2.94 |
| 2022 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.78 | $2.65 |
| 2021 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.63 | $2.49 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR SSGA US Large Cap Low Volatility Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SPDR SSGA US Large Cap Low Volatility Index ETF was 36.64%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current SPDR SSGA US Large Cap Low Volatility Index ETF drawdown is 2.14%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.64%Mar 2020 | 1mo 4d | 8mo 29d | 10mo 3dFeb 2020 - Dec 2020 | COVID crash2020 |
-17.49%Oct 2022 | 9mo 16d | 1y 2mo | 1y 12moDec 2021 - Dec 2023 | Bear market2022 |
-13.62%Dec 2018 | 3mo 1d | 1mo 27d | 4mo 28dSep 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-10.17%Apr 2025 | 4mo 10d | 1mo 11d | 5mo 21dNov 2024 - May 2025 | 2025 selloff2025 |
-10.06%Jan 2016 | 2mo 1d | 1mo 26d | 3mo 27dNov 2015 - Mar 2016 | — |
Drawdown Indicators
| LGLV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -56.78% | +20.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -9.10% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -10.17% | -18.90% | +8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -25.43% | +7.94% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -33.92% | -2.72% |
Current DrawdownCurrent decline from peak | -2.14% | -1.58% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -3.21% | -10.70% | +7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.14% | +0.81% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with LGLV
Add SPDR SSGA US Large Cap Low Volatility Index ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with LGLV