SPMD.L vs. LGLV
Compare and contrast key facts about iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) (SPMD.L) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV).
SPMD.L and LGLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPMD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Feb 21, 2018. 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. Both SPMD.L and LGLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPMD.L or LGLV.
Correlation
The correlation between SPMD.L and LGLV is 0.53, 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.
Performance
SPMD.L vs. LGLV - Performance Comparison
Key characteristics
SPMD.L:
1.92
LGLV:
1.95
SPMD.L:
2.70
LGLV:
2.73
SPMD.L:
1.34
LGLV:
1.34
SPMD.L:
2.91
LGLV:
2.32
SPMD.L:
9.51
LGLV:
7.23
SPMD.L:
1.98%
LGLV:
2.56%
SPMD.L:
9.77%
LGLV:
9.50%
SPMD.L:
-33.34%
LGLV:
-36.64%
SPMD.L:
-0.18%
LGLV:
-3.21%
Returns By Period
In the year-to-date period, SPMD.L achieves a 4.24% return, which is significantly higher than LGLV's 3.46% return.
SPMD.L
4.24%
2.85%
6.65%
18.24%
9.09%
N/A
LGLV
3.46%
1.45%
5.68%
16.75%
9.36%
11.45%
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SPMD.L vs. LGLV - Expense Ratio Comparison
SPMD.L has a 0.20% expense ratio, which is higher than LGLV's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPMD.L vs. LGLV — Risk-Adjusted Performance Rank
SPMD.L
LGLV
SPMD.L vs. LGLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) (SPMD.L) 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.
Dividends
SPMD.L vs. LGLV - Dividend Comparison
SPMD.L's dividend yield for the trailing twelve months is around 1.23%, less than LGLV's 1.87% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPMD.L iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) | 1.23% | 1.28% | 1.46% | 1.35% | 1.27% | 1.54% | 1.52% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 1.87% | 1.93% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% | 7.14% |
Drawdowns
SPMD.L vs. LGLV - Drawdown Comparison
The maximum SPMD.L drawdown since its inception was -33.34%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for SPMD.L and LGLV. For additional features, visit the drawdowns tool.
Volatility
SPMD.L vs. LGLV - Volatility Comparison
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) (SPMD.L) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) have volatilities of 2.78% and 2.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.