LGLVSPDR SSGA U.S. Large Cap Low Volatility Index ETF
LGLV Fund Description
LGLV tracks an index of the least volatile large-cap US stocks.
LGLV Factset Analytics Insight
LGLV joins the low-volatility fray—offering a portfolio of the least volatile large-cap stocks in the US equity market. The fund differentiates itself from rival SPLV by drawing its holdings from the broader Russell 1000 Index and applying a volatility optimizer. LGLV aims for optimal low-volatility exposure by screening out other technical factors like momentum and beta while keeping turnover in check. Unlike other competitors, the fund comes with some sector biases and looks little like the broad large-cap market. The index is rebalanced quarterly. Note: On or about December 12, 2016, the underlying index changed to the SSGA US Large Cap Low Volatility Index.
LGLV MSCI ESG Analytics Insight
SPDR SSGA U.S. Large Cap Low Volatility Index ETF has an MSCI ESG Fund Rating of A based on a score of 6.84 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
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. SPDR SSGA U.S. Large Cap Low Volatility Index ETF ranks in the 69th percentile within its peer group and in the 86th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
LGLV MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
LGLV Summary Data
LGLV Portfolio Data
LGLV Index Data
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