XRLV

PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio
A

76
  • Overview
  • Efficiency
  • Tradability
  • Fit

XRLV Fund Description

The PowerShares S&P 500 ex-Rate Sensitive Low Volatility ETF tracks an index of large-cap US equities, selected for positive correlation to rising interest rates and for low volatility. Stocks are weighted inversely to volatility.

XRLV Factset Analytics Insight

XRLV is a low-volatility US large-cap ETF tuned for rising rates. Like bonds, dividend-paying stocks can suffer when rates rise. Higher-dividend stocks often find their way into low-vol ETFs since such stocks often exhibit more stable returns. XRLV aims to subdue the possible downside from rising interest rates by removing the 100 names from the S&P 500 that have tended to fare the worst when rates rise (using a 5-year comparison to 10-year Treasurys.) The fund is weighted inversely to volatility. The resulting portfolio doesnt closely resemble our large-cap benchmark, with numerous sector tilts and a bias toward smaller firms.

Daily trading volume in XRLV is modest, but spreads are usually manageable for small investors. Block traders should find decent execution due to the liquid underlying basket of stocks. The fund charges a reasonable fee for the strategy, but it looks quite pricey next to the several dirt-cheap plain-vanilla funds available in the US large-cap space.

XRLV 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 April 25, 2018 the PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio MSCI ESG Fund Quality Score is 5.14 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. XRLV ranks in the 56th percentile within its peer group and in the 39th 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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XRLV Top 10 Countries

XRLV Top 10 Sectors

XRLV Top 10 Holdings View All

XRLV Summary Data

PowerShares
04/09/15
Open-Ended Fund
0.25%
$173.71M
$910.28K
0.15%

XRLV Portfolio Data

$83.82B
24.15
3.57
1.46%
04/23/18
100

XRLV Index Data

Volatility
Technical
MSCI USA Large Cap

Related ETFs to XRLV

LVHB, RBUS, XUSA, LFEQ, EQRR
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

XRLV Portfolio Management

0.25%
--
--
--

XRLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XRLV 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

XRLV Factset Analytics Block Liquidity

As of 04/26/18
5
4
3
2
1

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

XRLV Tradability

26,603
$910.28K
21,708
$741.05K
0.15%
$0.05
0.03%
0.38% / -0.30%
None
100.00%
50,000
0.43
0.03%
0.01%
--
$33.71
5

XRLV Sector/Industry BreakdownView All

XRLVSegment Benchmark
16.62% 27.24%
9.62% 24.64%
13.79% 14.80%
26.26% 12.81%
12.24% 5.67%
1.52% 5.14%
6.02% 3.03%

XRLV Geographic Exposure

XRLVSegment Benchmark
100.00% 100.00%

XRLVSegment Benchmark
100.00% 100.00%
0.00% / 0.00% 0.00% / 0.00%

XRLV Performance Statistics

0.91
0.89
0.84
0.94
0.21%
MSCI USA Large Cap

XRLV MSCI ESG Ratings

5.14 / 10
56.33
39.37
11.79%
3.46%
160.93

XRLV BENCHMARK COMPARISON

    XRLV
    100 Holdings
    Segment Benchmark
    298 Constituents
    Shared Holdings
    76 (Count)
     
    31.11% (Weight)
XRLVSegment Benchmark
224.83 B 83.82 B
99.66% 87.82%
0.34% 12.18%
0.00% 0.00%
0.00% 0.00%
1.88% 1.64%