Invesco S&P SmallCap Low Volatility ETF (XSLV)

31.61 +2.07  +7.01% NYSE Arca Apr 6, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 31.74
Discount or Premium to NAV -0.41%
Turnover Ratio 56.00%
1 Year Fund Level Flows 373.82M
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -29.40% -29.14% -32.16% 77
3M -36.57% -36.32% -42.06% 37
6M -33.17% -32.92% -35.89% 57
YTD -36.85% -36.60% -42.33% 34
1Y -31.34% -31.03% -38.36% 24
3Y -6.64% -6.52% -13.38% 9
5Y 0.87% 0.98% -6.03% 4
10Y -- -- 2.89% --
15Y -- -- 3.07% --
20Y -- -- 6.11% --
As of April 6, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -0.07% 0.00% 0.07%
Stock 100.1% 100.1% 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 April 5, 2020

Region Exposure

Americas 100.0%
North America 99.42%
Latin America 0.58%
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 April 5, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.80%
Communication Services 1.24%
Consumer Cyclical 1.38%
Consumer Defensive 2.34%
Energy 0.36%
Financial Services 36.21%
Healthcare 2.26%
Industrials 9.83%
Real Estate 30.74%
Technology 3.59%
Utilities 8.25%
As of April 6, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 2.98%
Small 85.06%
Micro 11.95%
As of April 6, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 0.58%
Mid Cap Blend 0.00%
Mid Cap Growth 2.41%
Small Cap Value 22.27%
Small Cap Blend 51.50%
Small Cap Growth 23.25%
As of April 6, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
DEA Easterly Government Properties Inc 2.05% 26.88 +6.41%
KREF KKR Real Estate Finance Trust Inc 1.76% 14.18 +10.52%
AVA Avista Corp 1.66% 42.67 +5.10%
AWR American States Water Co 1.50% 86.51 +1.70%
EE El Paso Electric Co 1.46% 68.04 +0.03%
NWN Northwest Natural Holding Co 1.33% 61.27 +9.74%
WDFC WD-40 Co 1.32% 177.98 +4.38%
WABC Westamerica Bancorp 1.31% 59.25 +0.95%
CWT California Water Service Group 1.31% 50.77 +9.75%
LXP Lexington Realty Trust 1.29% 10.20 +7.94%
As of April 6, 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 SmallCap 600® 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, S&P DJI selects for inclusion in the underlying index the 120 securities that it has determined have the lowest volatility over the past 12 months out of the 600 small-capitalization securities that are contained in the S&P SmallCap 600® Index.
General
Security Type Exchange-Traded Fund
Equity Style Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Value
Prospectus Objective Income
Fund Owner Firm Name Invesco
Benchmark Index
S&P SmallCap 600 Low Volatility TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Michael Jeanette 6.89 yrs
Peter Hubbard 6.89 yrs
Pratik Doshi 0.03 yrs
Tony Seisser 5.84 yrs

Net Fund Flows

1M -158.12M
3M -26.68M
6M 110.40M
YTD -26.68M
1Y 373.82M
3Y 1.168B
5Y 1.899B
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) 1.063
Max Drawdown (All) 44.30%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.3495
30-Day Rolling Volatility 96.39%
Daily Value at Risk (VaR) 1% (All) 2.61%
Monthly Value at Risk (VaR) 1% (All) 11.27%

Fundamentals

Dividend Yield TTM (4-6-20) 5.25%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 12.76
Weighted Average Price to Sales Ratio 1.769
Weighted Average Price to Book Ratio 1.108
Weighted Median ROE 10.55%
Weighted Median ROA 3.95%
Forecasted Dividend Yield 5.39%
Forecasted PE Ratio 13.80
Forecasted Price to Sales Ratio 1.666
Forecasted Price to Book Ratio 1.066
Number of Holdings 122
As of April 5, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 5.98%
Forecasted Book Value Growth 3.05%
Forecasted Cash Flow Growth 1.41%
Forecasted Earnings Growth 8.99%
Forecasted Revenue Growth 4.68%
As of April 5, 2020

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 12/20/2019
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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