SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV)
LGLV is a passive ETF by State Street tracking the investment results of the SSGA US Large Cap Low Volatility (TR). LGLV launched on Feb 20, 2013 and has a 0.12% expense ratio.
ETF Info
US78468R8043
78468R804
Feb 20, 2013
North America (U.S.)
1x
SSGA US Large Cap Low Volatility (TR)
Multi-Cap
Blend
Expense Ratio
LGLV has an expense ratio of 0.12%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) returned 6.14% year-to-date (YTD) and 16.36% over the past 12 months. Over the past 10 years, LGLV delivered an annualized return of 11.68%, outperforming the S&P 500 benchmark at 10.99%.
LGLV
6.14%
1.46%
0.02%
16.36%
10.31%
12.62%
11.68%
^GSPC (Benchmark)
0.92%
4.38%
-1.84%
12.48%
13.05%
13.71%
10.99%
Monthly Returns
The table below presents the monthly returns of LGLV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.03% | 2.68% | 0.02% | -1.88% | 2.14% | 0.08% | 6.14% | ||||||
| 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% |
| 2020 | 2.00% | -8.46% | -14.55% | 8.59% | 4.82% | -0.53% | 5.01% | 3.15% | -1.60% | -2.57% | 11.01% | 3.16% | 7.42% |
| 2019 | 6.33% | 4.44% | 1.93% | 3.98% | -1.50% | 5.24% | 1.63% | 1.11% | 1.20% | -0.19% | 1.82% | 1.44% | 30.83% |
| 2018 | 3.24% | -2.94% | -0.37% | -1.02% | 0.64% | 1.00% | 4.36% | 3.07% | 0.58% | -3.61% | 3.61% | -7.55% | 0.32% |
| 2017 | 0.46% | 5.88% | -0.61% | 0.69% | 1.73% | 0.37% | 1.68% | -0.55% | 1.85% | 1.94% | 3.17% | 0.10% | 17.84% |
| 2016 | -4.12% | 2.60% | 6.10% | 0.21% | 0.78% | 3.38% | 2.20% | -0.45% | -1.41% | -2.86% | 3.33% | 1.52% | 11.40% |
| 2015 | -1.12% | 1.84% | -0.96% | -1.35% | 1.58% | -1.53% | 3.19% | -6.18% | -1.11% | 8.91% | 0.04% | -0.44% | 2.20% |
| 2014 | -1.61% | 3.15% | 1.76% | 1.10% | 2.31% | 0.46% | -1.18% | 2.55% | -0.39% | 4.26% | 2.46% | 1.20% | 17.10% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, LGLV is among the top 13% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
SPDR SSGA US Large Cap Low Volatility Index ETF provided a 1.90% dividend yield over the last twelve months, with an annual payout of $3.32 per share. The fund has been increasing its distributions for 6 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.32 | $3.19 | $2.94 | $2.65 | $2.49 | $2.37 | $2.16 | $1.86 | $3.97 | $2.04 | $2.20 | $5.33 |
Dividend yield | 1.90% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% | 7.14% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.00 | $0.78 | ||||||
| 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 | $0.49 | $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 |
| 2020 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.96 | $2.37 |
| 2019 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.73 | $2.16 |
| 2018 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.58 | $1.86 |
| 2017 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $2.79 | $3.97 |
| 2016 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.66 | $2.04 |
| 2015 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.98 | $2.20 |
| 2014 | $0.36 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $4.18 | $5.33 |
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.
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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 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.64% | Feb 18, 2020 | 25 | Mar 23, 2020 | 188 | Dec 17, 2020 | 213 |
| -17.49% | Dec 30, 2021 | 198 | Oct 12, 2022 | 304 | Dec 28, 2023 | 502 |
| -13.61% | Sep 24, 2018 | 64 | Dec 24, 2018 | 37 | Feb 19, 2019 | 101 |
| -10.17% | Nov 29, 2024 | 88 | Apr 8, 2025 | 28 | May 19, 2025 | 116 |
| -10.06% | Nov 20, 2015 | 38 | Jan 20, 2016 | 37 | Mar 16, 2016 | 75 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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