Invesco S&P 500® Low Volatility ETF (SPLV)

58.75 -0.11  -0.19% NYSE Arca Feb 26, 08:31 Delayed 2m USD
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Key Stats

Net Asset Value 58.83
Discount or Premium to NAV 0.05%
Turnover Ratio 51.00%
1 Year Fund Level Flows 1.504B

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% --
As of Feb. 25, 2020. Returns for periods of 1 year and above are annualized.

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%
As of Feb. 24, 2020

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%
As of Feb. 24, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

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%
As of Feb. 24, 2020

Stock Market Capitalization

Giant 20.35%
Large 49.77%
Medium 29.88%
Small 0.00%
Micro 0.00%
As of Feb. 24, 2020

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%
As of Feb. 24, 2020
View More Holdings

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%
As of Feb. 24, 2020
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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 --
As of Jan. 31, 2020

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
As of Feb. 24, 2020

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%
As of Feb. 24, 2020

Comparables

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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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