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 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.

PERFORMANCE [as of 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LGLV -2.63% 3.50% 15.66% 30.11% 13.99% 14.13% --
LGLV (NAV) -1.93% 4.57% 16.15% 33.56% 14.28% 14.41% --
MSCI USA Large Cap Index -0.68% 5.38% 19.14% 38.85% 18.06% 18.46% 17.35%
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%
$630.49M
$3.58M
0.03%

LGLV Portfolio Data

$131.28B
27.25
4.27
2.07%
N/A
138

LGLV Index Data

Technical
Technical
MSCI USA Large Cap Index

LGLV Portfolio Management

0.12%
0.03%
0.05%
-0.36%

LGLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LGLV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

LGLV Factset Analytics Block Liquidity

As of 09/24/21
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

25,763
$3.58M
13,204
$1.87M
0.03%
$0.05
0.00%
0.15% / -0.14%
None
100.00%
10,000
1.32
0.02%
0.01%
14
$137.49
5

LGLV Sector/Industry Breakdown


LGLV
Segment Benchmark
27.86%
11.92%
17.92%
8.07%
13.88%
37.78%
10.30%
14.54%
9.78%
2.12%
8.54%
13.60%
5.01%
1.84%
4.20%
5.98%
1.52%
1.53%
0.95%
2.22%

LGLV Countries


LGLV
Segment Benchmark
100.00%
99.90%
--
0.10%

LGLV Regions


LGLV
Segment Benchmark
100.00%
100.00%

LGLV Economic Development


LGLV
Segment Benchmark
100.00%
100.00%

LGLV Performance Statistics

0.65
0.75
0.69
0.70
0.48%
MSCI USA Large Cap Index

LGLV MSCI ESG Ratings

6.84 / 10
85.83
69.47
9.32%
4.31%
388.22

LGLV Benchmark Comparison Holdings

138
290
82
27.98%

LGLV Benchmark Comparison Summary


LGLV
Segment Benchmark
138
290
$131.28B
$614.29B
27.25
29.96
4.27
5.10
1.60%
1.31%
Low
Low

LGLV Benchmark Comparison Market Cap Size


LGLV
Segment Benchmark
91.58%
100.00%
8.42%
0.00%
0.00%
0.00%
0.00%
0.00%