SPLV

Invesco S&P 500 Low Volatility ETF
A

29
*Unless otherwise stated, data provided by FactSet.

SPLV Fund Description

SPLV tracks a volatility-weighted index of the 100 least-volatile stocks in the S&P 500.

SPLV Factset Analytics Insight

SPLV offers a straightforward low-volatility take on the S&P 500. It selects about 100 S&P 500 stocks with the lowest daily volatility over the past year. SPLV does not consider correlation among stocks, so it produces a basket of low-vol stocks, not a minimum volatility portfolio, in contrast with iShares' USMV. The largely unconstrained fund makes sizable sector bets at times, which can change dramatically over successive quarterly rebalances. Volatility-based selection and weighting typically drive SPLV's market cap and beta lower than our neutral benchmark. While it doesn't look much like the broad US large-cap market, SPLV fulfills its low-volatility mandate.SPLV earns a spot on our Opportunities list for the alternative exposure described above, combined with reasonable holding costs, strong liquidity and hefty AUM.

SPLV 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 05/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPLV 2.61% 5.55% 16.40% 17.91% 12.73% 11.83% --
SPLV (NAV) 2.59% 5.47% 16.36% 17.88% 12.71% 11.86% --
S&P 500 Low Volatility 2.61% 5.54% 16.48% 18.17% 13.01% 12.15% --
MSCI USA Large Cap Index -1.14% 3.91% 15.07% 7.46% 14.42% 11.18% 14.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPLV Top 10 Countries

SPLV Top 10 Sectors

SPLV Top 10 Holdings [View All]

SPLV Summary Data

Invesco
05/05/11
Open-Ended Fund
0.25%
$10.75B
$134.02M
0.02%

SPLV Portfolio Data

$54.00B
24.06
2.90
2.04%
06/24/19
101

SPLV Index Data

S&P 500 Low Volatility
Volatility
Volatility
MSCI USA Large Cap Index

SPLV Portfolio Management

0.25%
-0.29%
-0.24%
-0.32%

SPLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPLV 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

SPLV Factset Analytics Block Liquidity

As of 05/22/19
5
4
3
2
1

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

SPLV Tradability

2,535,422
$134.02M
2,309,672
$122.12M
0.02%
$0.01
0.01%
0.14% / -0.12%
None
100.00%
50,000
46.19
0.02%
0.02%
5,023
$53.76
5

SPLV Sector/Industry Breakdown


SPLV
Segment Benchmark
39.34%
14.60%
23.99%
2.58%
9.15%
7.84%
7.65%
8.98%
5.82%
14.04%
4.99%
12.45%
4.84%
27.57%
2.26%
1.10%
1.00%
2.35%
0.96%
5.75%

SPLV Countries


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Regions


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Economic Development


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Performance Statistics

0.59
0.54
0.60
0.55
0.55%
MSCI USA Large Cap Index

SPLV BENCHMARK COMPARISON HOLDINGS

101
295
65
20.24%

SPLV BENCHMARK COMPARISON SUMMARY


SPLV
Segment Benchmark
101
295
$54.00B
$253.08B
24.06
21.46
2.90
3.50
2.51%
1.93%
Low
Low

SPLV BENCHMARK COMPARISON MARKET CAP SIZE


SPLV
Segment Benchmark
85.22%
99.71%
14.78%
0.29%
0.00%
0.00%
0.00%
0.00%