SPDR SSGA US Large Cap Low Volatility Index ETF holds low-volatility stocks but lags in returns and Sharpe ratio. Click for why this is critical for the LGLV ETF.
LGLV: Another Low-Volatility ETF With A ‘Sharpe’ Problem
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SPDR SSGA US Large Cap Low Volatility Index ETF holds low-volatility stocks but lags in returns and Sharpe ratio. Click for why this is critical for the LGLV ETF.