(LGLV) SPDR SSGA US Large Cap Low - Ratings and Ratios
Large Cap Stocks, Low Volatility, US Equities, Index Tracking
| Risk via 10d forecast | |
|---|---|
| Volatility | 10.1% |
| Value at Risk 5%th | 17.1% |
| Relative Tail Risk | 2.22% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.07 |
| Alpha | -6.12 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.313 |
| Beta | 0.488 |
| Beta Downside | 0.511 |
| Drawdowns 3y | |
|---|---|
| Max DD | 10.17% |
| Mean DD | 2.05% |
| Median DD | 1.51% |
Description: LGLV SPDR SSGA US Large Cap Low November 17, 2025
The SPDR® SSGA US Large-Cap Low-Volatility Index ETF (LGLV) is required to hold at least 80 % of its assets in the securities that compose its benchmark index, which tracks U.S. large-cap equities that have historically exhibited the lowest price volatility. Volatility here is measured as the statistical dispersion of daily price changes over a rolling period.
As of the most recent filing (Q3 2024), LGLV manages roughly $1.3 billion in assets with an expense ratio of 0.15 %. Its 12-month realized volatility is about 10 %-significantly lower than the S&P 500’s ≈ 18 %-while delivering an annualized return of ≈ 9 % over the same period. The fund’s top ten holdings are heavily weighted toward defensive sectors (consumer staples, health care, utilities), with Apple, Microsoft, Johnson & Johnson, Procter & Gamble and Pfizer accounting for roughly 30 % of assets. Consequently, the ETF’s performance is especially sensitive to macro-economic drivers such as interest-rate policy (which affects the cost of capital for high-growth vs. low-vol stocks) and risk-off sentiment that typically benefits low-volatility, dividend-paying companies.
If you want a deeper, data-driven look at how LGLV fits into a broader low-volatility strategy, ValueRay’s analytics platform offers interactive charts and back-tested scenarios worth exploring.
LGLV ETF Overview
| Market Cap in USD | 1,087m |
| Category | Large Blend |
| TER | 0.12% |
| IPO / Inception | 2013-02-20 |
| Return 12m vs S&P 500 | -8.78% |
| Analyst Rating | - |
LGLV Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.99% |
| Yield on Cost 5y | 3.24% |
| Yield CAGR 5y | 7.69% |
| Payout Consistency | 90.3% |
| Payout Ratio | - |
LGLV Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 9.55% |
| CAGR/Max DD Calmar Ratio | 0.94 |
| CAGR/Mean DD Pain Ratio | 4.65 |
| Current Volume | 16.2k |
| Average Volume | 17.2k |
What is the price of LGLV shares?
Over the past week, the price has changed by -1.45%, over one month by -2.14%, over three months by -2.57% and over the past year by +2.03%.
Is LGLV a buy, sell or hold?
What are the forecasts/targets for the LGLV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 183.7 | 6.6% |
LGLV Fundamental Data Overview November 19, 2025
Beta = 0.7
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.09b USD (1.09b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.09b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.09b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.81% (E(1.09b)/V(1.09b) * Re(7.81%) + (debt-free company))
Discount Rate = 7.81% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for LGLV ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle