Performance analysis of LGLV (SPDR SSGA US LARGE CAP LOW VOLATILITY INDEX ETF)
Annual Return
Over the past 3 years, LGLV has had an average annual return of +11.07%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, LGLV has had an average annual return of +7.72%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, LGLV has had an average annual return of +11.01%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Feb 21, 2013, LGLV has had an average annual return of +11.55%, underperforming the benchmark SPY, which returned +14.86% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.83% | +8.36% | +16.22% | +9.20% | -8.17% | +27.98% | +7.46% | +30.82% | +0.32% | +17.81% | +11.40% | +2.22% |
| 2014 | 2013 | ||||||||||
| +17.10% | +18.38% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.77% | +3.76% | -5.28% | +2% | -2.42% | -0.68% | +0.83% | ||||||
| 2025 | +3.03% | +2.68% | +0.02% | -1.88% | +2.14% | +0.59% | -0.66% | +2.49% | +0.70% | -3.30% | +3.12% | -0.64% | +8.36% |
| 2024 | +1.17% | +3.52% | +2.98% | -4.19% | +2.60% | +0.20% | +5.01% | +4.48% | +1.54% | -0.62% | +5.59% | -6.42% | +16.22% |
| 2023 | +2.80% | -3.38% | +2.01% | +1.86% | -4.12% | +5.72% | +1.21% | -1.54% | -4.22% | -0.73% | +6.81% | +3.17% | +9.20% |
| 2022 | -6.40% | -2.94% | +5.34% | -3.96% | +0.50% | -5.04% | +6.01% | -2.88% | -8.01% | +7.73% | +5.97% | -3.16% | -8.17% |
| 2021 | -3.80% | +3.37% | +5.69% | +5.96% | +0.45% | +0.27% | +3.98% | +2.06% | -5.21% | +7.14% | -1.61% | +7.60% | +27.98% |
| 2020 | +2% | -8.47% | -14.53% | +8.58% | +4.82% | -0.52% | +5.01% | +3.15% | -1.59% | -2.57% | +11.01% | +3.16% | +7.46% |
| 2019 | +6.34% | +4.44% | +1.93% | +3.98% | -1.49% | +5.25% | +1.63% | +1.12% | +1.20% | -0.19% | +1.82% | +1.43% | +30.82% |
| 2018 | +3.23% | -2.94% | -0.37% | -1.02% | +0.64% | +1% | +4.36% | +3.07% | +0.58% | -3.62% | +3.60% | -7.53% | +0.32% |
| 2017 | +0.46% | +5.88% | -0.61% | +0.69% | +1.73% | +0.37% | +1.68% | -0.54% | +1.84% | +1.94% | +3.18% | +0.08% | +17.81% |
Drawdown analysis of LGLV (SPDR SSGA US LARGE CAP LOW VOLATILITY INDEX ETF)
The maximum drawdown for the LGLV was -36.62%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current LGLV drawdown is -6.60%.
Since Feb 21, 2013 LGLV has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.62% | Feb 14, 2020 | 25 | Mar 23, 2020 | 188 | Dec 17, 2020 | 213 |
| -17.49% | Dec 29, 2021 | 198 | Oct 12, 2022 | 304 | Dec 28, 2023 | 502 |
| -13.61% | Sep 21, 2018 | 64 | Dec 24, 2018 | 37 | Feb 19, 2019 | 101 |
| -10.18% | Nov 27, 2024 | 88 | Apr 8, 2025 | 28 | May 19, 2025 | 116 |
| -10.04% | Nov 19, 2015 | 40 | Jan 20, 2016 | 39 | Mar 16, 2016 | 79 |
| -9.04% | Aug 17, 2015 | 30 | Sep 29, 2015 | 21 | Oct 28, 2015 | 51 |
| -7.99% | Jan 26, 2018 | 10 | Feb 9, 2018 | 109 | Jul 18, 2018 | 119 |
| -7.52% | Sep 2, 2016 | 43 | Nov 3, 2016 | 27 | Dec 13, 2016 | 70 |
| -6.86% | Mar 2, 2026 | 19 | Mar 27, 2026 | Ongoing | Ongoing | Ongoing |
| -6.10% | Sep 2, 2021 | 19 | Sep 30, 2021 | 15 | Oct 21, 2021 | 34 |
| -5.91% | May 21, 2013 | 21 | Jun 20, 2013 | 16 | Jul 15, 2013 | 37 |
| -5.56% | Aug 2, 2013 | 20 | Aug 30, 2013 | 34 | Oct 18, 2013 | 54 |
| -5.18% | Mar 28, 2024 | 12 | Apr 16, 2024 | 47 | Jun 24, 2024 | 59 |
| -5.15% | Sep 19, 2014 | 18 | Oct 15, 2014 | 9 | Oct 28, 2014 | 27 |
| -4.50% | Jul 26, 2019 | 6 | Aug 5, 2019 | 21 | Sep 4, 2019 | 27 |
| -4.32% | Jan 22, 2014 | 10 | Feb 5, 2014 | 10 | Feb 20, 2014 | 20 |
| -4.03% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -4.02% | May 10, 2016 | 7 | May 19, 2016 | 29 | Jun 30, 2016 | 36 |
| -3.97% | Nov 24, 2021 | 4 | Dec 1, 2021 | 4 | Dec 7, 2021 | 8 |
| -3.85% | Jul 14, 2014 | 18 | Aug 7, 2014 | 12 | Aug 25, 2014 | 30 |
| -3.80% | Sep 11, 2025 | 37 | Nov 3, 2025 | 43 | Jan 6, 2026 | 80 |
| -3.79% | Jan 22, 2015 | 33 | Mar 11, 2015 | 110 | Aug 17, 2015 | 143 |
| -3.14% | Dec 23, 2016 | 12 | Jan 12, 2017 | 21 | Feb 13, 2017 | 33 |
| -3.11% | May 10, 2021 | 2 | May 12, 2021 | 36 | Jul 2, 2021 | 38 |
| -3.11% | Dec 5, 2014 | 6 | Dec 15, 2014 | 3 | Dec 18, 2014 | 9 |