SPTM vs. LGLV
Compare and contrast key facts about SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV).
SPTM and LGLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000. 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 SPTM 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: SPTM or LGLV.
Performance
SPTM vs. LGLV - Performance Comparison
Returns By Period
In the year-to-date period, SPTM achieves a 25.47% return, which is significantly higher than LGLV's 21.87% return. Over the past 10 years, SPTM has outperformed LGLV with an annualized return of 12.91%, while LGLV has yielded a comparatively lower 11.80% annualized return.
SPTM
25.47%
2.08%
13.60%
32.28%
15.40%
12.91%
LGLV
21.87%
1.96%
15.26%
26.77%
11.51%
11.80%
Key characteristics
| SPTM | LGLV | |
|---|---|---|
| Sharpe Ratio | 2.68 | 3.05 |
| Sortino Ratio | 3.59 | 4.23 |
| Omega Ratio | 1.50 | 1.55 |
| Calmar Ratio | 3.91 | 5.27 |
| Martin Ratio | 17.24 | 18.70 |
| Ulcer Index | 1.90% | 1.46% |
| Daily Std Dev | 12.20% | 8.94% |
| Max Drawdown | -54.80% | -36.64% |
| Current Drawdown | -0.91% | -0.12% |
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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%.
Correlation
The correlation between SPTM and LGLV is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SPTM vs. LGLV - Risk-Adjusted Performance 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.
Dividends
SPTM vs. LGLV - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.24%, less than LGLV's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.24% | 1.44% | 1.69% | 1.25% | 1.56% | 1.71% | 1.90% | 1.66% | 1.91% | 1.92% | 2.08% | 1.63% |
LGLV SPDR SSGA US Large Cap Low Volatility Index ETF | 1.86% | 2.03% | 1.95% | 1.65% | 1.98% | 1.89% | 2.09% | 4.39% | 2.54% | 2.97% | 7.14% | 2.99% |
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. For additional features, visit the drawdowns tool.
Volatility
SPTM vs. LGLV - Volatility Comparison
SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 4.09% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 3.14%. 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.