SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) Sharpe Ratio: 0.35

LGLV's Sharpe Ratio of 0.35 indicates that for each unit of volatility, it generates 0.35 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

LGLV Sharpe Ratio Rank

Below Average

LGLV ranks above 23.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

LGLV Sharpe Ratio Market Positioning

The chart shows LGLV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.47 or lower
Yellow zone (middle 50%): 0.47 to 1.38
Green zone (top 25%): 1.38 or higher
Top 1%: 5.66+
Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR SSGA US Large Cap Low Volatility Index ETF's Sharpe Ratio with other ETFs in the Volatility Hedged Equity category across multiple time periods, showing how LGLV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
LVHI	Legg Mason International Low Volatility High Dividend ETF	2.41
EELV	Invesco S&P Emerging Markets Low Volatility ETF	1.65
IDLV	Invesco S&P International Developed Low Volatility ETF	1.55
FLLV	Franklin Liberty U.S. Low Volatility ETF	1.55
QLVD	FlexShares Developed Markets ex-US Quality Low Volatility Index Fund	1.41
VSMV	VictoryShares US Multi-Factor Minimum Volatility ETF	1.39
QLVE	FlexShares Emerging Markets Quality Low Volatility Index Fund	1.26
EJAN	Innovator Emerging Markets Power Buffer ETF January	1.25
XVOL	Acruence Active Hedge U.S. Equity ETF	0.92
SIXH	6 Meridian Hedged Equity-Index Option Strategy ETF	0.87
LGLV	SPDR SSGA US Large Cap Low Volatility Index ETF	0.35

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows LGLV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when LGLV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...

Explore LGLV risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

LGLV Sortino Ratio