SPDR Russell 1000 Low Volatility ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
SPDR Russell 1000 Low Volatility ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Russell 1000 Low Volatility Index. |
Category | US Equities |
Fund Sponsor | SSgA Funds Management Inc |
Website | www.spdrs.com |
Inception date | Feb 20, 2013 |
Assets (mns) | $600 |
Currency | USD |
Expense ratio | 12 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Technical |
Index replication | Optimized |
Uses derivatives | No |
Options available | No |
No. of constituents | 135 |
Wgt avg mkt cap (mns) | $97,186 |
Large cap (>$10bn) | 88.8% |
Mid cap ($2-10bn) | 11.0% |
Small cap (<$2bn) | 0.2% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
CHUBB LIMITED | 1.7 % |
REPUBLIC SERVICES INC | 1.7 % |
MARSH & MCLENNAN COS | 1.5 % |
AFLAC INC | 1.5 % |
INTERCONTINENTALEXCHANGE INC | 1.5 % |
BERKSHIRE HATHAWAY INC-CL B | 1.5 % |
NEXTERA ENERGY GROUP | 1.4 % |
ARTHUR J GALLAGHER & CO | 1.4 % |
AON PLC | 1.3 % |
VISA INC-CLASS A SHARES | 1.2 % | Total | 14.7 % |
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UNITED STATES | 89.3 % |
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BRITAIN | 3.1 % |
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BERMUDA | 2.7 % |
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IRELAND | 2.3 % |
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SWITZERLAND | 1.7 % |
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ISRAEL | 0.6 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
7.4% | 7.4% | 13.1% | -- | 12.9% |
versus... | Beta | R-squared |
S&P500 | 0.81 | 87% |
MSCI EAFE | 0.77 | 78% |
MSCI Emg. Mkts. | 0.59 | 58% |
Recent close | $119.67 |
30d moving avg. | $118.93 |
Annualized volatility | 16.3% |
Short interest (ETF) | 0.1% |
Short interest (Underlying) | 2.5% |
Relative strength (RSI) | 52 |
Avg. volume (thou.) | 32 |
Turnover | 0.6% |
Bid/Ask (% of price) | 0.07% |
ADV underlying (mns) | $49,253 |
FINDING ALTERNATIVE FUNDS
Below is a list of 97 potential alternatives to the SPDR Russell 1000 Low Volatility ETF ETF based on the alternatives' overlap in portfolio holdings with LGLV. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | LGLV | Expense: | 12 bp | ALTAR Score™: | 5.2% |
Ticker | Fund Name |
Overlap1 vs LGLV (%) |
Expense ratio (bp) |
Savings vs LGLV (bp) |
ALTAR Score™ (%) |
ALTAR vs LGLV (%) |
FDLO | Fidelity Low Volatility Factor ETF | 44.9 | 29 | -17 | 4.9 | -0.3 |
USMV | iShares Edge MSCI Min Vol USA ETF | 37.6 | 15 | -3 | 5.3 | +0.1 |
FLLV | Franklin Liberty U.S. Low Volatility ETF | 33.7 | 29 | -17 | 4.9 | -0.3 |
QUS | SPDR MSCI USA StrategicFactors ETF | 29.2 | 15 | -3 | 5.2 | +0.1 |
JQUA | JPMorgan U.S. Quality Factor ETF | 28.9 | 12 | 0 | 5.0 | -0.2 |
JMIN | JPMorgan U.S. Minimum Volatility ETF | 28.5 | 12 | 0 | 5.3 | +0.1 |
SPMV | Invesco S&P 500 Minimum Variance ETF | 28.0 | 10 | 2 | 5.4 | +0.3 |
HUSV | First Trust Horizon Managed Volatility Domestic ETF | 27.2 | 70 | -58 | 4.8 | -0.4 |
LSLT | Salt Low truBeta US Market ETF | 27.0 | 60 | -48 | 5.8 | +0.6 |
PSET | Principal Price Setters Index ETF | 26.8 | 15 | -3 | 4.6 | -0.6 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 26.6 | 15 | -3 | 5.9 | +0.7 |
DEF | Invesco Defensive Equity ETF | 26.3 | 55 | -43 | 5.2 | +0.1 |
QLV | FlexShares US Quality Low Volatility Index Fund | 26.1 | 22 | -10 | 4.3 | -0.9 |
KLCD | KFA Large Cap Quality Dividend Index ETF | 25.8 | 42 | -30 | 5.0 | -0.1 |
XRLV | Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF | 25.6 | 25 | -13 | 5.8 | +0.6 |
SCHV | Schwab U.S. Large-Cap Value ETF | 25.4 | 4 | 8 | 6.0 | +0.9 |
SPLV | Invesco S&P 500 Low Volatility ETF | 25.3 | 25 | -13 | 5.6 | +0.4 |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 25.2 | 15 | -3 | 4.6 | -0.6 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 25.1 | 4 | 8 | 6.4 | +1.2 |
IVE | iShares S&P 500 Value ETF | 25.1 | 18 | -6 | 6.2 | +1.0 |
FQAL | Fidelity Quality Factor ETF | 25.0 | 29 | -17 | 5.0 | -0.2 |
MGC | Vanguard Mega Cap Index Fund | 24.6 | 7 | 5 | 4.6 | -0.6 |
VOOV | Vanguard S&P 500 Value ETF | 24.6 | 10 | 2 | 6.6 | +1.4 |
PBP | Invesco S&P 500 BuyWrite ETF | 24.6 | 49 | -37 | 4.3 | -0.9 |
VSDA | VictoryShares Dividend Accelerator ETF | 24.6 | 35 | -23 | 4.6 | -0.5 |
IWL | iShares Russell Top 200 ETF | 24.4 | 15 | -3 | 4.4 | -0.8 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 24.4 | 60 | -48 | 4.4 | -0.8 |
IUSV | iShares Core S&P U.S. Value ETF | 24.4 | 4 | 8 | 6.4 | +1.2 |
PFM | Invesco Dividend Achievers ETF | 24.4 | 53 | -41 | 5.0 | -0.2 |
BKLC | BNY Mellon US Large Cap Core Equity ETF | 24.3 | 0 | 12 | 4.5 | -0.7 |
VOO | VANGUARD S&P 500 ETF | 24.2 | 3 | 9 | 4.8 | -0.4 |
SPY | SPDR S&P 500 ETF Trust | 24.1 | 9 | 3 | 4.7 | -0.5 |
IVV | iShares Core S&P 500 ETF | 24.1 | 3 | 9 | 4.7 | -0.5 |
SPLG | SPDR Portfolio Large Cap ETF | 24.1 | 3 | 9 | 4.7 | -0.5 |
IWX | iShares Russell Top 200 Value ETF | 23.8 | 20 | -8 | 6.0 | +0.9 |
ESGV | Vanguard ESG U.S. Stock ETF | 23.8 | 12 | 0 | 4.5 | -0.7 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 23.7 | 20 | -8 | 4.8 | -0.4 |
OUSA | O'Shares FTSE US Quality Dividend ETF | 23.7 | 48 | -36 | 5.5 | +0.3 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 23.5 | 2 | 10 | 4.6 | -0.6 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 23.5 | 27 | -15 | 4.6 | -0.6 |
ESGU | iShares MSCI USA ESG Optimized ETF | 23.5 | 15 | -3 | 4.4 | -0.8 |
FVL | First Trust Value Line 100 ETF | 23.4 | 70 | -58 | 6.0 | +0.8 |
VONV | Vanguard Russell 1000 Value Index Fund | 23.3 | 8 | 4 | 6.1 | +0.9 |
VV | Vanguard Large-Cap Index Fund | 23.3 | 4 | 8 | 4.6 | -0.6 |
SCHX | Schwab U.S. Large-Cap ETF | 23.2 | 3 | 9 | 4.5 | -0.6 |
PBUS | Invesco PureBeta MSCI USA ETF | 23.2 | 4 | 8 | 4.6 | -0.6 |
USLB | Invesco Russell 1000 Low Beta Equal Weight ETF | 23.1 | 35 | -23 | 5.1 | -0.1 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 23.1 | 7 | 5 | 4.5 | -0.7 |
SPTM | SPDR Portfolio Total Stock Market ETF | 23.0 | 3 | 9 | 4.8 | -0.4 |
SCHK | Schwab 1000 Index ETF | 22.9 | 5 | 7 | 4.6 | -0.6 |
IWB | iShares Russell 1000 ETF | 22.9 | 15 | -3 | 4.4 | -0.7 |
DGRO | iShares Core Dividend Growth ETF | 22.9 | 8 | 4 | 6.0 | +0.8 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 22.8 | 27 | -15 | 4.8 | -0.3 |
FLRG | Fidelity U.S. Multifactor ETF | 22.8 | 29 | -17 | 5.9 | +0.7 |
IYY | iShares Dow Jones U.S. ETF | 22.7 | 20 | -8 | 4.4 | -0.8 |
IWD | iShares Russell 1000 Value ETF | 22.7 | 19 | -7 | 6.0 | +0.8 |
SPXN | ProShares S&P 500 Ex-Financials ETF | 22.7 | 27 | -15 | 4.3 | -0.8 |
VIG | Vanguard Dividend Appreciation Index Fund | 22.6 | 6 | 6 | 5.0 | -0.2 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 22.5 | 29 | -17 | 4.5 | -0.6 |
JKD | iShares Morningstar Large-Cap ETF | 22.4 | 20 | -8 | 4.7 | -0.5 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 22.2 | 9 | 3 | 4.8 | -0.4 |
XVV | iShares ESG Screened S&P 500 ETF | 22.2 | 8 | 4 | 4.9 | -0.3 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 22.2 | 20 | -8 | 4.6 | -0.6 |
VTHR | Vanguard Russell 3000 Index Fund | 22.2 | 10 | 2 | 4.4 | -0.8 |
EQWL | Invesco Russell Top 200 Equal Weight ETF | 22.1 | 25 | -13 | 5.6 | +0.4 |
ACWV | iShares MSCI Global Min Vol Factor ETF | 22.1 | 20 | -8 | 5.5 | +0.3 |
SPXV | ProShares S&P 500 Ex-Health Care ETF | 22.0 | 27 | -15 | 4.3 | -0.9 |
ACIO | Aptus Collared Income Opportunity ETF | 21.9 | 79 | -67 | 3.8 | -1.4 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 21.8 | 30 | -18 | 5.0 | -0.1 |
JHML | John Hancock Multifactor Large Cap ETF | 21.8 | 29 | -17 | 4.8 | -0.4 |
IWV | iShares Russell 3000 ETF | 21.7 | 20 | -8 | 4.3 | -0.9 |
IQSU | IQ Candriam ESG US Equity ETF | 21.6 | 9 | 3 | 4.5 | -0.7 |
SCHB | Schwab U.S. Broad Market ETF | 21.6 | 3 | 9 | 4.4 | -0.7 |
ITOT | iShares Core S&P Total U.S. Stock Market ETF | 21.4 | 3 | 9 | 4.4 | -0.8 |
FVD | First Trust Value Line Dividend Index Fund | 21.4 | 70 | -58 | 5.8 | +0.6 |
VONE | Vanguard Russell 1000 ETF | 21.4 | 8 | 4 | 4.5 | -0.6 |
SFY | SoFi Select 500 ETF | 21.3 | 0 | 12 | 4.5 | -0.7 |
EFIV | SPDR S&P 500 ESG ETF | 21.1 | 10 | 2 | 4.6 | -0.6 |
DIVB | iShares U.S. Dividend & Buyback ETF | 21.1 | 25 | -13 | 5.9 | +0.7 |
SNPE | Xtrackers S&P 500 ESG ETF | 21.1 | 10 | 2 | 4.6 | -0.6 |
VTI | Vanguard Total Stock Market Index Fund | 21.1 | 3 | 9 | 4.4 | -0.8 |
OEF | iShares S&P 100 ETF | 20.7 | 20 | -8 | 4.2 | -1.0 |
QWLD | SPDR MSCI World StrategicFactors ETF | 20.5 | 30 | -18 | 5.3 | +0.2 |
USSG | Xtrackers MSCI USA ESG Leaders Equity ETF | 20.5 | 10 | 2 | 4.8 | -0.4 |
SUSL | iShares ESG MSCI USA Leaders ETF | 20.5 | 10 | 2 | 4.8 | -0.4 |
CHGX | Change Finance U.S. Large Cap Fossil Fuel Free ETF | 20.4 | 49 | -37 | 4.2 | -1.0 |
DFAU | Dimensional US Core Equity Market ETF | 20.3 | 12 | 0 | 4.7 | -0.5 |
DLN | WisdomTree U.S. LargeCap Dividend Fund | 20.2 | 28 | -16 | 6.1 | +1.0 |
ROUS | Hartford Multifactor US Equity ETF | 20.2 | 19 | -7 | 5.8 | +0.7 |
DGRW | WisdomTree U.S. Quality Dividend Growth Fund | 20.0 | 28 | -16 | 6.0 | +0.8 |
EPS | WisdomTree U.S. Earnings 500 Fund | 20.0 | 8 | 4 | 5.9 | +0.7 |
RNLC | Large Cap US Equity Select ETF | 19.9 | 60 | -48 | 5.2 | 0.0 |
VOOG | Vanguard S&P 500 Growth ETF | 19.8 | 10 | 2 | 3.9 | -1.3 |
DTD | WisdomTree U.S.Total Dividend Fund | 19.8 | 28 | -16 | 6.2 | +1.1 |
RBUS | Nationwide Risk-Based U.S. Equity ETF | 19.6 | 30 | -18 | 4.6 | -0.6 |
KRMA | Global X Conscious Companies ETF | 19.4 | 43 | -31 | 4.8 | -0.4 |
VTV | Vanguard Value Index Fund | 19.3 | 4 | 8 | 6.5 | +1.3 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
SPDR Russell 1000 Low Volatility ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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