SPTM vs. LGLV

Last updated Jun 4, 2026

SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and LGLV (SPDR SSGA US Large Cap Low Volatility Index ETF) are both exchange-traded funds - SPTM is a Large Cap Blend Equities fund tracking the S&P Composite 1500 Index, while LGLV is a Volatility Hedged Equity fund tracking the SSGA US Large Cap Low Volatility (TR). Both are passively managed. Over the past 10 years, SPTM returned 15.21%/yr vs 11.00%/yr for LGLV. A 0.74 correlation means they provide meaningful diversification when combined. SPTM charges 0.03%/yr vs 0.12%/yr for LGLV.

Performance

SPTM vs. LGLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPTM achieves a 11.10% return, which is significantly higher than LGLV's 0.83% return. Over the past 10 years, SPTM has outperformed LGLV with an annualized return of 15.21%, while LGLV has yielded a comparatively lower 11.00% annualized return.

SPTM

• 1D: -0.67%
• 1M: 4.87%
• YTD: 11.10%
• 6M: 11.13%
• 1Y: 27.84%
• 3Y*: 21.90%
• 5Y*: 13.38%
• 10Y*: 15.21%

LGLV

• 1D: -0.06%
• 1M: -1.79%
• YTD: 0.83%
• 6M: 1.07%
• 1Y: 2.87%
• 3Y*: 11.07%
• 5Y*: 7.70%
• 10Y*: 11.00%

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

SPTM vs. LGLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	11.10%	16.93%	23.87%	25.55%	-17.75%	28.58%	17.94%	31.34%	-5.30%	21.18%
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF	0.83%	8.37%	16.22%	9.19%	-8.17%	27.95%	7.42%	30.83%	0.32%	17.84%

Correlation

The correlation between SPTM and LGLV is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Feb 22, 2013	0.74

Over the past year, the correlation between SPTM and LGLV has dropped to 0.48 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

SPTM vs. LGLV - Sectors Allocation Comparison

Sectors	SPTM	LGLV
Technology	34.0%	8.8%
Financial Services	12.1%	9.9%
Communication Services	10.5%	4.2%
Consumer Cyclical	10.3%	9.4%
Industrials	9.4%	18.4%
Healthcare	8.6%	7.0%
Consumer Defensive	4.8%	5.9%
Energy	3.7%	3.7%
Utilities	2.3%	11.8%
Real Estate	2.3%	17.4%
Basic Materials	2.0%	3.5%

Return for Risk

SPTM vs. LGLV — Risk / Return Rank

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

SPTM

SPTM Risk / Return Rank: 70
SPTM Sharpe Ratio Rank: 70
SPTM Sortino Ratio Rank: 69
SPTM Omega Ratio Rank: 69
SPTM Calmar Ratio Rank: 64
SPTM Martin Ratio Rank: 76

LGLV

LGLV Risk / Return Rank: 13
LGLV Sharpe Ratio Rank: 13
LGLV Sortino Ratio Rank: 12
LGLV Omega Ratio Rank: 12
LGLV Calmar Ratio Rank: 14
LGLV Martin Ratio Rank: 14

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.

SPTM vs. LGLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) 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.

	SPTM	LGLV	Difference
Sharpe ratio: Return per unit of total volatility	2.36	0.31	+2.04
Sortino ratio: Return per unit of downside risk	3.23	0.51	+2.71
Omega ratio: Gain probability vs. loss probability	1.43	1.06	+0.37
Calmar ratio: Return relative to maximum drawdown	3.22	0.42	+2.80
Martin ratio: Return relative to average drawdown	15.01	1.08	+13.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPTM vs. LGLV - Sharpe Ratio Comparison

The current SPTM Sharpe Ratio is 2.36, which is higher than the LGLV Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SPTM and LGLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SPTM	LGLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	0.31	+2.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.60	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	0.69	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.76	-0.31

Drawdowns

SPTM vs. LGLV - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than LGLV's maximum drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for SPTM and LGLV.

Drawdown Indicators

	SPTM	LGLV	Difference
Max Drawdown Largest peak-to-trough decline	-54.80%	-36.64%	-18.16%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-6.86%	-1.82%
Max Drawdown (3Y) Largest decline over 3 years	-18.87%	-10.17%	-8.70%
Max Drawdown (5Y) Largest decline over 5 years	-24.14%	-17.49%	-6.65%
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	-36.64%	+1.98%
Current Drawdown Current decline from peak	-0.67%	-6.60%	+5.93%
Average Drawdown Average peak-to-trough decline	-9.05%	-3.21%	-5.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.67%	-0.81%

Volatility

SPTM vs. LGLV - Volatility Comparison

SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 2.88% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 2.42%. This indicates that SPTM'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.

Volatility by Period

	SPTM	LGLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.42%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	8.92%	6.52%	+2.40%
Volatility (1Y) Calculated over the trailing 1-year period	11.88%	9.20%	+2.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	12.91%	+3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.03%	16.06%	+1.97%

SPTM vs. LGLV - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than LGLV's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SPTM vs. LGLV - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.04%, less than LGLV's 2.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF	2.04%	1.94%	1.93%	2.03%	1.95%	1.65%	1.98%	1.89%	2.09%	4.39%	2.54%	2.97%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	1.04%	1.13%	1.28%	1.44%	1.69%	1.25%	1.56%	1.72%	1.90%	1.66%	1.91%	1.92%

Frequently Asked Questions

Can I hold both SPTM and LGLV in my portfolio?

SPTM and LGLV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SPTM or LGLV?

SPTM has higher volatility (2.88%) compared to LGLV (2.42%). In terms of maximum drawdown, SPTM dropped -54.80% vs LGLV's -36.64%.

Which ETF is better, SPTM or LGLV?

On 10-year performance, SPTM leads with 15.21% vs 11.00% for LGLV. On fees, SPTM is cheaper at 0.03% per year. On volatility, LGLV has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SPTM or LGLV?

Over the 10-year period, SPTM has performed better with a 15.21% return vs 11.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SPTM or LGLV?

SPTM is cheaper with a 0.03% expense ratio, compared with 0.12% for LGLV.

Which ETF pays a higher dividend yield, SPTM or LGLV?

LGLV has the higher dividend yield at 2.04%, compared with 1.04% for SPTM.

What is the main difference between SPTM and LGLV?

SPTM is categorized as Large Cap Blend Equities, while LGLV is Volatility Hedged Equity. SPTM tracks S&P Composite 1500 Index, while LGLV tracks SSGA US Large Cap Low Volatility (TR). Their fees differ too: 0.03% for SPTM and 0.12% for LGLV.

Which has better risk-adjusted returns?

SPTM currently has the higher Sharpe Ratio (2.36 vs 0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.