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USLV.L vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

USLV.L vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USLV.L is traded in GBP, while ^SP500TR is traded in USD. To make them comparable, the ^SP500TR values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, USLV.L achieves a 7.48% return, which is significantly lower than ^SP500TR's 9.75% return. Over the past 10 years, USLV.L has underperformed ^SP500TR with an annualized return of 7.41%, while ^SP500TR has yielded a comparatively higher 14.72% annualized return.


USLV.L

1D
-1.03%
1M
3.22%
6M
5.43%
YTD
7.48%
1Y
6.85%
3Y*
6.32%
5Y*
6.29%
10Y*
7.41%
ALL TIME*
7.02%

^SP500TR

1D
-0.04%
1M
-2.35%
6M
7.42%
YTD
9.75%
1Y
19.52%
3Y*
17.79%
5Y*
13.38%
10Y*
14.72%
ALL TIME*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USLV.L vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USLV.L
SPDR S&P 500 Low Volatility UCITS ETF
7.48%-2.67%15.48%-6.04%6.92%26.04%-5.76%22.99%4.04%6.57%
^SP500TR
S&P 500 Total Return
9.75%9.48%27.20%19.98%-8.37%29.92%14.92%26.48%1.29%11.30%

Correlation

The correlation between USLV.L and ^SP500TR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2012

0.41

The correlation between USLV.L and ^SP500TR shifts across timeframes, from -0.09 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USLV.L vs. ^SP500TR — Risk / Return Rank

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

USLV.L
USLV.L Risk / Return Rank: 2323
Overall Rank
USLV.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
USLV.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
USLV.L Omega Ratio Rank: 2121
Omega Ratio Rank
USLV.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
USLV.L Martin Ratio Rank: 2424
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 7575
Overall Rank
^SP500TR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 7171
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 7373
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 7373
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 8686
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.

USLV.L vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and S&P 500 Total Return (^SP500TR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USLV.L^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.11

1.30

-0.19

Calmar ratioReturn relative to maximum drawdown

0.86

2.60

-1.74

Martin ratioReturn relative to average drawdown

2.09

9.69

-7.60

USLV.L vs. ^SP500TR - Sharpe Ratio Comparison

The current USLV.L Sharpe Ratio is 0.62, which is lower than the ^SP500TR Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of USLV.L and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USLV.L vs. ^SP500TR - Drawdown Comparison

The maximum USLV.L drawdown since its inception was -40.77%, which is greater than ^SP500TR's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for USLV.L and ^SP500TR.


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Drawdown Indicators


USLV.L^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-40.77%

-34.87%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-7.54%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-21.89%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.65%

-21.89%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-25.86%

-1.51%

Current Drawdown

Current decline from peak

-1.77%

-2.35%

+0.58%

Average Drawdown

Average peak-to-trough decline

-9.78%

-4.74%

-5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.02%

+1.25%

Volatility

USLV.L vs. ^SP500TR - Volatility Comparison

SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) has a higher volatility of 3.93% compared to S&P 500 Total Return (^SP500TR) at 3.01%. This indicates that USLV.L's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLV.L^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

3.01%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

8.99%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

12.08%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

15.94%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

18.05%

-1.18%

Frequently Asked Questions


USLV.L and ^SP500TR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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