SPDR Russell 1000 Low Volatility ETF (LGLV)
Description
The investment seeks to track the performance of the SSGA US Large Cap Low Volatility Index. The LGLV ETF contains 138 constituents. It is focused on blend holdings in the North America region.
Price $124.48 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2% |
| Expense ratio | 0.12% |
| Average spread | 0.04% |
| 1Y roundtrip cost | 0.16% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -6.4% | -2.9% | 5.3% | -4.0% | 0.5% | -5.0% | 6.0% | -2.9% | -8.0% | 0.9% | -16.5% | ||
| 2021 | -3.8% | 3.4% | 5.7% | 6.0% | 0.4% | -0.2% | 4.0% | 2.1% | -5.2% | 7.1% | -1.6% | 7.6% | 25.4% |
| 2020 | 2.0% | -8.5% | -14.6% | 8.6% | 4.8% | -0.5% | 5.0% | 3.2% | -1.6% | -2.6% | 11.0% | 3.2% | 10.0% |
| 2019 | 6.3% | 4.4% | 1.9% | 4.0% | -1.5% | 5.2% | 1.6% | 1.1% | 1.2% | -0.2% | 1.8% | 1.4% | 27.5% |
| 2018 | 3.2% | -2.9% | -0.4% | -1.0% | 0.6% | 1.0% | 4.4% | 3.1% | 0.6% | -3.6% | 3.6% | -7.5% | 1.0% |
| 2017 | 0.5% | 5.9% | -0.6% | 0.7% | 1.7% | 0.4% | 1.7% | -0.5% | 1.8% | 1.9% | 3.2% | 0.1% | 16.7% |
| 2016 | -4.1% | 2.6% | 6.1% | 0.2% | 0.8% | 3.4% | 2.2% | -0.5% | -1.4% | -2.9% | 3.3% | 1.5% | 11.3% |
| 2015 | -1.1% | 1.8% | -1.0% | -1.4% | 1.6% | -1.5% | 3.2% | -6.2% | -1.1% | 8.9% | 0.0% | -0.4% | 2.9% |
| 2014 | -1.6% | 3.2% | 1.7% | 1.1% | 2.3% | 0.5% | -1.2% | 2.6% | -0.4% | 4.3% | 2.5% | 1.2% | 16.1% |
| 2013 | 3.6% | 2.4% | -0.8% | -0.7% | 4.5% | -4.7% | 2.4% | 5.9% | 1.6% | 1.5% | 15.9% | ||
| -5.0% | 6.9% | 8.0% | 16.6% | 10.5% | 2.5% | 31.4% | -2.8% | -11.7% | 19.9% | 25.5% | 8.6% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.48 | 0.71 | 0.67 | 1.87 | |||||||||
| 2021 | 0.72 | 0.50 | 0.63 | 1.85 | |||||||||
| 2020 | 0.47 | 0.52 | 0.42 | 0.96 | 2.37 | ||||||||
| 2019 | 0.43 | 0.48 | 0.52 | 0.73 | 2.16 | ||||||||
| 2018 | 0.35 | 0.45 | 0.48 | 0.58 | 1.86 | ||||||||
| 2017 | 0.34 | 0.42 | 0.42 | 2.79 | 3.97 | ||||||||
| 2016 | 0.39 | 0.51 | 0.47 | 0.66 | 2.04 | ||||||||
| 2015 | 0.40 | 0.41 | 0.41 | 0.97 | 2.20 | ||||||||
| 2014 | 0.36 | 0.39 | 0.40 | 4.18 | 5.33 | ||||||||
| 2013 | 0.11 | 0.41 | 0.41 | 1.11 | 2.05 | ||||||||
| 0.00 | 0.00 | 4.07 | 0.00 | 0.00 | 4.29 | 0.00 | 0.00 | 4.70 | 0.00 | 0.00 | 12.62 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| LGLV | HUSV | JMIN | JULZ | TDVG | VIG | |
|---|---|---|---|---|---|---|
| Product name | SPDR Russell 1000 Low Volatility ETF | First Trust Horizon Managed Volatility Domestic ETF | JPMorgan U.S. Minimum Volatility ETF | TrueShares Structured Outcome (July) ETF | T. Rowe Price Dividend Growth ETF | Vanguard Dividend Appreciation ETF |
| Issuer | SPDR | First Trust | JPMorgan | TrueShares | T. Rowe Price | Vanguard |
| Price | $124.485 | $30.1468 | $34.5114 | $30.845 | $28.9 | $138.18 |
| Expense Ratio | 0.12% |  0.7% | 0.12% | 0.79% | 0.5% |  0.06% |
| Average Spread | 0.040% | 0.066% | 0.145% | 0.519% | 0.104% | 0.007% |
| AUM | $549,543,000 | $112,391,000 | $18,907,800 | $13,825,800 | $92,411,800 | $54,513,700,000 |
| Shares | 4,414,534 | 3,728,109 | 547,871 | 448,236 | 3,197,640 | 394,512,024 |
| Average Daily Volume | 24,559 | 26,255 | 16,806 | 633 | 54,133 | 1,766,530 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2013-02-20 | 2016-08-24 | 2017-11-08 | 2020-06-30 | 2020-08-04 | 2006-04-21 |
| Index Tracked | SSGA US Large Cap Low Volatility Index | No Underlying Index | JP Morgan U.S. Minimum Volatility Index | No Underlying Index | No Underlying Index | S&P U.S. Dividend Growers Index |
| Category | Volatility Hedged Equity | Volatility Hedged Equity | Volatility Hedged Equity | n/a | Large Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Volatility | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large/Mid Caps | Large Caps | Large Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $2.494 | $0.55 | $0 | $0 | $0.247 | $2.877 |
| Annual Dividend Yield | 0.020% | 0.018% | 0.000% | 0.000% | 0.009% | 0.021% |
| Number of Holdings | 138 | 75 | 235 | 0 | 102 | 247 |
| YTD Return | -16.20% | -14.92% | -10.69% | -12.27% | -17.83% | -18.39% |
| Beta | 0.91 | 0.79 | 0.79 | 0.65 | 0.78 | 0.87 |
| Upside Beta | 0.24 | 0.60 | 0.59 | 0.35 | 0.45 | 0.15 |
| Downside Beta | -0.24 | 0.18 | 0.59 | 0.01 | -0.11 | -0.10 |
| Volatility 1Y | 17.69% | 16.20% | 15.29% | 15.09% | 18.74% | 19.13% |
| Sharpe Ratio 3Y | 0.34 | 0.30 | 0.29 | 0.00 | 0.00 | 0.45 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 |