OVOL

Invesco Russell 1000 Low Volatility Factor ETF
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83
*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 MSCI ESG Analytics Insight

Invesco Russell 1000 Low Volatility Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.69 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 Russell 1000 Low Volatility Factor ETF ranks in the 57th percentile within its peer group and in the 71st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

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 06/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OVOL 1.46% 4.71% 16.94% 14.45% -- -- --
OVOL (NAV) 3.78% 4.39% 16.69% 11.74% -- -- --
MSCI USA Large Cap Index 3.04% 3.31% 16.21% 6.66% 14.22% 10.83% 14.08%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OVOL Top 10 Countries

OVOL Top 10 Sectors

OVOL Top 10 Holdings [View All]

OVOL Summary Data

Invesco
11/08/17
Open-Ended Fund
0.19%
$5.70M
$5.62K
0.21%

OVOL Portfolio Data

$249.35B
21.56
3.39
1.96%
N/A
298

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 06/14/19
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

185
$5.62K
0
0
0.21%
$0.06
0.08%
5.02% / -4.42%
None
100.00%
50,000
0
0.04%
0.00%
--
$28.60
4

OVOL Sector/Industry Breakdown


OVOL
Segment Benchmark
23.75%
28.22%
19.85%
14.93%
12.98%
13.24%
10.89%
8.86%
9.78%
7.80%
9.53%
12.81%
4.46%
2.55%
3.52%
5.44%
2.72%
2.22%
1.18%
1.19%

OVOL TOP 10 HOLDINGS[View All]

Apple Inc. 4.50%
24.54%

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
0.86
0.86
0.88
0.17%
MSCI USA Large Cap Index

OVOL MSCI ESG Ratings

BBB
5.69 / 10
70.87
57.26
12.42%
4.70%
215.38

OVOL BENCHMARK COMPARISON HOLDINGS

298
297
194
77.26%

OVOL BENCHMARK COMPARISON SUMMARY


OVOL
Segment Benchmark
298
297
$249.35B
$266.59B
21.56
21.70
3.39
3.58
2.14%
1.91%
Low
Low

OVOL BENCHMARK COMPARISON MARKET CAP SIZE


OVOL
Segment Benchmark
97.47%
99.65%
2.52%
0.35%
0.01%
0.00%
0.00%
0.00%