LGLV

SPDR SSGA U.S. Large Cap Low Volatility Index ETF
*Unless otherwise stated, data provided by FactSet.

LGLV Fund Description

LGLV 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

SPDR SSGA U.S. Large Cap Low Volatility Index ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.85 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 38th percentile within its peer group and in the 25th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

LGLV Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LGLV 0.18% 2.21% 26.72% 21.42% 16.21% 13.13% --
LGLV (NAV) 0.16% 2.21% 26.29% 20.93% 16.10% 12.99% --
SSGA US Large Cap Low Volatility Index 0.17% 2.24% 27.06% 21.65% -- 53.74% --
MSCI USA Large Cap Index 0.58% 1.42% 21.72% 10.77% 14.57% 11.62% 13.08%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LGLV Summary Data

SPDR
02/20/13
Open-Ended Fund
0.12%
$956.96M
$12.74M
0.04%

LGLV Portfolio Data

$87.10B
27.01
3.09
1.82%
12/20/19
128

LGLV Index Data

Technical
Technical
MSCI USA Large Cap Index

LGLV Portfolio Management

0.12%
-0.20%
-0.13%
-0.76%

LGLV Tax Exposures

20.00% / 39.60%
0.04%
Qualified dividends
No

LGLV Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

LGLV Factset Analytics Block Liquidity

As of 10/22/19
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

115,217
$12.74M
101,266
$11.26M
0.04%
$0.05
0.05%
1.07% / -0.48%
None
100.00%
10,000
10.13
0.02%
0.01%
0
$111.30
5

LGLV Sector/Industry Breakdown


LGLV
Segment Benchmark
40.88%
14.64%
13.85%
28.82%
13.06%
9.10%
8.87%
13.38%
6.60%
8.01%
5.19%
2.97%
5.08%
13.93%
4.66%
2.08%
1.07%
4.64%
0.74%
2.43%

LGLV Countries


LGLV
Segment Benchmark
100.00%
100.00%

LGLV Regions


LGLV
Segment Benchmark
100.00%
100.00%

LGLV Economic Development


LGLV
Segment Benchmark
100.00%
100.00%

LGLV Performance Statistics

0.85
0.72
0.69
0.71
0.42%
MSCI USA Large Cap Index

LGLV MSCI ESG Ratings

BBB
4.85 / 10
24.80
37.68
7.77%
3.45%
280.34

LGLV Benchmark Comparison Holdings

128
296
68
29.44%

LGLV Benchmark Comparison Summary


LGLV
Segment Benchmark
128
296
$87.10B
$265.76B
27.01
21.77
3.09
3.49
1.95%
1.94%
Low
Low

LGLV Benchmark Comparison Market Cap Size


LGLV
Segment Benchmark
80.76%
99.78%
19.24%
0.22%
0.00%
0.00%
0.00%
0.00%