USLB

Invesco Russell 1000 Low Beta Equal Weight ETF
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62
*Unless otherwise stated, data provided by FactSet.

USLB Fund Description

USLB tracks an index of stocks selected from the 1000 largest US firms. The index selects stocks with low beta and positive earnings, and weights them equally.

USLB Factset Analytics Insight

USLB takes a risk management approach to the US large-cap market. The fund selects stocks with lower market risk (measured by beta), screens out firms with negative earnings and weights holdings equally to avoid single-name blow-up risk. Beta is calculated by comparing monthly returns over the past 18 months—just a handful of data points—against the return of the broad US market (not defined by the issuer). Equal-weighting a portfolio helps avoid too much exposure to any one company, but it also increases the weight of smaller firms, which are generally riskier. That's a particularly vexing issue for USLB because its Russell 1000 parent—though marketed as a large-cap index—reaches into the upper end of the midcap space as we define it. Still, the fund's beta screen should keep market-related risk under control. USLB launched in November 2015.

USLB MSCI ESG Analytics Insight

Invesco Russell 1000 Low Beta Equal Weight ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.34 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 Beta Equal Weight ETF ranks in the 26th percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

USLB 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.

USLB Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
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  • 1 Year
  • 3 Years
  • 5 Years
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USLB 3.29% 4.45% 21.72% 4.27% 10.55% -- --
USLB (NAV) 1.72% 3.45% 20.07% 3.02% 10.66% -- --
MSCI USA Large Cap Index 2.86% 4.63% 21.59% 5.96% 14.82% 11.12% 13.48%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USLB Summary Data

Invesco
11/05/15
Open-Ended Fund
0.35%
$113.25M
$294.71K
0.29%

USLB Portfolio Data

$35.22B
21.21
2.82
1.81%
09/23/19
411

USLB Index Data

Equal
Multi-Factor
MSCI USA Large Cap Index

USLB Portfolio Management

0.35%
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--
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USLB Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

USLB 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

USLB Factset Analytics Block Liquidity

As of 09/16/19
5
4
3
2
1

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

USLB Tradability

8,664
$294.71K
5,423
$182.94K
0.29%
$0.10
-0.11%
1.48% / -1.69%
None
100.00%
50,000
0.11
0.03%
0.01%
0
$33.69
5

USLB Sector/Industry Breakdown


USLB
Segment Benchmark
29.87%
14.77%
15.22%
13.15%
10.95%
14.03%
10.37%
7.74%
9.45%
29.02%
8.57%
9.15%
8.00%
2.64%
4.33%
2.10%
1.79%
5.11%
1.46%
2.30%

USLB Countries


USLB
Segment Benchmark
100.00%
100.00%

USLB Regions


USLB
Segment Benchmark
100.00%
100.00%

USLB Economic Development


USLB
Segment Benchmark
100.00%
100.00%

USLB Performance Statistics

0.90
0.77
0.77
0.78
0.36%
MSCI USA Large Cap Index

USLB MSCI ESG Ratings

BBB
4.34 / 10
10.93
25.72
6.24%
6.15%
271.72

USLB Benchmark Comparison Holdings

411
298
145
26.66%

USLB Benchmark Comparison Summary


USLB
Segment Benchmark
411
298
$35.22B
$268.77B
21.21
21.93
2.82
3.46
2.10%
1.91%
Low
Low

USLB Benchmark Comparison Market Cap Size


USLB
Segment Benchmark
50.26%
99.74%
46.16%
0.26%
3.58%
0.00%
0.00%
0.00%