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
| ISIN | US78468R8043 |
|---|---|
| CUSIP | 78468R804 |
| Issuer | State Street |
| Inception Date | Feb 20, 2013 |
| Region | North America (U.S.) |
| Category | Volatility Hedged Equity |
| Leveraged | 1x |
| Index Tracked | SSGA US Large Cap Low Volatility (TR) |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
LGLV has an expense ratio of 0.12%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: LGLV vs. SPTM, LGLV vs. SMLV, LGLV vs. VOO, LGLV vs. SCHD, LGLV vs. VDC, LGLV vs. GRID, LGLV vs. SMLF, LGLV vs. PSCC, LGLV vs. FNDX, LGLV vs. IWY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR SSGA US Large Cap Low Volatility Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SPDR SSGA US Large Cap Low Volatility Index ETF had a return of 21.70% year-to-date (YTD) and 28.03% in the last 12 months. Over the past 10 years, SPDR SSGA US Large Cap Low Volatility Index ETF had an annualized return of 11.91%, while the S&P 500 benchmark had an annualized return of 11.39%, indicating that SPDR SSGA US Large Cap Low Volatility Index ETF performed slightly bigger than the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 21.70% | 25.48% |
| 1 month | 1.79% | 2.14% |
| 6 months | 13.48% | 12.76% |
| 1 year | 28.03% | 33.14% |
| 5 years (annualized) | 11.44% | 13.96% |
| 10 years (annualized) | 11.91% | 11.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.17% | 3.52% | 2.98% | -4.19% | 2.60% | 0.20% | 5.01% | 4.48% | 1.54% | -0.61% | 21.70% | ||
| 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% |
| 2013 | 1.56% | 3.64% | 2.40% | -0.81% | -0.69% | 4.53% | -4.71% | 2.42% | 5.94% | 1.65% | 1.52% | 18.41% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of LGLV is 92, placing it in the top 8% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
SPDR SSGA US Large Cap Low Volatility Index ETF provided a 1.86% dividend yield over the last twelve months, with an annual payout of $3.24 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.24 | $2.94 | $2.65 | $2.49 | $2.37 | $2.16 | $1.86 | $3.97 | $2.04 | $2.20 | $5.33 | $2.05 |
Dividend yield | 1.86% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% | 7.14% | 2.99% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $2.21 | |
| 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 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $4.18 | $5.33 |
| 2013 | $0.11 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $1.12 | $2.05 |
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.
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 0.27%.
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 |
| -10.06% | Nov 20, 2015 | 38 | Jan 20, 2016 | 37 | Mar 16, 2016 | 75 |
| -9.04% | Aug 18, 2015 | 28 | Sep 29, 2015 | 18 | Oct 28, 2015 | 46 |
Volatility
Volatility Chart
The current SPDR SSGA US Large Cap Low Volatility Index ETF volatility is 2.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.