Invesco S&P 500® Low Volatility ETF (SPLV)
58.75
-0.11 -0.19%
NYSE Arca
Feb 26, 08:31
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.25% |
| Total Assets Under Management | 12.86B |
| Share Class Assets Under Management | 12.86B |
| 30-Day Average Daily Volume | 3.797M |
| Net Asset Value | 58.83 |
| Discount or Premium to NAV | 0.05% |
| Turnover Ratio | 51.00% |
| 1 Year Fund Level Flows | 1.504B |
View All SPLV News
News
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WireHeadlineTime (ET)
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SA Breaking News05/28 16:14
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SA Breaking News12/11 09:37
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SA Breaking News11/08 09:40
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SA Breaking News10/08 08:29
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SA Breaking News09/07 10:44
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SA Breaking News08/08 10:12
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SA Breaking News07/09 09:19
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SA Breaking News02/21 09:28
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SA Breaking News12/17 11:12
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SA Breaking News08/19 12:54
Performance & Returns
| Total Return (Price) | Total Return (NAV) | Cat. Total Return (NAV) | % Rank in Cat. (NAV) | |
|---|---|---|---|---|
| 1M | -2.03% | -2.07% | -2.06% | 2 |
| 3M | 3.83% | 3.79% | 3.29% | 4 |
| 6M | 7.25% | 7.22% | 12.65% | 86 |
| YTD | 1.28% | 1.23% | -0.41% | 1 |
| 1Y | 17.23% | 17.17% | 14.77% | 8 |
| 3Y | 12.93% | 12.91% | 11.04% | 7 |
| 5Y | 11.41% | 11.40% | 9.05% | 4 |
| 10Y | -- | -- | 12.03% | -- |
| 15Y | -- | -- | 8.14% | -- |
| 20Y | -- | -- | 6.22% | -- |
Asset Allocation
| Type | % Net | % Long | % Short |
|---|---|---|---|
| Cash | 0.05% | 0.05% | 0.00% |
| Stock | 99.95% | 99.95% | 0.00% |
| Bond | 0.00% | 0.00% | 0.00% |
| Convertible | 0.00% | 0.00% | 0.00% |
| Preferred | 0.00% | 0.00% | 0.00% |
| Other | 0.00% | 0.00% | 0.00% |
Region Exposure
| Americas | 99.03% |
| North America | 99.03% |
| Latin America | 0.00% |
| Greater Europe | 0.97% |
| United Kingdom | 0.00% |
| Europe Developed | 0.97% |
| Europe Emerging | 0.00% |
| Africa/Middle East | 0.00% |
| Greater Asia | 0.00% |
| Japan | 0.00% |
| Australasia | 0.00% |
| Asia Developed | 0.00% |
| Asia Emerging | 0.00% |
| Market Classification | |
| % Developed Markets | 100.0% |
| % Emerging Markets | 0.00% |
Stock Sector Exposure
| Basic Materials | 0.93% |
| Communication Services | 4.55% |
| Consumer Cyclical | 2.88% |
| Consumer Defensive | 9.67% |
| Energy | 0.95% |
| Financial Services | 17.71% |
| Healthcare | 4.54% |
| Industrials | 10.54% |
| Real Estate | 18.07% |
| Technology | 2.77% |
| Utilities | 27.39% |
Stock Market Capitalization
| Giant | 20.35% |
| Large | 49.77% |
| Medium | 29.88% |
| Small | 0.00% |
| Micro | 0.00% |
Stock Style Exposure
| Large Cap Value | 29.47% |
| Large Cap Blend | 32.44% |
| Large Cap Growth | 8.21% |
| Mid Cap Value | 8.82% |
| Mid Cap Blend | 20.15% |
| Mid Cap Growth | 0.92% |
| Small Cap Value | 0.00% |
| Small Cap Blend | 0.00% |
| Small Cap Growth | 0.00% |
View More Holdings
As of Feb. 24, 2020
Top 10 Holdings
| Symbol | Name | % Weight | Price | % Chg |
|---|---|---|---|---|
| DUK | Duke Energy Corp | 1.31% | 98.52 | -0.76% |
| ES | Eversource Energy | 1.27% | 93.38 | -1.92% |
| DTE | DTE Energy Co | 1.25% | 125.00 | -2.44% |
| RSG | Republic Services Inc Class A | 1.23% | 97.05 | -1.90% |
| PEG | Public Service Enterprise Group Inc | 1.23% | 57.41 | -2.88% |
| LNT | Alliant Energy Corp | 1.22% | 58.01 | -1.40% |
| ED | Consolidated Edison Inc | 1.18% | 88.00 | -0.28% |
| ATO | Atmos Energy Corp | 1.17% | 113.74 | -2.13% |
| D | Dominion Energy Inc | 1.17% | 87.79 | -2.24% |
| NEE | NextEra Energy Inc | 1.17% | 268.00 | -0.86% |
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Basic Info
| Investment Strategy | |
|---|---|
| The investment seeks to track the investment results (before fees and expenses) of the S&P 500® Low Volatility Index (the "underlying index"). The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. Strictly in accordance with its guidelines and mandated procedures, the index provider selects 100 securities from the S&P 500® Index for inclusion in the underlying index that have the lowest realized volatility over the past 12 months as determined by S&P DJI. | |
| General | |
| Security Type | Exchange-Traded Fund |
| Equity Style | Large Cap/Value |
| Fixed Income Style | -- |
| Broad Asset Class | US Equity |
| Broad Category | Equity |
| Category Name | Large Blend |
| Prospectus Objective | Growth |
| Fund Owner Firm Name | Invesco |
| Benchmark Index | |
| S&P 500 Low Volatility TR USD | 100.0% |
| Reports | |
| One Page Report | Download |
Manager Info
| Name | Tenure |
|---|---|
| Michael Jeanette | 8.66 yrs |
| Peter Hubbard | 8.66 yrs |
| Pratik Doshi | 0.03 yrs |
| Tony Seisser | 5.84 yrs |
Net Fund Flows
| 1M | 42.80M |
| 3M | -875.76M |
| 6M | -396.59M |
| YTD | 42.80M |
| 1Y | 1.504B |
| 3Y | 3.043B |
| 5Y | 3.120B |
| 10Y | -- |
Risk Info
| Beta (5Y) | 0.6008 |
| Max Drawdown (All) | 12.49% |
| Historical Sharpe Ratio (10Y) | -- |
| Historical Sortino (All) | 1.730 |
| 30-Day Rolling Volatility | 12.10% |
| Daily Value at Risk (VaR) 1% (All) | 2.03% |
| Monthly Value at Risk (VaR) 1% (All) | 6.66% |
Fundamentals
| Dividend Yield TTM (2-26-20) | 2.14% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Weighted Average PE Ratio | 24.10 |
| Weighted Average Price to Sales Ratio | 2.903 |
| Weighted Average Price to Book Ratio | 2.783 |
| Weighted Median ROE | 18.38% |
| Weighted Median ROA | 5.76% |
| Forecasted Dividend Yield | 2.32% |
| Forecasted PE Ratio | 22.61 |
| Forecasted Price to Sales Ratio | 2.798 |
| Forecasted Price to Book Ratio | 2.599 |
| Number of Holdings | 109 |
Growth Estimates
| Forecasted 5 Yr Earnings Growth | 6.97% |
| Forecasted Book Value Growth | 5.70% |
| Forecasted Cash Flow Growth | 1.65% |
| Forecasted Earnings Growth | 5.09% |
| Forecasted Revenue Growth | 3.00% |
Attributes
| Key Dates | |
|---|---|
| Inception Date | 5/5/2011 |
| Termination Date | |
| Last Annual Report Date | 8/31/2019 |
| Last Prospectus Date | 12/20/2019 |
| Attributes | |
| Exchange Traded Share | Yes |
| Exchange Traded Note | No |
| Enhanced Index Fund | No |
| Fixed Distribution Fund | No |
| High-Net Worth Individual Fund | No |
| Index Fund | Yes |
| Inverse Fund | No |
| Leveraged Fund | No |
| Fund of Funds | No |
| Currency Hedged Fund | No |
| Synthetic Replication Fund | No |
| Has Dividend Investment Plan | No |
| Socially Responsible Fund | No |
| General Availability | |
| Available for Insurance Product | No |
| Available for Retirement Plan | No |
| Available for RRSP | No |
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