LGLV vs. EJAN
Compare and contrast key facts about SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and Innovator Emerging Markets Power Buffer ETF January (EJAN).
LGLV and EJAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EJAN is a passively managed fund by Innovator that tracks the performance of the MSCI Emerging Markets Index. It was launched on Jan 1, 2020. Both LGLV and EJAN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LGLV vs. EJAN - Performance Comparison
Loading graphics...
LGLV vs. EJAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.28% | 8.37% | 16.22% | 9.19% | -8.17% | 27.95% | 7.03% |
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.86% | 14.78% | 2.69% | 5.37% | -8.01% | -1.53% | 10.46% |
Returns By Period
In the year-to-date period, LGLV achieves a 2.28% return, which is significantly higher than EJAN's 0.86% return.
LGLV
- 1D
- 0.28%
- 1M
- -5.25%
- YTD
- 2.28%
- 6M
- 1.83%
- 1Y
- 4.62%
- 3Y*
- 11.56%
- 5Y*
- 9.31%
- 10Y*
- 11.27%
EJAN
- 1D
- 0.44%
- 1M
- -2.79%
- YTD
- 0.86%
- 6M
- 2.62%
- 1Y
- 12.50%
- 3Y*
- 6.53%
- 5Y*
- 2.25%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LGLV vs. EJAN - Expense Ratio Comparison
LGLV has a 0.12% expense ratio, which is lower than EJAN's 0.89% expense ratio.
Return for Risk
LGLV vs. EJAN — Risk / Return Rank
LGLV
EJAN
LGLV vs. EJAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and Innovator Emerging Markets Power Buffer ETF January (EJAN). 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.
| LGLV | EJAN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.27 | -0.91 |
Sortino ratioReturn per unit of downside risk | 0.59 | 1.88 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.32 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.69 | -1.20 |
Martin ratioReturn relative to average drawdown | 2.04 | 8.03 | -5.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LGLV | EJAN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.27 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.20 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.29 | +0.49 |
Correlation
The correlation between LGLV and EJAN is 0.45, 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.
Dividends
LGLV vs. EJAN - Dividend Comparison
LGLV's dividend yield for the trailing twelve months is around 2.01%, while EJAN has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 2.01% | 1.94% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% |
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LGLV vs. EJAN - Drawdown Comparison
The maximum LGLV drawdown since its inception was -36.64%, which is greater than EJAN's maximum drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for LGLV and EJAN.
Loading graphics...
Drawdown Indicators
| LGLV | EJAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -22.23% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -7.42% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -22.00% | +4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | — | — |
Current DrawdownCurrent decline from peak | -5.25% | -3.84% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -5.92% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 1.58% | +0.75% |
Volatility
LGLV vs. EJAN - Volatility Comparison
The current volatility for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) is 3.12%, while Innovator Emerging Markets Power Buffer ETF January (EJAN) has a volatility of 5.22%. This indicates that LGLV experiences smaller price fluctuations and is considered to be less risky than EJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LGLV | EJAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 5.22% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 6.46% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 9.85% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 11.05% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 12.78% | +3.32% |