LGLVSPDR SSGA US Large Cap Low Volatility Index ETF
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 June 14, 2018 the SPDR SSGA US Large Cap Low Volatility Index ETF MSCI ESG Fund Quality Score is 4.95 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 32nd percentile within its peer group and in the 30th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.
LGLV CHARTS AND PERFORMANCE
LGLV Top 10 Countries
LGLV Top 10 Sectors
LGLV Top 10 Holdings [View All]
LGLV Portfolio Management
LGLV Tax Exposures
LGLV Fund Structure
LGLV Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
LGLV TOP 10 HOLDINGS[View All]
LGLV Economic Development
LGLV Performance Statistics
LGLV MSCI ESG Ratings
LGLV BENCHMARK COMPARISON SUMMARY
LGLV BENCHMARK COMPARISON MARKET CAP SIZE