USLV.L vs. ^SP500TR
Compare and contrast key facts about SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and S&P 500 Total Return (^SP500TR).
USLV.L is a passively managed fund by State Street that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 3, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USLV.L or ^SP500TR.
Correlation
The correlation between USLV.L and ^SP500TR is 0.40, 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
USLV.L vs. ^SP500TR - Performance Comparison
Key characteristics
USLV.L:
1.67
^SP500TR:
1.97
USLV.L:
2.61
^SP500TR:
2.64
USLV.L:
1.30
^SP500TR:
1.36
USLV.L:
1.95
^SP500TR:
2.98
USLV.L:
7.43
^SP500TR:
12.34
USLV.L:
2.16%
^SP500TR:
2.04%
USLV.L:
9.60%
^SP500TR:
12.79%
USLV.L:
-27.37%
^SP500TR:
-55.25%
USLV.L:
-2.71%
^SP500TR:
0.00%
Returns By Period
In the year-to-date period, USLV.L achieves a 3.11% return, which is significantly lower than ^SP500TR's 4.11% return. Over the past 10 years, USLV.L has underperformed ^SP500TR with an annualized return of 10.62%, while ^SP500TR has yielded a comparatively higher 13.29% annualized return.
USLV.L
3.11%
-1.34%
8.55%
15.63%
5.54%
10.62%
^SP500TR
4.11%
2.06%
9.72%
23.79%
14.38%
13.29%
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Risk-Adjusted Performance
USLV.L vs. ^SP500TR — Risk-Adjusted Performance Rank
USLV.L
^SP500TR
USLV.L vs. ^SP500TR - Risk-Adjusted Performance 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.
Drawdowns
USLV.L vs. ^SP500TR - Drawdown Comparison
The maximum USLV.L drawdown since its inception was -27.37%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for USLV.L and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
USLV.L vs. ^SP500TR - Volatility Comparison
The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) is 2.16%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.06%. This indicates that USLV.L experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.