Unlock stock picks and a broker-level newsfeed that powers Wall Street.
Upgrade Now
NYSEArca - Delayed Quote USD

SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV)

174.80
+0.55
+(0.32%)
At close: 4:00:00 PM EDT
170.01
-4.79
(-2.74%)
After hours: 4:07:25 PM EDT

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the performance of the stocks of U.S. large capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnitude of movements in a stock's price over time.

Risk Overview

Performance & Risk

YTD Return 5.82%
5y Average Return 16.28%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.75
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
LGLVCategory AverageLGLVCategory AverageLGLVCategory Average
Alpha 0.19 -1.21 -1.7 -1.04 0.41 -1.18
BETA 0.75 0.96 0.85 0.98 0.83 0.99
Mean Annual Return 0.94 0.98 1.11 1.33 0.99 1.01
R-squared 78.89 93.81 83.7 94.55 83.82 94.85
Standard Deviation 14.24 16.84 16.47 17.88 13.84 15.46
Sharpe Ratio 0.48 0.44 0.65 0.74 0.72 0.66
Treynor Ratio 8.35 6.64 11.73 12.87 11.51 9.68

Related Tickers

BLCN Siren Nasdaq NexGen Economy ETF
19.80
+3.09%
 
AIRR First Trust RBA American Industrial RenaissanceTM ETF
70.52
+2.41%
 
BBP Virtus LifeSci Biotech Products ETF
58.15
+2.36%
 
PSCI Invesco S&P SmallCap Industrials ETF
122.50
+2.27%
 
PKB Invesco Building & Construction ETF
69.44
+2.12%
 
VCR Vanguard Consumer Discretionary Index Fund ETF Shares
335.79
+2.05%
 
FDIS Fidelity MSCI Consumer Discretionary Index ETF
87.16
+2.03%
 
INCO Columbia India Consumer ETF
60.82
+2.01%
 
FYC First Trust Small Cap Growth AlphaDEX Fund
70.45
+1.97%
 
BLOK Amplify Transformational Data Sharing ETF
38.73
+1.95%
 
PEZ Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
88.41
+1.91%
 
XLY The Consumer Discretionary Select Sector SPDR Fund
203.31
+1.90%
 
SPHB Invesco S&P 500 High Beta ETF
80.17
+1.84%
 
KCE SPDR S&P Capital Markets ETF
129.49
+1.78%
 
DVLU First Trust Dorsey Wright Momentum & Value ETF
28.88
+1.76%
 
SMLF iShares U.S. Small-Cap Equity Factor ETF
63.55
+1.75%
 
IWP iShares Russell Mid-Cap Growth ETF
120.57
+1.71%
 
PAVE Global X U.S. Infrastructure Development ETF
38.63
+1.68%
 
RWJ Invesco S&P SmallCap 600 Revenue ETF
41.46
+1.67%
 
XHB SPDR S&P Homebuilders ETF
98.82
+1.67%
 
RWK Invesco S&P MidCap 400 Revenue ETF
110.45
+1.64%
 
XSMO Invesco S&P SmallCap Momentum ETF
63.70
+1.63%
 
VFMO Vanguard U.S. Momentum Factor ETF ETF Shares
154.75
+1.62%
 
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF
142.73
+1.62%
 
XMMO Invesco S&P MidCap Momentum ETF
116.90
+1.61%
 
VB Vanguard Small-Cap Index Fund ETF Shares
226.03
+1.60%
 
PSC Principal U.S. Small-Cap ETF
49.38
+1.60%
 
RFV Invesco S&P MidCap 400 Pure Value ETF
116.11
+1.56%
 
PRN Invesco Dorsey Wright Industrials Momentum ETF
141.38
+1.56%
 
USAI Pacer American Energy Independence ETF
41.90
+1.55%
 
VBR Vanguard Small-Cap Value Index Fund ETF Shares
189.65
+1.54%
 
FNY First Trust Mid Cap Growth AlphaDEX Fund
76.43
+1.53%
 
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF
70.99
+1.52%
 
UTES Virtus Reaves Utilities ETF
66.34
+1.51%
 
GRPM Invesco S&P MidCap 400 GARP ETF
106.98
+1.50%
 
DDIV First Trust Dorsey Wright Momentum & Dividend ETF
38.57
+1.50%
 
EZM WisdomTree U.S. MidCap Earnings Fund
60.60
+1.49%
 
IEDI iShares U.S. Consumer Focused ETF
52.11
+1.48%
 
XMHQ Invesco S&P MidCap Quality ETF
93.95
+1.48%
 
USVM VictoryShares US Small Mid Cap Value Momentum ETF
80.16
+1.47%
 
CIBR First Trust NASDAQ Cybersecurity ETF
64.45
+1.46%
 
QLD ProShares Ultra QQQ
91.59
+1.46%
 
ITB iShares U.S. Home Construction ETF
96.61
+1.46%
 
PRFZ Invesco RAFI US 1500 Small-Mid ETF
38.46
+1.42%
 
FNDA Schwab Fundamental U.S. Small Company ETF
27.87
+1.42%
 
RTH VanEck Retail ETF
229.63
+1.41%
 
PSP Invesco Global Listed Private Equity ETF
65.56
+1.41%
 
IFRA iShares U.S. Infrastructure ETF
45.87
+1.37%
 
FAD First Trust Multi Cap Growth AlphaDEX Fund
131.92
+1.36%
 
XMVM Invesco S&P MidCap Value with Momentum ETF
53.87
+1.36%
 
SMIN iShares MSCI India Small-Cap ETF
69.21
+1.35%
 
MDYV SPDR S&P 400 Mid Cap Value ETF
78.26
+1.35%
 
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
21.85
+1.35%
 
QMOM Alpha Architect U.S. Quantitative Momentum ETF
60.28
+1.34%
 
IVOV Vanguard S&P Mid-Cap 400 Value Index Fund ETF Shares
93.54
+1.34%
 
USCI United States Commodity Index Fund, LP
74.13
+1.34%
 
XSD SPDR S&P Semiconductor ETF
204.24
+1.32%
 
EVX VanEck Environmental Services ETF
36.06
+1.32%
 
ETHO Amplify Etho Climate Leadership U.S. ETF
55.73
+1.31%
 
PPA Invesco Aerospace & Defense ETF
118.82
+1.30%
 
VFMF Vanguard U.S. Multifactor ETF Shares
128.40
+1.29%
 
IMCG iShares Morningstar Mid-Cap Growth ETF
72.82
+1.29%
 
IWR iShares Russell Mid-Cap ETF
86.45
+1.28%
 
CSA VictoryShares US Small Cap Volatility Wtd ETF
70.73
+1.27%
 
DUSA Davis Select U.S. Equity ETF
42.96
+1.27%
 
SYLD Cambria Shareholder Yield ETF
65.04
+1.26%
 
EWM iShares MSCI Malaysia ETF
23.32
+1.26%
 
IJJ iShares S&P Mid-Cap 400 Value ETF
121.56
+1.26%
 
MTUM iShares MSCI USA Momentum Factor ETF
206.10
+1.26%
 
XSVM Invesco S&P SmallCap Value with Momentum ETF
51.03
+1.25%
 
VFQY Vanguard U.S. Quality Factor ETF Shares
135.91
+1.24%
 
ONEO SPDR Russell 1000 Momentum Focus ETF
117.04
+1.24%
 
ESPO VanEck Video Gaming and eSports ETF
88.86
+1.24%
 
VFVA Vanguard U.S. Value Factor ETF Shares
115.45
+1.23%
 
FV First Trust Dorsey Wright Focus 5 ETF
55.82
+1.23%
 
BFOR Barron's 400 ETF
70.62
+1.23%
 
FSMD Fidelity Small-Mid Multifactor ETF
39.68
+1.22%
 
SDVY First Trust SMID Cap Rising Dividend Achievers ETF
34.12
+1.22%
 
PSI Invesco Semiconductors ETF
48.31
+1.22%
 
HOMZ The Hoya Capital Housing ETF
45.36
+1.19%
 
DON WisdomTree U.S. MidCap Dividend Fund
50.22
+1.17%
 
EES WisdomTree U.S. SmallCap Earnings Fund
49.49
+1.16%
 
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund
47.27
+1.16%
 
PTF Invesco Dorsey Wright Technology Momentum ETF
60.14
+1.14%
 
WTV WisdomTree U.S. Value Fund
83.32
+1.14%
 
IYG iShares U.S. Financial Services ETF
79.32
+1.13%
 
FOVL iShares Focused Value Factor ETF
70.35
+1.13%
 
FIW First Trust Water ETF
102.02
+1.12%
 
ENFR Alerian Energy Infrastructure ETF
33.44
+1.12%
 
EWC iShares MSCI Canada ETF
41.59
+1.12%
 
FIDU Fidelity MSCI Industrials Index ETF
69.73
+1.10%
 
RSPN Invesco S&P 500 Equal Weight Industrials ETF
49.73
+1.10%
 
ROBO Robo Global Robotics and Automation Index ETF
52.03
+1.09%
 
VOT Vanguard Mid-Cap Growth Index Fund ETF Shares
248.90
+1.08%
 
CWS AdvisorShares Focused Equity ETF
66.29
+1.07%
 
IYF iShares U.S. Financials ETF
114.03
+1.07%
 
VIS Vanguard Industrials Index Fund ETF Shares
251.85
+1.07%
 
FLQM Franklin U.S. Mid Cap Multifactor Index ETF
53.79
+1.07%
 
JMOM JPMorgan U.S. Momentum Factor ETF
57.33
+1.06%
 
PKW Invesco BuyBack Achievers ETF
114.39
+1.05%