Invesco S&P SmallCap Low Volatility ETF (XSLV)

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51.45 +0.03  +0.06% NYSE Arca Jan 17, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 51.43
Discount or Premium to NAV 0.04%
Turnover Ratio 56.00%
1 Year Fund Level Flows 795.22M
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.47% 1.41% 0.81% 32
3M 5.41% 5.39% 8.06% 92
6M 8.89% 8.83% 9.13% 56
YTD 1.12% 1.06% 0.27% 19
1Y 15.96% 15.96% 11.49% 17
3Y 9.07% 9.11% 4.01% 4
5Y 11.45% 11.40% 6.20% 2
10Y -- -- 9.57% --
15Y -- -- 7.04% --
20Y -- -- 9.26% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.04% 0.04% 0.00%
Stock 99.96% 99.96% 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 Jan. 20, 2020

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 Jan. 20, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.62%
Communication Services 2.10%
Consumer Cyclical 2.19%
Consumer Defensive 3.15%
Energy 0.61%
Financial Services 32.92%
Healthcare 2.79%
Industrials 8.44%
Real Estate 36.66%
Technology 3.66%
Utilities 5.86%
As of Jan. 20, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 1.83%
Small 92.99%
Micro 5.19%
As of Jan. 20, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 1.06%
Mid Cap Blend 0.80%
Mid Cap Growth 0.00%
Small Cap Value 35.12%
Small Cap Blend 43.66%
Small Cap Growth 19.36%
As of Jan. 20, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
GPMT Granite Point Mortgage Trust Inc 1.55% 18.46 -0.11%
RWT Redwood Trust Inc 1.49% 17.22 -0.29%
KREF KKR Real Estate Finance Trust Inc 1.44% 20.92 +0.53%
ARI Apollo Commercial Real Estate Finance Inc 1.30% 18.39 +0.00%
ARR ARMOUR Residential REIT Inc 1.26% 18.75 -1.32%
IVR Invesco Mortgage Capital Inc 1.23% 17.28 +0.58%
NYMT New York Mortgage Trust Inc 1.23% 6.31 +0.32%
FCPT Four Corners Property Trust Inc 1.16% 28.59 +0.10%
NWN Northwest Natural Holding Co 1.15% 73.63 +0.88%
DEA Easterly Government Properties Inc 1.11% 23.53 +0.51%
As of Jan. 20, 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 32.91M
3M 137.08M
6M 345.71M
YTD 795.22M
1Y 795.22M
3Y 1.279B
5Y 1.948B
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.7847
Max Drawdown (All) 18.67%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.706
30-Day Rolling Volatility 7.01%
Daily Value at Risk (VaR) 1% (All) 2.12%
Monthly Value at Risk (VaR) 1% (All) 7.87%

Fundamentals

Dividend Yield TTM (1-17-20) 2.40%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 20.27
Weighted Average Price to Sales Ratio 2.478
Weighted Average Price to Book Ratio 1.608
Weighted Median ROE 8.40%
Weighted Median ROA 3.16%
Forecasted Dividend Yield 3.61%
Forecasted PE Ratio 19.18
Forecasted Price to Sales Ratio 2.357
Forecasted Price to Book Ratio 1.608
Number of Holdings 120
As of Jan. 20, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 6.13%
Forecasted Book Value Growth 2.75%
Forecasted Cash Flow Growth 4.38%
Forecasted Earnings Growth 9.62%
Forecasted Revenue Growth 3.55%
As of Jan. 20, 2020

Comparables

Edit
IJS iShares S&P Small-Cap 600 Value ETF
SLYV SPDR® S&P 600 Small Cap Value ETF
CALF Pacer US Small Cap Cash Cows 100 ETF
VBR Vanguard Small-Cap Value ETF
DES WisdomTree US SmallCap Dividend ETF

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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