Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LGLV (SPDR SSGA US Large Cap Low Volatility Index ETF) | 1.56% | 4.06% | 11.48% | 7.85% | 10.94% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 02/21/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LGLV (SPDR SSGA US Large Cap Low Volatility Index ETF) | 02/21/2013 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.66 | 4.06 | 11.48 | 7.85 | 10.94 | NA | NA | … | … | 1.56 | 8.37 | 16.22 | 9.18 | -8.17 | 27.96 | 7.42 | 30.83 | 0.32 | 17.84 | 10.61 | 1.34 | 16.29 | 17.71 |
| Sharpe Ratio | NA | 0.16 | 0.80 | 0.42 | 0.58 | NA | NA | … | … | 0.13 | 0.42 | 1.37 | 0.50 | -0.52 | 2.40 | 0.20 | 2.83 | -0.08 | 2.70 | 0.76 | 0.09 | 1.73 | 1.97 |
| Standard Deviation(%) | NA | 9.17 | 10.87 | 12.91 | 16.13 | NA | NA | … | … | 9.58 | 13.22 | 9.18 | 11.14 | 18.57 | 11.62 | 35.80 | 10.39 | 13.73 | 6.39 | 13.62 | 14.06 | 9.40 | 10.55 |
| Draw Down(%) | NA | 6.86 | 10.17 | 17.50 | 36.64 | NA | NA | … | … | 6.86 | 9.65 | 6.85 | 9.13 | 17.47 | 6.10 | 36.64 | 4.50 | 13.62 | 2.59 | 8.60 | 9.05 | 5.14 | 5.91 |
| Yield(%) | 0.00 | 2.07 | 2.43 | 2.22 | 3.44 | 3.98 | 2.98 | … | … | 0.55 | 2.07 | 2.19 | 2.16 | 1.78 | 2.12 | 2.07 | 2.45 | 2.07 | 4.94 | 2.01 | 2.13 | 7.12 | 2.78 |
Data as of 06/04/2026, Common starting date is 02/21/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGLV (SPDR SSGA US Large Cap Low Volatility Index ETF) |
5.23%
Dec 2021 – Dec 2024 |
6.76%
Mar 2015 – Mar 2020 |
9.97%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LGLV (SPDR SSGA US Large Cap Low Volatility Index ETF) |
21.60%
Dec 2018 – Dec 2021 |
16.28%
Dec 2016 – Dec 2021 |
12.51%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart