OVOL

Invesco Russell 1000 Low Volatility Factor ETF
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85
*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
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/11/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OVOL -0.22% 0.28% 21.68% 10.66% -- -- --
OVOL (NAV) -0.07% 1.04% 22.11% 15.28% -- -- --
MSCI USA Large Cap Index -0.82% -0.54% 20.30% 11.16% 14.16% 11.70% 13.05%
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%
$7.36M
$21.21K
0.20%

OVOL Portfolio Data

$257.81B
21.14
3.47
1.80%
N/A
278

OVOL Index Data

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

OVOL Portfolio Management

0.19%
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--
--

OVOL Tax Exposures

20.00% / 39.60%
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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 -

OVOL Factset Analytics Block Liquidity

As of 10/14/19
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

594
$21.21K
100
$2.94K
0.20%
$0.06
0.14%
5.02% / -1.46%
None
100.00%
50,000
0.00
0.04%
0.00%
0
$29.66
4

OVOL Sector/Industry Breakdown


OVOL
Segment Benchmark
23.87%
28.82%
20.13%
14.64%
13.99%
13.93%
10.12%
9.10%
10.03%
8.01%
9.16%
13.38%
4.83%
2.97%
3.00%
4.64%
2.98%
2.43%
1.88%
2.08%

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

0.98
0.88
0.87
0.89
0.18%
MSCI USA Large Cap Index

OVOL Benchmark Comparison Holdings

278
296
181
76.62%

OVOL Benchmark Comparison Summary


OVOL
Segment Benchmark
278
296
$257.81B
$265.76B
21.14
21.77
3.47
3.49
2.11%
1.94%
Low
Low

OVOL Benchmark Comparison Market Cap Size


OVOL
Segment Benchmark
97.31%
99.78%
2.69%
0.22%
0.00%
0.00%
0.00%
0.00%