IMFL

Invesco International Developed Dynamic Multifactor ETF
*Unless otherwise stated, data provided by FactSet.

IMFL Fund Description

IMFL tracks a developed market ex-US index that holds large- and some midcap equity securities based on multiple factors. Securities are selected depending on the stage in the economic cycle of the overall market.

IMFL Factset Analytics Insight

IMFL tracks an index that utilizes a multi-factor strategy and aims to invest in securities based on the current stage of the economic cycle. Construction of the index starts by assigning a multi-factor score to each security in the parent index, based on five individual factors: low volatility, momentum, quality, size and value. All securities are scored within each factor and all five scores are combined to determine a security’s multi-factor score. The index then selects those securities with factors it believes have historically outperformed other factors in certain stages of the economic cycle. For example, the index might emphasize exposure to equity securities that exhibit size and value factors during the recovery stage, size, value and momentum factors during the expansion stage, etc. A security’s initial weight is based on its multi-factor score and weight in the parent index, capped at 5% for each security.

IMFL MSCI ESG Analytics Insight

Invesco International Developed Dynamic Multifactor ETF has an MSCI ESG Fund Rating of A based on a score of 6.75 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 International Developed Dynamic Multifactor ETF ranks in the 67th percentile within its peer group and in the 18th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

IMFL 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 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMFL 3.13% 1.05% -- -- -- -- --
IMFL (NAV) 4.29% 1.12% -- -- -- -- --
N/A -- -- -- -- -- -- --
MSCI World ex USA IMI 1.64% 0.95% 11.80% 30.41% 8.54% 9.30% 8.70%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IMFL Summary Data

Invesco
02/24/21
Open-Ended Fund
0.34%
$133.07M
$26.27K
0.43%

IMFL Portfolio Data

$16.75B
17.03
1.42
--
N/A
718

IMFL Index Data

N/A
Multi-Factor
Multi-Factor
MSCI World ex USA IMI

IMFL Portfolio Management

0.34%
--
--
--

IMFL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

IMFL Fund Structure

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

IMFL Factset Analytics Block Liquidity

As of 09/23/21
5
4
3
2
1

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

IMFL Tradability

975
$26.27K
248
$6.85K
0.43%
$0.11
0.52%
1.65% / -1.29%
None
18.00%
10,000
0.02
--
0.00%
0
$26.69
4

IMFL Sector/Industry Breakdown


IMFL
Segment Benchmark
21.51%
12.85%
21.07%
15.96%
19.29%
21.31%
15.03%
8.72%
8.98%
9.56%
3.88%
4.29%
3.11%
10.33%
2.72%
8.96%
1.19%
3.19%
0.34%
2.78%

IMFL Top 10 Holdings[View All]

0.76%
0.72%
0.70%
0.65%
0.65%
0.64%
0.63%
0.61%
0.55%
0.54%
6.44%

IMFL Countries


IMFL
Segment Benchmark
31.68%
21.40%
10.81%
13.87%
7.67%
--
5.35%
7.80%
5.35%
6.57%
5.02%
9.08%
4.80%
8.84%
4.26%
4.04%
3.89%
2.58%
3.80%
8.35%

IMFL Regions


IMFL
Segment Benchmark
50.30%
32.00%
42.84%
57.17%
5.51%
10.25%
1.35%
0.58%

IMFL Economic Development


IMFL
Segment Benchmark
98.97%
100.00%
1.03%
0.00%

IMFL Performance Statistics

0.83
1.05
1.02
1.00
0.35%
MSCI World ex USA IMI

IMFL MSCI ESG Ratings

6.75 / 10
17.74
67.38
5.27%
6.10%
210.69

IMFL Benchmark Comparison Holdings

718
3497
820
31.76%

IMFL Benchmark Comparison Summary


IMFL
Segment Benchmark
718
3497
$16.75B
$68.73B
17.03
25.04
1.42
1.87
2.16%
2.22%
Low
Low

IMFL Benchmark Comparison Market Cap Size


IMFL
Segment Benchmark
40.74%
73.07%
53.83%
19.84%
5.43%
6.64%
0.00%
0.45%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.