OVOL

Invesco Russell 1000 Low Volatility Factor ETF
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84
*Unless otherwise stated, data provided by FactSet.

OVOL Fund Description

OVOL tracks a volatility-selected and weighted index of US large-cap securities.

OVOL Factset Analytics Insight

OVOL draws from the universe US large-cap securities (the Russell 1000) and emphasizes low-volatility stocks by adjusting their original weights from the parent index. The fund calculates a factor score for each constituent of the parent index based on each security’s weekly volatility for the past 5 years, with constraints for various factors like liquidity and diversification. Factor scores are multiplied by the weight in the parent index to determine the fund’s allocation. Finally, if a reduced position’s new allocation is small enough, it is removed altogether. OVOL charges a reasonable fee.

OVOL 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 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OVOL -3.81% 3.00% 17.33% 8.09% -- -- --
OVOL (NAV) -3.57% 2.81% 16.97% 8.53% -- -- --
MSCI USA Large Cap Index -5.33% 0.52% 15.05% 3.49% 11.73% 10.29% 13.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OVOL Summary Data

Invesco
11/08/17
Open-Ended Fund
0.19%
$5.68M
$11.82K
0.22%

OVOL Portfolio Data

$255.68B
21.35
3.50
2.00%
N/A
279

OVOL Index Data

Russell 1000 Volatility Factor Index
Volatility
Volatility
MSCI USA Large Cap Index

OVOL Portfolio Management

0.19%
--
--
--

OVOL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

OVOL Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

OVOL Factset Analytics Block Liquidity

As of 08/16/19
5
4
3
2
1

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

OVOL Tradability

338
$11.82K
6
0
0.22%
$0.06
0.11%
5.02% / -2.90%
None
100.00%
50,000
0.00
0.04%
0.00%
--
$28.53
4

OVOL Sector/Industry Breakdown


OVOL
Segment Benchmark
23.65%
28.70%
20.27%
14.74%
14.58%
14.37%
10.24%
9.15%
9.69%
7.55%
8.89%
13.28%
4.60%
2.63%
3.31%
5.34%
2.88%
2.30%
1.89%
1.92%

OVOL Countries


OVOL
Segment Benchmark
100.00%
100.00%

OVOL Regions


OVOL
Segment Benchmark
100.00%
100.00%

OVOL Economic Development


OVOL
Segment Benchmark
100.00%
100.00%

OVOL Performance Statistics

0.97
0.88
0.87
0.89
0.18%
MSCI USA Large Cap Index

OVOL BENCHMARK COMPARISON HOLDINGS

279
300
180
75.58%

OVOL BENCHMARK COMPARISON SUMMARY


OVOL
Segment Benchmark
279
300
$255.68B
$266.16B
21.35
22.10
3.50
3.61
2.10%
1.89%
Low
Low

OVOL BENCHMARK COMPARISON MARKET CAP SIZE


OVOL
Segment Benchmark
97.24%
99.72%
2.76%
0.28%
0.00%
0.00%
0.00%
0.00%