LGLV Performance — State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF
Data updated: 2026-09-11
LGLV returned +4.49% year to date and +6.21% over one year to Jun 2026. Annualised returns are +11.20% over 3 years and +8.53% over 5 years. The fund trailed its US Mid-Cap Blend category average: $100 invested three years ago grew to $137, against $150 for the category, and to $106 over one year, against $122. Volatility over the past three years was 10.83% a year. In the 12 months to Jun 2026 the fund took in a net $392K, and assets reached $1.14B.
LGLV Growth of $100
What $100 invested in State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | LGLV | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $106 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $137 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $151 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $195 | $208 |
LGLV Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.49% |
| 1 year | +6.21% |
| 3 years (annualised) | +11.20% |
| 5 years (annualised) | +8.53% |
LGLV Annual Returns
Calendar-year total returns of State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.49% |
| 2025 | +8.30% |
| 2024 | +16.29% |
| 2023 | +9.16% |
| 2022 | −8.11% |
| 2021 | +27.77% |
| 2020 | +7.53% |
| 2019 (Jul–Dec) | +7.27% |
LGLV Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.8% | +3.8% | −5.3% | +2.0% | −2.4% | +2.9% | — | — | — | — | — | — |
| 2025 | +3.0% | +2.7% | −0.1% | −1.8% | +2.2% | +0.4% | −0.6% | +2.5% | +0.7% | −3.3% | +3.1% | −0.6% |
| 2024 | +1.1% | +3.5% | +3.0% | −4.1% | +2.6% | +0.3% | +4.9% | +4.5% | +1.7% | −0.9% | +5.6% | −6.3% |
| 2023 | +2.8% | −3.3% | +2.0% | +1.8% | −4.1% | +5.7% | +1.3% | −1.6% | −4.2% | −0.8% | +6.9% | +3.1% |
| 2022 | −6.3% | −3.0% | +5.2% | −3.8% | +0.4% | −5.1% | +6.0% | −2.9% | −8.1% | +7.8% | +6.1% | −3.2% |
| 2021 | −3.8% | +3.3% | +5.6% | +6.0% | +0.4% | +0.3% | +4.0% | +2.1% | −5.2% | +7.1% | −1.6% | +7.6% |
| 2020 | +1.9% | −8.5% | −14.5% | +8.5% | +5.0% | −0.5% | +4.9% | +3.2% | −1.5% | −2.7% | +11.1% | +3.2% |
| 2019 | — | — | — | — | — | — | +1.7% | +1.1% | +1.2% | −0.2% | +1.9% | +1.5% |
LGLV Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 10.83%
- 3-year Sharpe ratio: 0.62 (vs 4.5% risk-free rate)
- Best month: +6.91% (Nov 2023)
- Worst month: −6.34% (Dec 2024)
LGLV Fund Flows
Monthly money in and out of State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF, from SEC Form N-PORT.
- 12-month net flow: $392K
- 12-month gross sales (incl. reinvestments): $566.1M
- Sales ÷ redemptions: 1.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $17.9M | $14.1M | $3.8M |
| May 2026 | $37.5M | $48.3M | −$10.8M |
| Apr 2026 | $18.0M | $360.0M | −$342.0M |
| Mar 2026 | $370.9M | $19.9M | $351.0M |
| Feb 2026 | $12.9M | $0 | $12.9M |
| Jan 2026 | $14.2M | $42.8M | −$28.6M |
| Dec 2025 | $30.0M | $29.8M | $134K |
| Nov 2025 | $26.0M | $0 | $26.0M |
| Oct 2025 | $5.3M | $5.3M | −$1K |
| Sep 2025 | $1.8M | $3.5M | −$1.8M |
| Aug 2025 | $15.8M | $0 | $15.8M |
| Jul 2025 | $15.7M | $41.8M | −$26.1M |
LGLV Assets Under Management
Net assets of State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.14B |
| 2026-03-31 | $1.47B |
| 2025-12-31 | $1.11B |
| 2025-09-30 | $1.10B |
| 2025-06-30 | $1.09B |
| 2025-03-31 | $1.09B |
| 2024-12-31 | $786.93M |
| 2024-09-30 | $834.17M |
| 2024-06-30 | $695.38M |
| 2024-03-31 | $722.62M |
| 2023-12-31 | $755.53M |
| 2023-09-30 | $789.23M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.