LGLV vs GSWO
Comparison between SPDR SSGA US LARGE CAP LOW VOLATILITY INDEX ETF (LGLV, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).
LGLV vs GSWO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
LGLV
$1.50B
GSWO
$1.50B
Expense Ratio
Winner
LGLV
0.12%
GSWO
0.25%
Max Drawdown
LGLV
36.99%
Winner
GSWO
18.80%
Sharpe Ratio
LGLV
0.24
Winner
GSWO
1.52
5Y Beta
Winner
LGLV
0.45
GSWO
0.62
P/E Ratio
Winner
LGLV
23.05
GSWO
25.97
Forward P/E
Winner
LGLV
20.16
GSWO
20.29
PEG Ratio
LGLV
0.48
Winner
GSWO
0.48
5Y Dividends CAGR
LGLV
10.68%
GSWO
N/A
5Y EPS CAGR
LGLV
11.63%
Winner
GSWO
26.41%
Debt to Equity
LGLV
61.27%
Winner
GSWO
28.65%
P/S Ratio
Winner
LGLV
2.70
GSWO
3.00
P/B Ratio
Winner
LGLV
3.17
GSWO
5.04
LGLV vs GSWO - Holdings Comparison
LGLV and GSWO have 79 common holdings. Overlap is 14.23%
LGLV's top 25 holdings weight is 28.49%. GSWO's top 25 holdings weight is 37.22%.
| Rank | LGLV | GSWO |
|---|---|---|
| #1 | WELLTOWER INC (WELL) - 4.02% | NVIDIA CORP (NVDA) - 5.79% |
| #2 | REALTY INCOME CORP (O) - 1.89% | APPLE INC (AAPL) - 4.74% |
| #3 | DUKE ENERGY CORP (DUK) - 1.44% | MICROSOFT CORP (MSFT) - 3.76% |
| #4 | PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) - 1.23% | AMAZON.COM INC (AMZN) - 2.93% |
| #5 | SOUTHERN CO (SO) - 1.21% | ALPHABET INC CLASS A (GOOGL) - 2.38% |
| #6 | CONSOLIDATED EDISON INC (ED) - 1.16% | BROADCOM INC (AVGO) - 2.32% |
| #7 | CME GROUP INC CLASS A (CME) - 1.13% | ALPHABET INC CLASS C (GOOG) - 2.06% |
| #8 | PEPSICO INC (PEP) - 1.12% | META PLATFORMS INC CLASS A (META) - 1.77% |
| #9 | COCA-COLA CO (KO) - 1.03% | TESLA INC (TSLA) - 1.29% |
| #10 | VICI PROPERTIES INC ORDINARY SHARES (VICI) - 0.96% | JPMORGAN CHASE & CO (JPM) - 1.03% |
| #11 | AMEREN CORP (AEE) - 0.96% | ELI LILLY AND CO (LLY) - 0.90% |
| #12 | DTE ENERGY CO (DTE) - 0.94% | WALMART INC (WMT) - 0.79% |
| #13 | MARSH (MRSH) - 0.92% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.73% |
| #14 | MCDONALD'S CORP (MCD) - 0.92% | EXXON MOBIL CORP (XOM) - 0.70% |
| #15 | JOHNSON & JOHNSON (JNJ) - 0.90% | VISA INC CLASS A (V) - 0.69% |
| #16 | GENERAL DYNAMICS CORP (GD) - 0.90% | JOHNSON & JOHNSON (JNJ) - 0.65% |
| #17 | FIRSTENERGY CORP (FE) - 0.89% | MICRON TECHNOLOGY INC (MU) - 0.65% |
| #18 | CENTERPOINT ENERGY INC (CNP) - 0.88% | ASML HOLDING NV (n/a) - 0.63% |
| #19 | CHUBB LTD (CB) - 0.87% | MASTERCARD INC CLASS A (MA) - 0.56% |
| #20 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.87% | COSTCO WHOLESALE CORP (COST) - 0.54% |
| #21 | VISA INC CLASS A (V) - 0.86% | ADVANCED MICRO DEVICES INC (AMD) - 0.53% |
| #22 | THE TRAVELERS COMPANIES INC (TRV) - 0.86% | NETFLIX INC (NFLX) - 0.47% |
| #23 | LINDE PLC (LIN) - 0.85% | LAM RESEARCH CORP (LRCX) - 0.46% |
| #24 | COLGATE-PALMOLIVE CO (CL) - 0.85% | CISCO SYSTEMS INC (CSCO) - 0.43% |
| #25 | CISCO SYSTEMS INC (CSCO) - 0.83% | CATERPILLAR INC (CAT) - 0.42% |
| Total Holdings | 172 | 777 |
LGLV vs GSWO - Historical Returns
Returns include dividend reinvestment.
1M
LGLV
-2.33%
Winner
GSWO
+6.94%
3M
LGLV
-3.51%
Winner
GSWO
+4.55%
6M
LGLV
+3.65%
Winner
GSWO
+11.85%
1Y
LGLV
+5.65%
Winner
GSWO
+21.75%
5Y(CAGR)
LGLV
+7.81%
Winner
GSWO
+12.54%
10Y(CAGR)
LGLV
+11.15%
GSWO
N/A
Max(CAGR)
LGLV
+11.71%
Winner
GSWO
+12.54%
LGLV vs GSWO - Annual Returns (2013 - 2026)
Returns include dividend reinvestment.
| Year | LGLV | GSWO |
|---|---|---|
| 2026 | +1.68% | +9.11% |
| 2025 | +8.79% | +18.96% |
| 2024 | +15.88% | +15.96% |
| 2023 | +9.02% | +16.40% |
| 2022 | -7.09% | -6.17% |
| 2021 | +30.70% | N/A |
| 2020 | +7.07% | N/A |
| 2019 | +31.91% | N/A |
| 2018 | +0.78% | N/A |
| 2017 | +17.66% | N/A |
| 2016 | +13.77% | N/A |
| 2015 | +3.00% | N/A |
| 2014 | +18.26% | N/A |
| 2013 | +18.38% | N/A |
LGLV vs GSWO Drawdown Comparison
The maximum drawdown for LGLV was -36.62%, occurring on Mar 23, 2020. Recovery took 213 trading sessions.
The maximum drawdown for GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
The current LGLV drawdown is -5.68%.
| Rank | LGLV | GSWO |
|---|---|---|
| #1 | -36.62% Feb 14, 2020 - Dec 17, 2020 | -17.78% Mar 29, 2022 - Jul 13, 2023 |
| #2 | -17.49% Dec 29, 2021 - Dec 28, 2023 | -9.97% Feb 13, 2025 - May 2, 2025 |
| #3 | -13.61% Sep 21, 2018 - Feb 19, 2019 | -8.93% Feb 25, 2026 - Apr 15, 2026 |
| #4 | -10.18% Nov 27, 2024 - May 19, 2025 | -7.71% Jul 25, 2023 - Nov 22, 2023 |
| #5 | -10.04% Nov 19, 2015 - Mar 16, 2016 | -5.68% Dec 5, 2024 - Feb 11, 2025 |
| #6 | -9.04% Aug 17, 2015 - Oct 28, 2015 | -4.68% Jul 17, 2024 - Aug 15, 2024 |
| #7 | -7.99% Jan 26, 2018 - Jul 18, 2018 | -4.67% Mar 28, 2024 - Jun 12, 2024 |
| #8 | -7.52% Sep 2, 2016 - Dec 13, 2016 | -3.36% Oct 18, 2024 - Nov 7, 2024 |
| #9 | -6.86% Mar 2, 2026 - Mar 27, 2026 | -2.77% Nov 12, 2025 - Nov 26, 2025 |
| #10 | -6.10% Sep 2, 2021 - Oct 21, 2021 | -2.75% Nov 7, 2024 - Nov 29, 2024 |
| #11 | -5.91% May 21, 2013 - Jul 15, 2013 | -2.26% Jul 23, 2025 - Aug 12, 2025 |
| #12 | -5.56% Aug 2, 2013 - Oct 18, 2013 | -2.04% Aug 30, 2024 - Sep 13, 2024 |
| #13 | -5.18% Mar 28, 2024 - Jun 24, 2024 | -1.92% Oct 6, 2025 - Oct 27, 2025 |
| #14 | -5.14% Sep 19, 2014 - Oct 28, 2014 | -1.80% Jan 12, 2026 - Jan 26, 2026 |
| #15 | -4.50% Jul 26, 2019 - Sep 4, 2019 | -1.72% Jul 3, 2025 - Jul 23, 2025 |
Correlation
Correlation between LGLV and GSWO is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (2013 - 2026)
LGLV vs GSWO dividend yield comparison.
| Year | LGLV | GSWO |
|---|---|---|
| 2026 | 0.54% | 0.30% |
| 2025 | 1.94% | 1.74% |
| 2024 | 1.93% | 1.75% |
| 2023 | 2.03% | 2.06% |
| 2022 | 1.95% | 1.73% |
| 2021 | 1.65% | 0.00% |
| 2020 | 1.98% | 0.00% |
| 2019 | 1.89% | 0.00% |
| 2018 | 2.09% | 0.00% |
| 2017 | 4.39% | 0.00% |
| 2016 | 2.54% | 0.00% |
| 2015 | 2.97% | 0.00% |
| 2014 | 7.14% | 0.00% |
| 2013 | 2.99% | 0.00% |
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