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MSTB vs. LGLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTB vs. LGLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LHA Market State Tactical Beta ETF (MSTB) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). The values are adjusted to include any dividend payments, if applicable.

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MSTB vs. LGLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MSTB
LHA Market State Tactical Beta ETF
-4.06%18.57%18.82%16.94%-22.72%21.89%9.45%
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
2.00%8.37%16.22%9.19%-8.17%27.95%11.58%

Returns By Period

In the year-to-date period, MSTB achieves a -4.06% return, which is significantly lower than LGLV's 2.00% return.


MSTB

1D
2.06%
1M
-4.32%
YTD
-4.06%
6M
-3.31%
1Y
19.00%
3Y*
14.50%
5Y*
6.74%
10Y*

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

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MSTB vs. LGLV - Expense Ratio Comparison

MSTB has a 1.40% expense ratio, which is higher than LGLV's 0.12% expense ratio.


Return for Risk

MSTB vs. LGLV — Risk / Return Rank

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

MSTB
MSTB Risk / Return Rank: 8282
Overall Rank
MSTB Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MSTB Sortino Ratio Rank: 8484
Sortino Ratio Rank
MSTB Omega Ratio Rank: 7979
Omega Ratio Rank
MSTB Calmar Ratio Rank: 8282
Calmar Ratio Rank
MSTB Martin Ratio Rank: 8383
Martin Ratio Rank

LGLV
LGLV Risk / Return Rank: 2525
Overall Rank
LGLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LGLV Sortino Ratio Rank: 2222
Sortino Ratio Rank
LGLV Omega Ratio Rank: 2222
Omega Ratio Rank
LGLV Calmar Ratio Rank: 2727
Calmar Ratio Rank
LGLV Martin Ratio Rank: 3030
Martin Ratio Rank
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.

MSTB vs. LGLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LHA Market State Tactical Beta ETF (MSTB) 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.


MSTBLGLVDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.35

+1.21

Sortino ratio

Return per unit of downside risk

2.22

0.58

+1.64

Omega ratio

Gain probability vs. loss probability

1.30

1.08

+0.23

Calmar ratio

Return relative to maximum drawdown

2.36

0.58

+1.78

Martin ratio

Return relative to average drawdown

9.27

2.44

+6.83

MSTB vs. LGLV - Sharpe Ratio Comparison

The current MSTB Sharpe Ratio is 1.57, which is higher than the LGLV Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of MSTB and LGLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSTBLGLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.35

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.72

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.78

-0.11

Correlation

The correlation between MSTB and LGLV is 0.67, 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

MSTB vs. LGLV - Dividend Comparison

MSTB's dividend yield for the trailing twelve months is around 0.43%, less than LGLV's 2.02% yield.


TTM20252024202320222021202020192018201720162015
MSTB
LHA Market State Tactical Beta ETF
0.43%0.41%0.95%0.16%1.34%2.20%1.78%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

MSTB vs. LGLV - Drawdown Comparison

The maximum MSTB drawdown since its inception was -25.64%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for MSTB and LGLV.


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Drawdown Indicators


MSTBLGLVDifference

Max Drawdown

Largest peak-to-trough decline

-25.64%

-36.64%

+11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-9.65%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-17.49%

-8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

Current Drawdown

Current decline from peak

-6.43%

-5.52%

-0.91%

Average Drawdown

Average peak-to-trough decline

-7.38%

-3.19%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.30%

-0.18%

Volatility

MSTB vs. LGLV - Volatility Comparison

LHA Market State Tactical Beta ETF (MSTB) has a higher volatility of 3.58% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 3.11%. This indicates that MSTB'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.


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Volatility by Period


MSTBLGLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.11%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

6.63%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

12.78%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

12.93%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

16.10%

-2.16%