SPLV

Invesco S&P 500 Low Volatility ETF
*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. Least volatile stocks receive the highest weight in the portfolio. SPLV does not consider correlation among stocks, so it produces a basket of low-volatility 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 its neutral benchmark.

SPLV MSCI ESG Analytics Insight

Invesco S&P 500 Low Volatility ETF has an MSCI ESG Fund Rating of AA based on a score of 8.50 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 S&P 500 Low Volatility ETF ranks in the 84th percentile within its peer group and in the 93th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 01/18/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPLV 1.05% 6.58% -3.00% 20.90% 14.57% 12.17% 12.53%
SPLV (NAV) -0.83% 5.91% -3.89% 19.46% 13.15% 11.83% 12.36%
S&P 500 Low Volatility -0.81% 5.98% -3.89% 19.80% 13.46% 12.13% 12.66%
MSCI USA Large Cap Index -1.36% 1.42% -4.28% 21.66% 22.35% 17.71% 15.88%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPLV Summary Data

Invesco
05/05/11
Open-Ended Fund
0.25%
$9.66B
$300.58M
0.02%

SPLV Portfolio Data

$111.41B
24.35
4.05
1.44%
N/A
102

SPLV Index Data

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

SPLV Portfolio Management

0.25%
-0.34%
-0.23%
-0.45%

SPLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPLV Fund Structure

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

SPLV Factset Analytics Block Liquidity

As of 01/19/22
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

4,565,045
$300.58M
4,041,905
$268.43M
0.02%
$0.01
0.01%
0.17% / -0.06%
None
100.00%
50,000
80.84
0.02%
0.02%
3,471
$65.92
5

SPLV Sector/Industry Breakdown


SPLV
Segment Benchmark
19.62%
1.98%
19.41%
5.52%
16.27%
7.36%
14.83%
11.63%
11.71%
12.79%
7.68%
39.24%
6.36%
15.39%
2.23%
1.22%
1.88%
1.70%

SPLV Countries


SPLV
Segment Benchmark
100.00%
99.90%
--
0.10%

SPLV Regions


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Economic Development


SPLV
Segment Benchmark
100.00%
100.00%

SPLV Performance Statistics

0.48
0.55
0.57
0.54
0.58%
MSCI USA Large Cap Index

SPLV MSCI ESG Ratings

8.50 / 10
92.58
84.24
16.27%
--
473.04

SPLV Benchmark Comparison Holdings

102
296
73
21.58%

SPLV Benchmark Comparison Summary


SPLV
Segment Benchmark
102
296
$111.41B
$714.25B
24.35
27.07
4.05
5.09
2.27%
1.27%
Low
Low

SPLV Benchmark Comparison Market Cap Size


SPLV
Segment Benchmark
99.12%
99.97%
0.88%
0.03%
0.00%
0.00%
0.00%
0.00%