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SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) Sharpe Ratio: 0.99

ETF · Currency in USD · Last updated Aug 2, 2026

The SPDR SSGA U.S. Large Cap Low Volatility Index ETF seeks to track a low-volatility index of U.S. large-cap equities selected and weighted to reduce volatility relative to the broader large-cap market.

LGLV's Sharpe Ratio of 0.99 indicates that for each unit of volatility, it generates 0.99 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

LGLV Sharpe Ratio Rank

LGLV Sharpe Ratio Rank: 39.940
Below Average

LGLV ranks above 39.9% 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%): 0.56 or lower
  • Yellow zone (middle 50%): 0.56 to 1.73
  • Green zone (top 25%): 1.73 or higher
  • Top 1%: 6.33+
  • Median: 1.25 — 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 Low Volatility 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 Aug 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.72
FLLVFranklin Liberty U.S. Low Volatility ETF3.09
CILVictoryShares International Volatility Wtd ETF2.51
VSMVVictoryShares US Multi-Factor Minimum Volatility ETF2.46
CDCVictoryShares US EQ Income Enhanced Volatility Wtd ETF2.14
CDLVictoryShares US Large Cap High Dividend Volatility Wtd ETF2.13
SMLVSPDR SSGA US Small Cap Low Volatility Index ETF2.12
QLVFlexShares US Quality Low Volatility Index Fund1.99
VFMVVanguard U.S. Minimum Volatility ETF1.76
FDLOFidelity Low Volatility Factor ETF1.70
LGLVSPDR SSGA US Large Cap Low Volatility Index ETF0.99
Benchmark

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Time Period

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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.

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Sharpe Ratio Calculator

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