LGLV

SPDR SSGA US Large Cap Low Volatility Index ETF
A

55
  • Overview
  • Efficiency
  • Tradability
  • Fit

LGLV Fund Description

The SPDR SSGA US Large Cap Low Volatility Index ETF tracks an index of the least volatile Russell 1000 Index securities.

LGLV Factset Analytics Insight

LGLV is the latest fund to enter the low-volatility fray, differentiating itself from popular low-vol rival SPLV by drawing its holdings from the broader Russell 1000 Index and applying a volatility optimizer. LGLV aims for optimal low-vol exposure by screening out other factors like momentum and beta while keeping turnover in check. The fund currently holds roughly 80 of the least volatile Russell 1000 stocks, so it looks little like the broad large-cap market. The fund's sector biases differ from that of SPLV as well. LGLV hasn't picked up much investor interest, despite a low expense ratio made even more attractive by a February 2015 fee cut. Trade with care.

Note: On or about Dec. 12, 2016, the underlying index changed to the SSGA US Large Cap Low Volatility Index.

LGLV MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of December 10, 2017 the SPDR SSGA US Large Cap Low Volatility Index ETF MSCI ESG Fund Quality Score is 4.78 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. LGLV ranks in the 26th percentile within its peer group and in the 27th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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LGLV Top 10 Countries

LGLV Top 10 Sectors

LGLV Top 10 Holdings View All

LGLV Summary Data

SPDR
02/20/13
Open-Ended Fund
0.12%
$92.78M
$308.67K
0.11%

LGLV Portfolio Data

$61.12B
24.6
3.01
1.98%
12/15/17
150

LGLV Index Data

Technical
Technical
MSCI USA Large Cap

Related ETFs to LGLV

SPLV, USMC, FDLO, JMIN, OVOL
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

LGLV Portfolio Management

0.12%
-0.19%
-0.06%
-0.32%

LGLV Tax Exposures

20% / 39.6%
1.83%
Qualified dividends
No

LGLV Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
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LAST 10 TRADES
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Bats BZX Real-time Quote - 09:26:05
Daily Spread
Premium/Discount
Volume

LGLV Factset Analytics Block Liquidity

As of 12/11/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LGLV. LGLV is rated a 5 out of 5.

LGLV Tradability

3,317
$308.67K
2,639
$246.52K
0.11%
$0.1
0.13%
2.65% / -0.48%
None
100%
50,000
0.05
0.01%
0.04%
--
$93.07
5

LGLV Sector/Industry BreakdownView All

LGLVSegment Benchmark
16.43% 32.17%
9.29% 18.85%
25.78% 12.30%
1.54% 7.59%
12.09% 6.38%
2.65% 6.30%
14.00% 5.05%
6.20% 1.17%

LGLV Geographic Exposure

LGLVSegment Benchmark
99.94% 100.27%
0.06% --

LGLVSegment Benchmark
99.94% 100.27%
0.06% --
0.00% / 0.00% 0.00% / 0.00%

LGLV Performance Statistics

0.71
0.77
0.78
0.78
0.22%
MSCI USA Large Cap

LGLV MSCI ESG Ratings

4.78 / 10
26.5
26.56
11.83%
4.06%
318.06

LGLV BENCHMARK COMPARISON

    LGLV
    150 Holdings
    Segment Benchmark
    302 Constituents
    Shared Holdings
    79 (Count)
     
    25.79% (Weight)
LGLVSegment Benchmark
207.57 B 61.12 B
99.71% 72.82%
0.29% 27.18%
0.00% 0.00%
0.00% 0.00%
1.90% 1.98%