Correlation
The correlation between BUSA and LGLV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
BUSA vs. LGLV
Compare and contrast key facts about Brandes U.S. Value ETF (BUSA) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV).
BUSA and LGLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUSA is an actively managed fund by Brandes. It was launched on Oct 3, 2023. LGLV is a passively managed fund by State Street that tracks the performance of the SSGA US Large Cap Low Volatility (TR). It was launched on Feb 20, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUSA or LGLV.
Performance
BUSA vs. LGLV - Performance Comparison
Loading data...
Key characteristics
BUSA:
0.60
LGLV:
1.35
BUSA:
0.91
LGLV:
1.84
BUSA:
1.13
LGLV:
1.26
BUSA:
0.69
LGLV:
1.73
BUSA:
2.45
LGLV:
6.06
BUSA:
3.98%
LGLV:
2.91%
BUSA:
16.80%
LGLV:
13.43%
BUSA:
-14.19%
LGLV:
-36.64%
BUSA:
-4.45%
LGLV:
-0.84%
Returns By Period
In the year-to-date period, BUSA achieves a 2.13% return, which is significantly lower than LGLV's 6.06% return.
BUSA
2.13%
3.08%
-4.45%
10.01%
N/A
N/A
N/A
LGLV
6.06%
2.14%
-0.75%
18.05%
10.19%
13.34%
11.54%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BUSA vs. LGLV - Expense Ratio Comparison
BUSA has a 0.60% expense ratio, which is higher than LGLV's 0.12% expense ratio.
Risk-Adjusted Performance
BUSA vs. LGLV — Risk-Adjusted Performance Rank
BUSA
LGLV
BUSA vs. LGLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes U.S. Value ETF (BUSA) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Loading data...
Dividends
BUSA vs. LGLV - Dividend Comparison
BUSA's dividend yield for the trailing twelve months is around 1.49%, less than LGLV's 1.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUSA Brandes U.S. Value ETF | 1.49% | 1.37% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 1.91% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% | 7.14% |
Drawdowns
BUSA vs. LGLV - Drawdown Comparison
The maximum BUSA drawdown since its inception was -14.19%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for BUSA and LGLV.
Loading data...
Volatility
BUSA vs. LGLV - Volatility Comparison
Brandes U.S. Value ETF (BUSA) has a higher volatility of 4.64% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 3.66%. This indicates that BUSA's price experiences larger fluctuations and is considered to be riskier than LGLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...