IDLV

Invesco S&P International Developed Low Volatility ETF
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36
*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 LargeMid Cap BMI Index.

IDLV Factset Analytics Insight

IDLV aims to provide low-volatility exposure to the developed ex-US market, so its portfolio is not expected to look like our benchmark. The fund's basket is rather counter-intuitive for a low-volatility play, showing a significant bias away from large firms and favoring typically-volatile financials instead. Beyond financials, the fund shows a bias toward typically "defensive" sectors like utilities. However, this doesn't always translate to lower volatility, and at times IDLV winds up being a riskier play than neutral exposure. Liquidity is decent for IDLV, which generally trades in strong volumes with moderate spreads. For larger investors looking to deal in size, underlying liquidity should be sufficient. IDLV has attracted ample assets due to its low fees and the increasingly popular low volatility strategy. However, the fund struggles in tracking, and often lags its index by more than its fee. Investors should consider both the fund's true holding costs and its actual risk profile before diving in.

IDLV MSCI ESG Analytics Insight

Invesco S&P International Developed Low Volatility ETF has an MSCI ESG Fund Rating of A based on a score of 6.70 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 83th percentile within its peer group and in the 57th 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.

IDLV CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IDLV -1.97% 1.78% 13.50% 5.53% 6.25% 3.52% --
IDLV (NAV) -1.53% 1.70% 13.49% 5.56% 6.46% 3.60% --
MSCI World ex USA IMI -3.92% -0.78% 9.84% -3.35% 5.37% 1.80% 5.32%
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%
$828.33M
$4.68M
0.22%

IDLV Portfolio Data

$27.92B
17.30
1.53
2.85%
09/23/19
201

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
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

IDLV Factset Analytics Block Liquidity

As of 08/22/19
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

138,709
$4.68M
108,953
$3.66M
0.22%
$0.07
0.11%
0.95% / -0.92%
None
34.00%
50,000
2.18
0.13%
0.06%
--
$33.56
5

IDLV Sector/Industry Breakdown


IDLV
Segment Benchmark
50.30%
24.12%
12.20%
3.42%
11.44%
10.41%
9.28%
15.76%
6.41%
3.58%
2.77%
7.88%
2.70%
6.62%
2.66%
9.82%
1.34%
11.73%
0.92%
6.66%

IDLV TOP 10 HOLDINGS[View All]

0.98%
0.80%
0.76%
0.75%
0.75%
0.75%
0.74%
0.73%
0.72%
0.69%
7.67%

IDLV Countries


IDLV
Segment Benchmark
22.02%
8.69%
16.45%
22.73%
9.08%
1.49%
8.25%
6.54%
5.68%
9.13%
4.90%
7.69%
4.57%
7.65%
4.11%
3.19%
3.70%
15.40%
3.62%
2.78%

IDLV Regions


IDLV
Segment Benchmark
38.85%
34.27%
36.30%
55.70%
22.49%
9.53%
2.36%
0.49%

IDLV Economic Development


IDLV
Segment Benchmark
100.00%
100.00%
--
0.00%

IDLV Performance Statistics

0.68
0.57
0.69
0.46
0.32%
MSCI World ex USA IMI

IDLV MSCI ESG Ratings

A
6.70 / 10
57.42
83.04
8.00%
11.58%
322.73

IDLV BENCHMARK COMPARISON HOLDINGS

201
3558
196
20.70%

IDLV BENCHMARK COMPARISON SUMMARY


IDLV
Segment Benchmark
201
3558
$27.92B
$54.50B
17.30
16.74
1.53
1.59
3.74%
3.19%
Low
Low

IDLV BENCHMARK COMPARISON MARKET CAP SIZE


IDLV
Segment Benchmark
52.57%
68.45%
44.35%
22.73%
2.72%
7.74%
0.00%
1.07%