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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 7.43% return, which is significantly lower than ^SP500TR's 10.37% return. Over the past 10 years, USLV.L has underperformed ^SP500TR with an annualized return of 8.09%, while ^SP500TR has yielded a comparatively higher 15.87% annualized return.


USLV.L

1D
0.23%
1M
3.73%
YTD
7.43%
6M
8.47%
1Y
9.64%
3Y*
7.22%
5Y*
7.21%
10Y*
8.09%

^SP500TR

1D
-0.23%
1M
-0.19%
YTD
10.37%
6M
9.28%
1Y
26.53%
3Y*
19.46%
5Y*
14.20%
10Y*
15.87%
*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
7.43%-2.67%15.48%-6.04%6.92%26.04%-5.76%22.99%4.04%6.57%
^SP500TR
S&P 500 Total Return
10.37%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 -0.06, 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

-0.06

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

0.13

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

0.20

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

0.35

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 -0.06 (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: 2525
Overall Rank
USLV.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
USLV.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
USLV.L Omega Ratio Rank: 2323
Omega Ratio Rank
USLV.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
USLV.L Martin Ratio Rank: 2424
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 7979
Overall Rank
^SP500TR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 7878
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8181
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 7575
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

-1.32

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.16

1.41

-0.26

Calmar ratioReturn relative to maximum drawdown

1.21

3.53

-2.33

Martin ratioReturn relative to average drawdown

2.96

13.35

-10.39

USLV.L vs. ^SP500TR - Sharpe Ratio Comparison

The current USLV.L Sharpe Ratio is 0.90, which is lower than the ^SP500TR Sharpe Ratio of 2.22. 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

-1.81%

-1.81%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.82%

-4.74%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

1.99%

+1.26%

Volatility

USLV.L vs. ^SP500TR - Volatility Comparison

SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and S&P 500 Total Return (^SP500TR) have volatilities of 4.18% and 4.33%, 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.


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Volatility by Period


USLV.L^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.33%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

8.97%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

12.03%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

15.95%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

18.09%

-1.18%

Frequently Asked Questions


USLV.L and ^SP500TR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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