LGLVState Street SPDR US Large Cap Low Volatility Index ETF

Grow my money13y track recordRanked #417 of 3,055 in this goal

Tracks the total return performance of a large cap, low volatility index.

By State Street Investment Management · Launched 2013

Annual Cost

0.12%

#509 of 6,040 · low cost

Fund Size

$1.2B

#1,067 of 6,040 · large

Return (1Y)

+4.7%

Track Record

13 years

#1,052 of 6,040 · established

Performance

Total-return NAV · USD

Growth of $10,000

$10,411+4.1%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Equity

Region

North america

Cap

Large

Strategy

Index tracking

Factor

Low volatility

Index tracked

State Street US Large Cap Low Volatility Index

Holdings

By weight

Concentration

Top 10 holdings = 13.3% of funddiversified

Johnson & Johnson

1.7%

Corning Inc

1.4%

Linde PLC

1.4%

Corteva Inc

1.4%

Walmart Inc

1.4%

PepsiCo Inc

1.3%

Vulcan Materials Co

1.3%

CME Group Inc

1.2%

Amphenol Corp

1.1%

General Dynamics Corp

1.1%

Asset allocation

Stocks

99.8%

Cash

0.2%

By sector

Industrials

18.1%

Real Estate

17.1%

Financial Services

10.7%

Utilities

10.6%

Technology

10.0%

Consumer Cyclical

8.8%

Healthcare

7.9%

Consumer Defensive

5.7%

Other

11.2%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

10.1%Moderate

Year-on-year price swings

Max drawdown

-36.6%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.68Decent risk-adjusted returns

Sortino (3Y)

0.98Moderate downside risk

Listing

Exchange: NYSE Arca

Full fund details

Objective: Tracks the total return performance of a large cap, low volatility index.
Strategy: Employs a sampling strategy to track the State Street US Large Cap Low Volatility Index, investing primarily in U.S. large capitalization stocks with low volatility characteristics. The Fund may also invest in cash and cash equivalents for management purposes.
Inception date: February 20, 2013
Fund family: State Street Investment Management