LGLV vs. PSCC

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and Invesco S&P SmallCap Consumer Staples ETF (PSCC).

LGLV and PSCC 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. PSCC is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 Capped Consumer Staples. It was launched on Apr 7, 2010. Both LGLV and PSCC 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. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). The values are adjusted to include any dividend payments, if applicable.

LGLV vs. PSCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF	2.00%	8.37%	16.22%	9.19%	-8.17%	27.95%	7.42%	30.83%	0.32%	17.84%
PSCC Invesco S&P SmallCap Consumer Staples ETF	1.80%	-16.47%	0.98%	14.83%	-6.66%	28.82%	11.17%	17.39%	-6.72%	9.72%

Returns By Period

In the year-to-date period, LGLV achieves a 2.00% return, which is significantly higher than PSCC's 1.80% return. Over the past 10 years, LGLV has outperformed PSCC with an annualized return of 11.24%, while PSCC has yielded a comparatively lower 6.36% annualized return.

LGLV

• 1D: 1.10%
• 1M: -5.28%
• YTD: 2.00%
• 6M: 1.06%
• 1Y: 4.45%
• 3Y*: 11.46%
• 5Y*: 9.25%
• 10Y*: 11.24%

PSCC

• 1D: 0.96%
• 1M: -10.43%
• YTD: 1.80%
• 6M: -3.60%
• 1Y: -8.21%
• 3Y*: -3.07%
• 5Y*: 0.38%
• 10Y*: 6.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGLV vs. PSCC - Expense Ratio Comparison

LGLV has a 0.12% expense ratio, which is lower than PSCC's 0.29% expense ratio.

PSCC

Invesco S&P SmallCap Consumer Staples ETF

LGLV

SPDR SSGA US Large Cap Low Volatility Index ETF

Return for Risk

LGLV vs. PSCC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGLV

LGLV Risk / Return Rank: 25
LGLV Sharpe Ratio Rank: 23
LGLV Sortino Ratio Rank: 22
LGLV Omega Ratio Rank: 22
LGLV Calmar Ratio Rank: 27
LGLV Martin Ratio Rank: 30

PSCC

PSCC Risk / Return Rank: 4
PSCC Sharpe Ratio Rank: 4
PSCC Sortino Ratio Rank: 4
PSCC Omega Ratio Rank: 4
PSCC Calmar Ratio Rank: 4
PSCC Martin Ratio Rank: 5

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LGLV vs. PSCC - 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 Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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	PSCC	Difference
Sharpe ratio Return per unit of total volatility	0.35	-0.46	+0.81
Sortino ratio Return per unit of downside risk	0.58	-0.55	+1.13
Omega ratio Gain probability vs. loss probability	1.08	0.94	+0.14
Calmar ratio Return relative to maximum drawdown	0.58	-0.50	+1.08
Martin ratio Return relative to average drawdown	2.44	-0.94	+3.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGLV vs. PSCC - Sharpe Ratio Comparison

The current LGLV Sharpe Ratio is 0.35, which is higher than the PSCC Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of LGLV and PSCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LGLV	PSCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	-0.46	+0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.02	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.33	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.54	+0.23

Correlation

The correlation between LGLV and PSCC is 0.56, 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. PSCC - Dividend Comparison

LGLV's dividend yield for the trailing twelve months is around 2.02%, less than PSCC's 2.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF	2.02%	1.94%	1.93%	2.03%	1.95%	1.65%	1.98%	1.89%	2.09%	4.39%	2.54%	2.97%
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.19%	2.35%	1.88%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%

Drawdowns

LGLV vs. PSCC - Drawdown Comparison

The maximum LGLV drawdown since its inception was -36.64%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for LGLV and PSCC.

Drawdown Indicators

	LGLV	PSCC	Difference
Max Drawdown Largest peak-to-trough decline	-36.64%	-33.61%	-3.03%
Max Drawdown (1Y) Largest decline over 1 year	-9.65%	-15.17%	+5.52%
Max Drawdown (5Y) Largest decline over 5 years	-17.49%	-23.36%	+5.87%
Max Drawdown (10Y) Largest decline over 10 years	-36.64%	-33.61%	-3.03%
Current Drawdown Current decline from peak	-5.52%	-20.52%	+15.00%
Average Drawdown Average peak-to-trough decline	-3.19%	-5.84%	+2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	8.07%	-5.77%

Volatility

LGLV vs. PSCC - Volatility Comparison

The current volatility for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) is 3.11%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 4.93%. This indicates that LGLV experiences smaller price fluctuations and is considered to be less risky than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGLV	PSCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	4.93%	-1.82%
Volatility (6M) Calculated over the trailing 6-month period	6.63%	10.37%	-3.74%
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	18.06%	-5.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.93%	18.32%	-5.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	19.29%	-3.19%