IDLB

Invesco FTSE International Low Beta Equal Weight ETF
*Unless otherwise stated, data provided by FactSet.

IDLB Fund Description

IDLB tracks an equal-weighted index of large- and midcap stocks from developed countries outside the US. The index selects stocks with low beta relative to their respective country markets and excludes firms with negative earnings.

IDLB Factset Analytics Insight

IDLB’s developed ex-US equities offering takes less risk with one hand and more with the other. The fund aims for low risk by selecting stocks with lower beta. Beta is a comparative risk measure, IDLB selects stocks with low beta to each stock’s respective country index, rather than to the parent developed ex-US index. This approach should reduce risk without dramatically overweighting countries with low beta to the parent universe. The beta calculation uses monthly returns over the past 18 months relatively few data points and is run using local returns, so currency fluctuations are not considered. The fund also screens out firms with negative earnings over the past 12 months. Names making the cut receive equal weight a method that tends to increase risk by skewing toward smaller firms. Still, the ETF omits small-caps which should tamp down this size bias. Note: South Korea is in bounds since FTSE defines it as a developed country.

IDLB MSCI ESG Analytics Insight

Invesco FTSE International Low Beta Equal Weight ETF has an MSCI ESG Fund Rating of A based on a score of 6.86 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. Invesco FTSE International Low Beta Equal Weight ETF ranks in the 46th percentile within its peer group and in the 71st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

IDLB MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 01/20/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IDLB -1.50% -2.84% -1.65% 0.75% 5.01% 5.89% --
IDLB (NAV) -0.66% -4.55% -3.02% -1.08% 5.04% 5.80% --
FTSE Developed ex US Low Beta Equal Weight Index -0.61% -4.47% -3.04% -0.58% 5.59% 6.36% --
MSCI World ex USA IMI 3.45% -1.22% -0.87% 8.63% 11.98% 9.17% 7.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IDLB Summary Data

Invesco
11/05/15
Open-Ended Fund
0.45%
$7.15M
$8.04K
0.68%

IDLB Portfolio Data

$20.57B
14.54
1.47
3.64%
N/A
755

IDLB Index Data

Equal
Multi-Factor
MSCI World ex USA IMI

IDLB Portfolio Management

0.45%
-0.83%
3.57%
-5.43%

IDLB Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

IDLB Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

IDLB Factset Analytics Block Liquidity

As of 01/21/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IDLB. IDLB is rated a 4 out of 5.

IDLB Tradability

283
$8.04K
41
0
0.68%
$0.20
-0.29%
3.65% / -2.78%
None
15.00%
50,000
0.00
0.25%
0.03%
0
$28.81
4

IDLB Sector/Industry Breakdown


IDLB
Segment Benchmark
16.27%
21.38%
15.00%
8.63%
14.19%
15.99%
11.05%
10.28%
10.38%
12.32%
10.08%
8.06%
9.10%
10.25%
5.84%
3.17%
4.43%
2.65%
2.05%
4.70%

IDLB Top 10 Holdings[View All]

0.24%
0.22%
0.21%
0.20%
0.19%
0.19%
0.19%
0.19%
0.19%
0.19%
2.02%

IDLB Countries


IDLB
Segment Benchmark
33.44%
21.34%
10.40%
--
6.87%
13.74%
5.59%
6.37%
5.18%
7.48%
4.78%
2.33%
4.73%
9.16%
4.17%
9.18%
3.08%
1.30%
2.93%
2.19%

IDLB Regions


IDLB
Segment Benchmark
57.94%
31.65%
34.97%
57.09%
5.07%
10.57%
2.02%
0.69%

IDLB Economic Development


IDLB
Segment Benchmark
99.24%
100.00%
0.76%
0.00%

IDLB Performance Statistics

0.83
0.77
0.83
0.71
0.30%
MSCI World ex USA IMI

IDLB MSCI ESG Ratings

6.86 / 10
71.17
46.44
7.04%
--
166.31

IDLB Benchmark Comparison Holdings

755
3494
635
30.25%

IDLB Benchmark Comparison Summary


IDLB
Segment Benchmark
755
3494
$20.57B
$69.48B
14.54
18.42
1.47
1.82
2.49%
2.47%
Low
Low

IDLB Benchmark Comparison Market Cap Size


IDLB
Segment Benchmark
34.62%
72.75%
48.24%
19.79%
17.14%
6.98%
0.00%
0.48%