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ZECP vs. LGLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZECP vs. LGLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Earnings Consistent Portfolio ETF (ZECP) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). The values are adjusted to include any dividend payments, if applicable.

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ZECP vs. LGLV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZECP
Zacks Earnings Consistent Portfolio ETF
-2.68%15.03%17.32%13.88%-13.41%7.75%
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
2.00%8.37%16.22%9.19%-8.17%8.24%

Returns By Period

In the year-to-date period, ZECP achieves a -2.68% return, which is significantly lower than LGLV's 2.00% return.


ZECP

1D
2.39%
1M
-5.84%
YTD
-2.68%
6M
1.41%
1Y
13.31%
3Y*
13.38%
5Y*
10Y*

LGLV

1D
1.10%
1M
-5.28%
YTD
2.00%
6M
1.06%
1Y
4.45%
3Y*
11.46%
5Y*
9.25%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZECP vs. LGLV - Expense Ratio Comparison

ZECP has a 0.55% expense ratio, which is higher than LGLV's 0.12% expense ratio.


Return for Risk

ZECP vs. LGLV — Risk / Return Rank

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

ZECP
ZECP Risk / Return Rank: 5454
Overall Rank
ZECP Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ZECP Sortino Ratio Rank: 5151
Sortino Ratio Rank
ZECP Omega Ratio Rank: 5151
Omega Ratio Rank
ZECP Calmar Ratio Rank: 5454
Calmar Ratio Rank
ZECP Martin Ratio Rank: 6363
Martin Ratio Rank

LGLV
LGLV Risk / Return Rank: 2525
Overall Rank
LGLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LGLV Sortino Ratio Rank: 2222
Sortino Ratio Rank
LGLV Omega Ratio Rank: 2222
Omega Ratio Rank
LGLV Calmar Ratio Rank: 2727
Calmar Ratio Rank
LGLV Martin Ratio Rank: 3030
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.

ZECP vs. LGLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) 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.


ZECPLGLVDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.35

+0.53

Sortino ratio

Return per unit of downside risk

1.36

0.58

+0.78

Omega ratio

Gain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratio

Return relative to maximum drawdown

1.37

0.58

+0.79

Martin ratio

Return relative to average drawdown

6.31

2.44

+3.87

ZECP vs. LGLV - Sharpe Ratio Comparison

The current ZECP Sharpe Ratio is 0.88, which is higher than the LGLV Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of ZECP and LGLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZECPLGLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.35

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.78

-0.27

Correlation

The correlation between ZECP and LGLV is 0.85, 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.


Dividends

ZECP vs. LGLV - Dividend Comparison

ZECP's dividend yield for the trailing twelve months is around 0.81%, less than LGLV's 2.02% yield.


TTM20252024202320222021202020192018201720162015
ZECP
Zacks Earnings Consistent Portfolio ETF
0.81%0.79%0.63%0.73%0.91%0.11%0.00%0.00%0.00%0.00%0.00%0.00%
LGLV
SPDR SSGA US Large Cap Low Volatility Index ETF
2.02%1.94%1.93%2.03%1.95%1.65%1.98%1.89%2.09%4.39%2.54%2.97%

Drawdowns

ZECP vs. LGLV - Drawdown Comparison

The maximum ZECP drawdown since its inception was -21.86%, smaller than the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for ZECP and LGLV.


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Drawdown Indicators


ZECPLGLVDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-36.64%

+14.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-9.65%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

Current Drawdown

Current decline from peak

-6.13%

-5.52%

-0.61%

Average Drawdown

Average peak-to-trough decline

-5.68%

-3.19%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.30%

-0.02%

Volatility

ZECP vs. LGLV - Volatility Comparison

Zacks Earnings Consistent Portfolio ETF (ZECP) has a higher volatility of 4.47% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 3.11%. This indicates that ZECP'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.


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Volatility by Period


ZECPLGLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

3.11%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

6.63%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

12.78%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

12.93%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

16.10%

-1.35%