Invesco S&P MidCap Low Volatility ETF (XMLV)

53.16 +0.08  +0.15% NYSE Arca Nov 15, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 53.12
Discount or Premium to NAV 0.08%
Turnover Ratio 61.00%
1 Year Fund Level Flows 1.768B
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.23% 2.13% 5.18% 95
3M 5.12% 5.00% 10.71% 98
6M 6.15% 6.03% 6.53% 63
YTD 21.42% 21.35% 20.69% 54
1Y 13.83% 13.79% 9.11% 10
3Y 13.21% 13.19% 7.33% 1
5Y 12.82% 12.82% 6.40% 1
10Y -- -- 10.87% --
15Y -- -- 7.66% --
20Y -- -- 8.77% --
As of Nov. 15, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.08% 0.08% 0.00%
Stock 99.92% 99.92% 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 Nov. 14, 2019

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
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 Nov. 14, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.92%
Communication Services 1.35%
Consumer Cyclical 10.70%
Consumer Defensive 4.68%
Energy 1.19%
Financial Services 17.74%
Healthcare 2.11%
Industrials 8.11%
Real Estate 32.45%
Technology 0.00%
Utilities 16.74%
As of Nov. 14, 2019

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 84.05%
Small 15.95%
Micro 0.00%
As of Nov. 14, 2019

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 37.22%
Mid Cap Blend 33.15%
Mid Cap Growth 13.68%
Small Cap Value 6.04%
Small Cap Blend 8.76%
Small Cap Growth 1.15%
As of Nov. 14, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
HE Hawaiian Electric Industries Inc 1.77% 43.62 -0.52%
LPT Liberty Property Trust 1.53% 60.12 +0.13%
AFG American Financial Group Inc 1.50% 108.64 +0.10%
WRB WR Berkley Corp 1.49% 67.85 -0.89%
BRO Brown & Brown Inc 1.48% 37.87 -0.05%
OGE OGE Energy Corp 1.47% 43.37 -0.41%
DEI Douglas Emmett Inc 1.46% 43.88 +0.11%
NWE NorthWestern Corp 1.42% 69.35 +0.00%
CPT Camden Property Trust 1.42% 112.29 +0.74%
Y Alleghany Corp 1.41% 770.04 -1.78%
As of Nov. 14, 2019
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Basic Info

Investment Strategy
The investment seeks to track the investment results (before fees and expenses) of the S&P MidCap 400® 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 procedures and mandated guidelines, the index provider selects for inclusion in the underlying index the 80 securities that it has determined have the lowest volatility over the past 12 months out of the 400 medium capitalization securities that are contained in the S&P MidCap 400® Index.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Mid-Cap Value
Prospectus Objective Income
Fund Owner Firm Name Invesco
Benchmark Index
S&P MidCap 400 Low Volatility TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Michael Jeanette 6.38 yrs
Peter Hubbard 6.38 yrs
Tony Seisser 5.34 yrs

Net Fund Flows

1M 153.96M
3M 410.46M
6M 655.88M
YTD 1.376B
1Y 1.768B
3Y 2.347B
5Y 2.946B
10Y --
As of Oct. 31, 2019

Risk Info

Beta (5Y) 0.6651
Max Drawdown (All) 13.26%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.776
30-Day Rolling Volatility 7.03%
Daily Value at Risk (VaR) 1% (All) 1.98%
Monthly Value at Risk (VaR) 1% (All) 6.74%

Fundamentals

Dividend Yield TTM (11-15-19) 1.91%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 22.89
Weighted Average Price to Sales Ratio 2.298
Weighted Average Price to Book Ratio 2.404
Weighted Median ROE 14.77%
Weighted Median ROA 5.43%
Forecasted Dividend Yield 2.58%
Forecasted PE Ratio 23.24
Forecasted Price to Sales Ratio 2.244
Forecasted Price to Book Ratio 2.400
Number of Holdings 83
As of Nov. 14, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 6.70%
Forecasted Book Value Growth 4.65%
Forecasted Cash Flow Growth 4.13%
Forecasted Earnings Growth 9.14%
Forecasted Revenue Growth 5.30%
As of Nov. 14, 2019

Comparables

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Attributes

Key Dates
Inception Date 2/12/2013
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 12/28/2018
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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