(LGLV) SSGA US Large Cap Low - Overview
Etf: Large-Cap, Low-Volatility, Equities, Sectors
Dividends
| Dividend Yield | 1.95% |
| Yield on Cost 5y | 3.10% |
| Yield CAGR 5y | 8.13% |
| Payout Consistency | 90.8% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 9.31% |
| Relative Tail Risk | 3.18% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.51 |
| Alpha | 0.51 |
| Character TTM | |
|---|---|
| Beta | 0.486 |
| Beta Downside | 0.492 |
| Drawdowns 3y | |
|---|---|
| Max DD | 10.17% |
| CAGR/Max DD | 1.25 |
Description: LGLV SSGA US Large Cap Low January 20, 2026
The SPDR® SSGA US Large-Cap Low-Volatility Index ETF (LGLV) seeks to track an index that captures U.S. large-cap equities with historically low price volatility. By law, the fund must invest at least 80 % of its net assets in the securities that compose the index, effectively mirroring the index’s composition and risk profile.
Key quantitative facts (as of Q4 2025): the fund’s expense ratio is 0.15 %, its assets under management total roughly $1.2 billion, and the average daily trading volume exceeds 1 million shares, providing good liquidity. The index is weighted toward defensive sectors-approximately 45 % in utilities, consumer staples, and health care-making it sensitive to interest-rate cycles (higher rates tend to compress the low-vol premium) and to macro-level risk aversion metrics such as the VIX.
If you want a data-driven side-by-side comparison of LGLV’s risk-adjusted returns against other low-volatility ETFs, ValueRay’s analytics dashboard offers a convenient, free-to-use tool for deeper research.
What is the price of LGLV shares?
Over the past week, the price has changed by +1.90%, over one month by +4.11%, over three months by +8.66% and over the past year by +10.30%.
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 | 207.3 | 11.6% |
LGLV Fundamental Data Overview February 04, 2026
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 = 1.13b USD (1.13b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.13b)
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 1.13b / 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 = 7.70% (E(1.13b)/V(1.13b) * Re(7.70%) + (debt-free company))
Discount Rate = 7.70% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)