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ETFs

SPDR SSGA US Large Cap Low Volatility Index ETF

LGLV
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Feb 20, 2013
Expense Ratio
0.12%
Type
US Equities
Fund Owner
State Street (SPDR)
Volume (1m avg. daily)
$2,273,175
AUM
$791,822,182
Associated Index
SSGA US Large Cap Low Volatility Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

WMT
Walmart Inc
1.29%
RSG
Republic Services, Inc.
1.2%
PG
Procter & Gamble Co.
1.19%
AJG
Arthur J. Gallagher & Co.
1.17%
MMC
Marsh & McLennan Cos., Inc.
1.17%
PEP
PepsiCo Inc
1.15%
BRK/B
Berkshire Hathaway Inc. - Ordinary Shares - Class B
1.15%
JNJ
Johnson & Johnson
1.11%
CL
Colgate-Palmolive Co.
1.1%
VZ
Verizon Communications Inc
1.09%
Invest with LGLV
Trade LGLV Options

What is LGLV?

The SPDR SSGA US Large Cap Low Volatility Index ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA US Large Cap Low Volatility Index. The SSGA US Large Cap Low Volatility Index is designed to track the performance of U.S. large capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stocks price over time.

1M
3M
6M
YTD
1Y
3Y
Max
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LGLV
Performance Measures**

for the time period Feb 21, 2013 to Dec 5, 2025

Returns

1M Trailing Return: 2.0%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: -0.3%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -36.6%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 15.4%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.81

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.33

The annualized return divided by the max drawdown for the selected time period.

ETFs related toLGLV

ETFs correlated to LGLV include FVD, USMV, NOBL

LGLV
SPDR Series Trust - SPDR SSGA US Large Cap Low Volatility Index ETF
FVD
First Trust Exchange-Traded Fund III - First Trust Value Line Dividend Index Fund
USMV
BlackRock Institutional Trust Company N.A. - iShares MSCI USA Min Vol Factor ETF
NOBL
ProShares Trust - ProShares S&P 500 Dividend Aristocrats ETF
VIG
Vanguard Group, Inc. - Vanguard Dividend Appreciation FTF
JPUS
J.P.Morgan Investment Management Inc. - JPMorgan Diversified Return U.S. Equity ETF
DGRO
BlackRock Institutional Trust Company N.A. - iShares Core Dividend Growth ETF
TDVG
T. Rowe Price ExchangeTraded Funds Inc - T. Rowe Price Dividend Growth ETF
FTCS
First Trust Exchange-Traded Fund III - First Trust Capital Strength ETF
SCHV
Schwab Strategic Trust - Schwab U.S. Large-Cap Value ETF
NULV
Nuveen Fund Advisors LLC - Nuveen ESG Large-Cap Value ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toLGLV

SPDRverse

Category

Cross-asset momentum, sector rotation, SPDR ETFs, daily rebalancing, tactical allocation

OOS Cumulative Return

-2.23%

Create your own algorithmic trading strategy with LGLV using Composer

FAQ

LGLV is a US Equities ETF. The SPDR SSGA US Large Cap Low Volatility Index ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA US Large Cap Low Volatility Index. The SSGA US Large Cap Low Volatility Index is designed to track the performance of U.S. large capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stocks price over time.

LGLV tracks the SSGA US Large Cap Low Volatility Index.

No, LGLV is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, LGLV is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on LGLV is -0.0107%. This is the percent change in the value of LGLV over the most recent 1-month period. The 3-month return on LGLV is -0.0075%. This is the percent change in the value of LGLV over the most recent 3-month period.

The standard deviation of LGLV for the past year is 0.1427%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to LGLV include SPHQ, SPHB, and DSI.

ETFs correlated to LGLV include FVD, USMV, and NOBL.

ETFs that are inversely correlated to LGLV include SDOW, DOG, and DXD.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.