IDLV

Invesco S&P International Developed Low Volatility ETF
*Unless otherwise stated, data provided by FactSet.

IDLV Fund Description

IDLV tracks an index of about 200 stocks showing low price volatility pulled from the S&P Developed ex-US and South Korea LargeMidCap BMI Index.

IDLV Factset Analytics Insight

IDLV aims to provide low-volatility exposure to developed markets excluding the US and South Korea. The fund begins its selection universe with the S&P Developed ex-US & South Korea LargeMidCap Index constituents. Eligible securities are then ranked inversely based on calculated volatility over the trailing twelve-months. The top 200 least volatile securities will be included in the index. The fund uses a volatility-based weighting scheme so that the least volatile stocks receive the highest weights. Index rebalancing occurs on a quarterly basis.

IDLV MSCI ESG Analytics Insight

Invesco S&P International Developed Low Volatility ETF has an MSCI ESG Fund Rating of AAA based on a score of 8.73 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 S&P International Developed Low Volatility ETF ranks in the 87th percentile within its peer group and in the 62nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

IDLV 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 01/26/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IDLV -2.29% -1.83% -3.57% 3.69% 2.43% 4.31% 5.26%
IDLV (NAV) -1.54% -1.45% -3.03% 4.67% 2.74% 4.50% 5.35%
MSCI World ex USA IMI -3.46% -5.14% -4.54% 5.03% 10.38% 8.08% 6.92%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IDLV Summary Data

Invesco
01/13/12
Open-Ended Fund
0.25%
$680.06M
$2.07M
0.14%

IDLV Portfolio Data

$34.80B
18.00
1.73
3.08%
N/A
199

IDLV Index Data

Volatility
Volatility
MSCI World ex USA IMI

IDLV Portfolio Management

0.25%
--
--
--

IDLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

IDLV Fund Structure

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

IDLV Factset Analytics Block Liquidity

As of 01/27/22
5
4
3
2
1

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

IDLV Tradability

66,000
$2.07M
51,957
$1.63M
0.14%
$0.04
-0.01%
0.63% / -0.80%
None
36.00%
50,000
1.04
0.13%
0.05%
38
$30.97
5

IDLV Top 10 Holdings[View All]

1.03%
0.87%
0.85%
0.82%
0.81%
0.78%
0.78%
0.75%
0.74%
0.73%
8.16%

IDLV Countries


IDLV
Segment Benchmark
19.11%
9.18%
14.35%
21.34%
9.07%
1.30%
7.22%
8.43%
7.12%
6.37%
6.47%
2.33%
5.22%
13.74%
5.09%
9.16%
4.18%
7.48%
3.89%
4.00%

IDLV Regions


IDLV
Segment Benchmark
40.28%
57.09%
38.05%
31.65%
19.11%
10.57%
2.56%
0.69%

IDLV Economic Development


IDLV
Segment Benchmark
100.00%
100.00%
--
0.00%

IDLV Performance Statistics

0.71
0.59
0.60
0.59
0.42%
MSCI World ex USA IMI

IDLV MSCI ESG Ratings

8.73 / 10
62.00
87.41
8.09%
--
312.46

IDLV Benchmark Comparison Holdings

199
3494
197
20.97%

IDLV Benchmark Comparison Summary


IDLV
Segment Benchmark
199
3494
$34.80B
$69.48B
18.00
18.42
1.73
1.82
3.33%
2.47%
Low
Low

IDLV Benchmark Comparison Market Cap Size


IDLV
Segment Benchmark
59.85%
72.75%
36.83%
19.79%
3.32%
6.98%
0.00%
0.48%