SPLV

Powershares S&P 500 Low Volatility Portfolio
CLOSING PRICECHANGE (%)VOLUME
$44.90-0.31 (-0.69%)1.42M
4:00:00 p.m. (ET) 06/27/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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A

40
  • Overview
  • Efficiency
  • Tradability
  • Fit

SPLV Fund Description

The PowerShares S&P 500 Low Volatility Portfolio tracks a volatility-weighted index of the 100 least-volatile stocks in the S&P 500.

SPLV FactSet Analytics Insight

SPLV offers a straightforward low-volatility take on the S&P 500. It selects about 100 S&P 500 stocks with the lowest daily volatility over the past year. SPLV does not consider correlation among stocks, so it produces a basket of low-vol stocks, not a minimum volatility portfolio, in contrast with iShares' USMV. The largely unconstrained fund makes sizable sector bets at times, which can change dramatically over successive quarterly rebalances. Volatility-based selection and weighting typically drive SPLV's market cap and beta lower than our neutral benchmark. While it doesn't look much like the broad US large-cap market, SPLV fulfills its low-volatility mandate.
SPLV earns a spot on our Opportunities list for the alternative exposure described above, combined with reasonable holding costs, strong liquidity and hefty AUM.

SPLV MSCI ESG Fund metrics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of June 26, 2017 the Powershares S&P 500 Low Volatility Portfolio MSCI ESG Fund Quality Score is 5.17 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. SPLV ranks in the 82nd percentile within its peer group and in the 45th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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SPLV Top 10 Countries

SPLV Top 10 Sectors

SPLV Top 10 Holdings View All

SPLV Summary Data

05/05/11
Open-Ended Fund
0.25%
$7.03 B
$59.28 M
0.02%

SPLV Portfolio Data

$75.3 B
22.59
3.54
1.95%
07/14/17
100

SPLV Index Data

S&P 500 Low Volatility Index
Volatility
Volatility
MSCI USA Large Cap

Related ETFs to SPLV

LGLV, FDLO, PTLC, PBP, VQT
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

SPLV Portfolio Management

0.25%
-0.30%
-0.28%
-0.35%

SPLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPLV Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
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LAST 10 TRADES
TIMEPRICESHARES
15:59:5344.89200
15:59:5344.89700
15:59:5344.89800
15:59:5344.891,200
15:59:5344.896,900
15:59:5344.89100
15:59:5344.892,900
15:58:4844.89100
15:58:2744.90200
15:58:2444.901,762
Bats BZX Real-time Quote - 17:04:34
Average Spread
Premium/Discount
Volume

SPLV FactSet Analytics Block Liquidity

As of 06/27/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SPLV. SPLV is rated a 5 out of 5.

SPLV Tradability

1,334,593
$59.28 M
1,281,115
$57.44 M
0.02%
$0.01
0.01%
0.09% / -0.16%
None
100.00%
50,000
25.62
0.02%
0.02%
1,395
$45.21
5

SPLV Performance Statistics

0.53
0.72
0.71
0.75
0.41%
MSCI USA Large Cap

SPLV MSCI ESG Fund Metrics

5.17 / 10
81.53
44.77
25.19%
5.19%
828.41