SPLV

Invesco S&P 500 Low Volatility ETF
A

51
*Unless otherwise stated, data provided by FactSet.

SPLV Fund Description

The Invesco S&P 500 Low Volatility ETF 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 June 18, 2018 the Invesco S&P 500 Low Volatility ETF MSCI ESG Fund Quality Score is 5.42 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 79th percentile within its peer group and in the 49th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

SPLV CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/18/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPLV 2.01% -0.43% -0.07% 5.92% 10.19% 10.89% --
SPLV (NAV) 2.05% 0.43% 0.50% 6.30% 11.09% 11.21% --
S&P 500 Low Volatility Index 2.11% -0.31% 0.34% 6.21% 10.52% 11.19% --
MSCI USA Large Cap 2.47% 1.31% 4.91% 16.57% 11.82% 13.44% 9.90%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPLV Top 10 Countries

SPLV Top 10 Sectors

SPLV Top 10 Holdings [View All]

SPLV Summary Data

Invesco
05/05/11
Open-Ended Fund
0.25%
$7.12B
$52.68M
0.02%

SPLV Portfolio Data

$62.01B
22.10
2.90
1.89%
06/18/18
100

SPLV Index Data

Volatility
Volatility
MSCI USA Large Cap

SPLV Portfolio Management

0.25%
-0.30%
-0.28%
-0.33%

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
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

SPLV Factset Analytics Block Liquidity

As of 06/19/18
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

1,125,345
$52.68M
1,071,028
$50.66M
0.02%
$0.01
0.00%
0.22% / -0.07%
None
100.00%
50,000
21.42
0.02%
0.02%
3,701
$47.24
5

SPLV Sector/Industry Breakdown


SPLV
Segment Benchmark
27.96%
16.20%
23.68%
2.42%
17.13%
9.14%
7.84%
26.29%
7.60%
7.89%
5.90%
13.67%
4.53%
12.44%
3.26%
1.51%
2.10%
6.38%

SPLV TOP 10 HOLDINGS[View All]

1.34%
1.29%
1.21%
1.20%
1.17%
1.17%
1.15%
1.15%
1.15%
1.14%
11.97%

SPLV Countries


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Regions


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Economic Development


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Performance Statistics

0.80
0.71
0.66
0.76
0.37%
MSCI USA Large Cap

SPLV MSCI ESG Ratings

5.42 / 10
78.73
49.22
23.12%
6.04%
819.10

SPLV BENCHMARK COMPARISON HOLDINGS

100
301
72
24.38%

SPLV BENCHMARK COMPARISON SUMMARY


SPLV
Segment Benchmark
100
301
$62.01B
$221.72B
22.10
23.61
2.90
3.32
2.31%
1.93%
Low
--

SPLV BENCHMARK COMPARISON MARKET CAP SIZE


SPLV
Segment Benchmark
86.25%
99.78%
13.75%
0.22%
0.00%
0.00%
0.00%
0.00%