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LGLV vs. SMLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LGLV and SMLF is 0.68, 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.


-0.50.00.51.00.7

Performance

LGLV vs. SMLF - 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 iShares MSCI USA Small-Cap Multifactor ETF (SMLF). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.16%
10.24%
LGLV
SMLF

Key characteristics

Sharpe Ratio

LGLV:

1.91

SMLF:

1.38

Sortino Ratio

LGLV:

2.62

SMLF:

1.95

Omega Ratio

LGLV:

1.33

SMLF:

1.24

Calmar Ratio

LGLV:

2.24

SMLF:

2.68

Martin Ratio

LGLV:

7.56

SMLF:

6.87

Ulcer Index

LGLV:

2.37%

SMLF:

3.56%

Daily Std Dev

LGLV:

9.41%

SMLF:

17.75%

Max Drawdown

LGLV:

-36.64%

SMLF:

-41.89%

Current Drawdown

LGLV:

-4.91%

SMLF:

-5.36%

Returns By Period

In the year-to-date period, LGLV achieves a 1.65% return, which is significantly lower than SMLF's 3.50% return.


LGLV

YTD

1.65%

1M

-0.21%

6M

7.17%

1Y

18.48%

5Y*

9.63%

10Y*

11.35%

SMLF

YTD

3.50%

1M

-1.16%

6M

10.24%

1Y

25.41%

5Y*

11.22%

10Y*

N/A

*Annualized

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. SMLF - Expense Ratio Comparison

LGLV has a 0.12% expense ratio, which is lower than SMLF's 0.30% expense ratio.


SMLF
iShares MSCI USA Small-Cap Multifactor ETF
Expense ratio chart for SMLF: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for LGLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

LGLV vs. SMLF — Risk-Adjusted Performance Rank

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

LGLV
The Risk-Adjusted Performance Rank of LGLV is 7272
Overall Rank
The Sharpe Ratio Rank of LGLV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LGLV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LGLV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of LGLV is 6969
Calmar Ratio Rank
The Martin Ratio Rank of LGLV is 6363
Martin Ratio Rank

SMLF
The Risk-Adjusted Performance Rank of SMLF is 6161
Overall Rank
The Sharpe Ratio Rank of SMLF is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SMLF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SMLF is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SMLF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SMLF is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LGLV vs. SMLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). 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.


Sharpe ratio
The chart of Sharpe ratio for LGLV, currently valued at 1.91, compared to the broader market0.002.004.001.911.38
The chart of Sortino ratio for LGLV, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.0012.002.621.95
The chart of Omega ratio for LGLV, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.24
The chart of Calmar ratio for LGLV, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.242.68
The chart of Martin ratio for LGLV, currently valued at 7.56, compared to the broader market0.0020.0040.0060.0080.00100.007.566.87
LGLV
SMLF

The current LGLV Sharpe Ratio is 1.91, which is higher than the SMLF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of LGLV and SMLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.91
1.38
LGLV
SMLF

Dividends

LGLV vs. SMLF - Dividend Comparison

LGLV's dividend yield for the trailing twelve months is around 1.90%, more than SMLF's 1.29% yield.


TTM20242023202220212020201920182017201620152014
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
1.90%1.93%2.03%1.95%1.65%1.98%1.89%2.09%4.39%2.54%2.97%7.14%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
1.29%1.33%1.13%1.23%1.07%1.32%1.39%1.16%0.93%0.78%0.79%0.00%

Drawdowns

LGLV vs. SMLF - Drawdown Comparison

The maximum LGLV drawdown since its inception was -36.64%, smaller than the maximum SMLF drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for LGLV and SMLF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.91%
-5.36%
LGLV
SMLF

Volatility

LGLV vs. SMLF - Volatility Comparison

The current volatility for SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) is 3.94%, while iShares MSCI USA Small-Cap Multifactor ETF (SMLF) has a volatility of 6.15%. This indicates that LGLV experiences smaller price fluctuations and is considered to be less risky than SMLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.94%
6.15%
LGLV
SMLF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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