SPDR Russell 1000 Low Volatility ETF

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 2022-10-20

Cost/Risk/Yield

Dividend yield	2%
Expense ratio	0.12%
Average spread	0.04%
1Y roundtrip cost	0.16%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

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

Dividends by Year

Dividend Yields by Year

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

Securities Database