SPLV

Powershares S&P 500 Low Volatility Portfolio
CLOSING PRICECHANGE (%)VOLUME
$43.61-0.02 (-0.05%)1.87M
4:00:00 p.m. (ET) 04/21/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
---- (--)
BID SIZEBID ($)ASK ($)ASK SIZE
--------

Overall Rating

A

43
as of 04/21/17

Rating Details

96
99
43
Segment Average
  • 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-volatilityfulfills its low-volatility mandate nicely at a reasonable cost 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.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:

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%
$6.53 B
$80.66 M
0.02%

SPLV Portfolio Data

$74.4 B
22.81
3.54
2.00%
01/13/17
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
ASKS----
----
----
----
----
BIDS----
----
----
----
----
LAST 10 TRADES
TIMEPRICESHARES
15:59:3443.61300
15:59:3443.61100
15:59:3043.601,400
15:59:3043.60800
15:59:2843.61400
15:59:2343.61600
15:59:1243.62400
15:59:0643.62400
15:59:0443.621,500
15:59:0443.62500
Bats BZX Real-time Quote - 23:59:59
Average Spread
Premium/Discount
Volume

SPLV FactSet Analytics Block Liquidity

As of 04/21/17
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

1,855,007
$80.66 M
1,601,543
$69.58 M
0.02%
$0.01
0.01%
0.12% / -0.16%
None
100.00%
50,000
32.03
0.02%
0.02%
1,395
$43.63
5

SPLV Performance Statistics

0.54
0.69
0.68
0.70
0.44%
MSCI USA Large Cap