SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) Sharpe Ratio: 0.33

LGLV's Sharpe Ratio of 0.33 indicates that for each unit of volatility, it generates 0.33 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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

Concerning

LGLV ranks above 13.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

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%): 0.90 or lower
Yellow zone (middle 50%): 0.90 to 2.51
Green zone (top 25%): 2.51 or higher
Top 1%: 7.77+
Median: 1.76 — 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 Jun 3, 2026.

Symbol	Name	1Y Sharpe Ratio
FLLV	Franklin Liberty U.S. Low Volatility ETF	3.50
LVHI	Legg Mason International Low Volatility High Dividend ETF	3.18
VSMV	VictoryShares US Multi-Factor Minimum Volatility ETF	2.73
DVQQ	WEBs QQQ Defined Volatility ETF	2.29
QLVE	FlexShares Emerging Markets Quality Low Volatility Index Fund	2.23
EJAN	Innovator Emerging Markets Power Buffer ETF January	2.06
QLV	FlexShares US Quality Low Volatility Index Fund	1.98
DVSP	WEBs SPY Defined Volatility ETF	1.95
FDLO	Fidelity Low Volatility Factor ETF	1.91
SMLV	SPDR SSGA US Small Cap Low Volatility Index ETF	1.62
LGLV	SPDR SSGA US Large Cap Low Volatility Index ETF	0.33

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 charts...

Sharpe Ratio Calculator

How does LGLV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio