SPDR SSGA US Large Cap Low Volatility ETF (LGLV) Performance
LGLV total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +7.9% since Dec 31, 2025
- 1 year
- +8.2% total return
- 5 years
- +7.6% a year
- 10 years
- +11.7% a year
- Since first price
- +11.8% a year since 2013
LGLV trailing returns vs SPY, QQQ, AGG
| Period | LGLV total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +5.1% | +5.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.2% | +0.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.8% | +2.7% | +7.8% | +8.4% | −1.5% |
| YTD | +7.9% | +6.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +8.2% | +5.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +51.6%+14.9%/yr | +42.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +44.1%+7.6%/yr | +30.3% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +203.2%+11.7%/yr | +140.9% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionFeb 21, 2013 | +357.4%+11.8%/yr | +213.0% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: LGLV vs SPY
From Feb 21, 2013: LGLV grew to $45,741, SPY to $63,778.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
LGLV returns by calendar year
11 of 12 full years positive. Best 2019 (+30.8%), worst 2022 (−8.2%). 2026 is year to date.
LGLV annual returns table
| Year | LGLV | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +7.9% | −8.2% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.4% | −9.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +16.2% | −6.9% | +24.9% | +25.6% | +1.3% |
| 2023 | +9.2% | −9.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −8.2% | −16.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +27.9% | −6.1% | +28.7% | +27.4% | −1.8% |
| 2020 | +7.4% | −36.6% | +18.3% | +48.6% | +7.5% |
| 2019 | +30.8% | −4.5% | +31.2% | +39.0% | +8.5% |
| 2018 | +0.3% | −13.6% | −4.6% | −0.1% | +0.1% |
| 2017 | +17.8% | −2.6% | +21.7% | +32.7% | +3.6% |
| 2016 | +11.4% | −7.6% | +12.0% | +7.1% | +2.4% |
| 2015 | +2.2% | −9.0% | +1.2% | +9.4% | +0.5% |
| 2014 | +17.1% | −5.1% | +13.5% | +19.2% | +6.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
LGLV largest drawdowns
Now 1.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 14, 2020 | −36.6% | Mar 23, 2020 | Dec 17, 2020 | 38 days | 10 months |
| Dec 29, 2021 | −17.5% | Oct 12, 2022 | Dec 28, 2023 | 9 months | 2.0 years |
| Sep 21, 2018 | −13.6% | Dec 24, 2018 | Feb 19, 2019 | 3 months | 5 months |
| Nov 27, 2024 | −10.2% | Apr 8, 2025 | May 19, 2025 | 4 months | 6 months |
| Nov 19, 2015 | −10.1% | Jan 20, 2016 | Mar 16, 2016 | 2 months | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
LGLV risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2013 |
|---|---|---|---|---|
| Annualized return | +11.6% | +7.7% | +10.7% | +11.2% |
| Volatility (annualized) | 11.2% | 13.6% | 13.7% | 12.8% |
| Sharpe ratio | 0.65 | 0.35 | 0.64 | 0.76 |
| Sortino ratio | 0.97 | 0.52 | 0.96 | 1.17 |
| Best month | +6.8% | +7.7% | +11.0% | +11.0% |
| Worst month | −6.4% | −8.0% | −14.6% | −14.6% |
| Best 12 months | +29.6% | +29.6% | +41.5% | +41.5% |
| Worst 12 months | +0.0% | −8.2% | −8.2% | −8.2% |
| Positive months | 67% | 60% | 66% | 65% |
| Beta vs S&P 500 | 0.45 | 0.66 | 0.75 | — |
| Correlation with S&P 500 | 0.50 | 0.76 | 0.84 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
LGLV rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 153 | −8.2% | +11.0% | +41.5% | 92% |
| 3-year (a year) | 129 | +5.2% | +11.2% | +21.6% | 100% |
| 5-year (a year) | 105 | +7.1% | +11.6% | +16.3% | 100% |
| 10-year (a year) | 45 | +10.3% | +11.5% | +12.6% | 100% |
Every holding period starting at a month-end since 2013. Returns for 3 years and longer are annualized.
LGLV performance overview
SPDR SSGA US Large Cap Low Volatility ETF (LGLV) returned +8.2% over the past year and +11.7% a year over ten years, with distributions reinvested. Since its first recorded price in 2013 it has returned +11.8% a year, turning $10,000 into about $45,741. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −36.6%, from Feb 14, 2020 to Mar 23, 2020, and it took 9 months to get back to the old high. LGLV finished 11 of its 12 full calendar years with a gain; the best year was 2019 (+30.8%) and the worst 2022 (−8.2%). Volatility has been 12.8% a year.
Related: LGLV chart, LGLV holdings, LGLV dividends, LGLV valuation. See the LGLV overview for the latest quote and fund facts.
LGLV performance FAQ
What is the LGLV return over the past year?
LGLV returned +8.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 5.8%.
What is the average annual return of LGLV?
LGLV has returned +7.6% a year over 5 years, +11.7% a year over 10 years, +11.8% a year since February 21, 2013 (total return, distributions reinvested).
How much would $10,000 invested in LGLV be worth?
$10,000 invested in LGLV at its first recorded close on February 21, 2013 would be worth about $45,741 on October 23, 2026 with distributions reinvested.
What was the worst year for LGLV?
The worst calendar year was 2022, with a total return of −8.2%. The best was 2019 at +30.8%.
What is the biggest drawdown of LGLV?
The largest peak-to-trough decline was −36.6% between February 14, 2020 and March 23, 2020. It recovered to the old high on December 17, 2020, 9 months after the bottom.
How volatile is LGLV?
Over the past 3 years LGLV had an annualized volatility of 11.2% and a Sharpe ratio of 0.65 (excess return over 1–3 month T-bills per unit of risk).