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.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LGLV 4.24% 1.13% -7.23% 1.36% 10.54% 12.29% --
LGLV (NAV) 4.26% 1.04% -7.22% 1.31% 10.56% 12.29% --
MSCI USA Large Cap Index 9.09% 0.15% -12.80% -6.23% 14.46% 13.26% 13.92%
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%
$607.47M
$4.84M
0.06%

LGLV Portfolio Data

$111.68B
22.08
3.78
1.67%
09/19/22
148

LGLV Index Data

Technical
Technical
MSCI USA Large Cap Index

LGLV Portfolio Management

0.12%
--
--
--

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 08/04/22
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

36,442
$4.84M
18,635
$2.41M
0.06%
$0.07
0.00%
0.17% / -1.39%
None
100.00%
10,000
1.86
0.02%
0.01%
0
$138.48
5

LGLV Sector/Industry Breakdown


LGLV
Segment Benchmark
20.86%
--
11.76%
--
10.80%
--
7.79%
--
7.14%
--
6.82%
--
5.91%
--
5.85%
--
4.91%
--
4.63%
--

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

0.78
0.67
0.70
0.68
0.62%
MSCI USA Large Cap Index

LGLV Benchmark Comparison Holdings

148
296
85
27.22%

LGLV Benchmark Comparison Summary


LGLV
Segment Benchmark
148
296
$111.68B
$561.38B
22.08
17.33
3.78
3.34
1.89%
1.47%
Low
Low

LGLV Benchmark Comparison Market Cap Size


LGLV
Segment Benchmark
89.21%
99.97%
10.77%
0.03%
0.01%
0.00%
0.00%
0.00%