First-Year Review
Cambria Global EW ETF's largest holding is another fund, about 25 times an equal share
State Street SPDR US Large Cap Low Volatility Index ETF
$179.45+0.26 (+0.15%)
- 0.12%
- $1.1B
- +5.0%
- 2.16%
- 0M sh
- $177.85
- low $170.05high $192.29
The ETF.net LGLV Grade
A
Score 79 out of 100
- 1 of 16
Score 79 of 100 falls in the A band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.A90 out of 100Rank 2 of 16Mission
Whether the fund did what it promised, tested against its stated mandate.A93 out of 100Rank 3 of 16Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.C49 out of 100Rank 7 of 16Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.A84 out of 100Rank 2 of 16Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.C52 out of 100Rank 11 of 16Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.A74 out of 100Rank 2 of 16
Our read on LGLV
AMost low-vol funds run an optimizer. LGLV just ranks the biggest 1,000 US stocks by how calm they have been and gives the quietest ones the heaviest weights, for 0.12% a year.
The fund is designed to provide exposure to U.S. large-capitalization equities selected through a low-volatility index strategy.
Why people hold it
- 0.12% a year, below the typical US low-vol fund (cohort median 0.20%) and under USMV's 0.15%.
- The rules fit in one sentence: screen the largest 1,000 US stocks, weight the calmest heaviest, subject to liquidity limits. No black box.ssga.com
- Running since 2013 and tracking its index tightly, it rates as one of the stronger builds in the US low-vol group.
Worth knowing
- Weighting by volatility alone means the sector mix can lean hard into whatever is quiet (often utilities and staples) and look nothing like the S&P 500.ssga.com
- Trades lighter than the category's household names, so spreads can be wider. Limit orders matter more here.
- Low volatility is not low risk: this is a fully invested stock fund and it can move very differently from the broad market.ssga.com
LGLV Holdings
- Stocks
- 173
- 16%
- WELL
Sectors
- Industrials18.2%
- Real Estate17.1%
- Financials10.7%
- Utilities10.7%
- Technology9.9%
- Consumer Discretionary8.6%
- Health Care8.0%
- Consumer Staples5.7%
- Communication4.3%
- Energy3.6%
- Materials3.3%
Geography
- United States94.43%
- United Kingdom2.39%
- Switzerland1.55%
- Ireland0.96%
- Israel0.36%
- Netherlands0.30%
LGLV Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
LGLV$10,503
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | LGLV |
|---|---|
| Year to date | +3.8% |
| 1 month | −1.0% |
| 3 months | −2.0% |
| 1 year | +5.0% |
| 3 years | +12.5% |
| 5 years | +7.8% |
| 10 years | +11.2% |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | LGLV |
|---|---|---|
| 2026 YTD | +3.8% | |
| 2025 | +8.4% | |
| 2024 | +16.2% | |
| 2023 | +9.2% | |
| 2022 | −8.2% | |
| 2021 | +28.0% | |
| 2020 | +7.5% |
LGLV in the news
LGLV Dividends
- 2.16%
- $3.88
- $0.99 per share
- Quarterly
Distribution history
LGLV Risk
- 11.2%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.64
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −17.5%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.48
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
LGLV Cost
0.12%
LGLV0.12%
- The middle half of US Low Volatility Index funds
- Median 0.20%
1 of the 16 US Low Volatility Index funds charge less.
Other funds in US Low Volatility Index
- AQLVNorthern Trust US Quality Low Volatility ETFExpense ratio 0.09%1 year return +15.0%
- AUSMViShares MSCI USA Min Vol Factor ETFExpense ratio 0.15%1 year return +8.8%
- BSMLVState Street SPDR US Small Cap Low Volatility Index ETFExpense ratio 0.12%1 year return +25.1%
- BONEVState Street SPDR Russell 1000 Low Volatility Focus ETFExpense ratio 0.20%1 year return +12.0%
- BFDLOFidelity Low Volatility Factor ETF Expense ratio 0.15%1 year return +14.9%