SPLV

Powershares S&P 500 Low Volatility Portfolio
A

44
  • 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 Analytics 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 December 11, 2017 the Powershares S&P 500 Low Volatility Portfolio MSCI ESG Fund Quality Score is 5.27 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 77th 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

PowerShares
05/05/11
Open-Ended Fund
0.25%
$7.36B
$49.17M
0.02%

SPLV Portfolio Data

$89.56B
24.27
3.29
1.83%
12/18/17
100

SPLV Index Data

Volatility
Volatility
MSCI USA Large Cap

Related ETFs to SPLV

USMC, LGLV, FDLO, JMIN, OVOL
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

SPLV Portfolio Management

0.25%
-0.30%
-0.28%
-0.54%

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
ASKS8,30048.14
9,10048.13
21,20048.12
21,40048.11
19,80048.10
BIDS5,00048.08
21,80048.07
17,40048.06
20,70048.05
13,90048.04
LAST 10 TRADES
TIMEPRICESHARES
13:20:0448.09100
13:20:0448.09500
13:15:4448.09500
13:08:4748.0823
13:08:4748.0877
13:08:4748.08500
13:03:2348.08700
12:56:3348.08500
12:43:1848.09423
12:41:3848.08500
Bats BZX Real-time Quote - 13:22:20
Daily Spread
Premium/Discount
Volume

SPLV Factset Analytics Block Liquidity

As of 12/12/17
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

1,042,791
$49.17M
958,019
$44.39M
0.02%
$0.01
0.01%
0.12% / -0.10%
None
100.00%
50,000
19.16
0.02%
0.02%
1,395
$48.14
5

SPLV Sector/Industry BreakdownView All

SPLVSegment Benchmark
16.43% 22.82%
9.29% 20.92%
2.65% 16.60%
8.84% 12.25%
25.78% 9.62%
12.09% 5.81%
14.00% 4.99%
1.54% 3.36%
6.20% 1.90%

SPLV Geographic Exposure

SPLVSegment Benchmark
99.94% 100.00%
0.06% --

SPLVSegment Benchmark
99.94% 100.00%
0.06% --
0.00% / 0.00% 0.00% / 0.00%

SPLV Performance Statistics

0.52
0.63
0.64
0.63
0.27%
MSCI USA Large Cap

SPLV MSCI ESG Ratings

5.27 / 10
76.99
45.07
23.38%
4.82%
630.74

SPLV BENCHMARK COMPARISON

    SPLV
    100 Holdings
    Segment Benchmark
    302 Constituents
    Shared Holdings
    79 (Count)
     
    33.04% (Weight)
SPLVSegment Benchmark
207.57 B 89.56 B
99.71% 90.42%
0.29% 9.58%
0.00% 0.00%
0.00% 0.00%
1.90% 2.18%