SPLVInvesco S&P 500 Low Volatility ETF
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 A based on a score of 6.99 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 77th percentile within its peer group and in the 92nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
SPLV MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
SPLV Summary Data
SPLV Portfolio Data
SPLV Index Data
SPLV Portfolio Management
SPLV Tax Exposures
SPLV Fund Structure
SPLV Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
SPLV Top 10 Holdings[View All]
SPLV Economic Development
SPLV Performance Statistics
SPLV MSCI ESG Ratings
SPLV Benchmark Comparison Summary
SPLV Benchmark Comparison Market Cap Size