XMLV

Invesco S&P MidCap Low Volatility ETF
*Unless otherwise stated, data provided by FactSet.

XMLV Fund Description

XMLV tracks a volatility-weighted index of the 80 least volatile S&P 400 companies.

XMLV Factset Analytics Insight

XMLV offers a midcap version of its popular large-cap sibling, SPLV. XMLV draws its selection universe from the S&P MidCap 400 (commonly known as S&P 400), taking about 80 stocks with the lowest volatility (as measured by standard deviation) over the past 12 months. Stocks are weighted so that those with the lowest realized volatility get the highest weights. Although XMLV aims a broad exposure in the US equity market, this fund may have numerous sector tilts. The index is rebalanced on a quarterly basis.

XMLV MSCI ESG Analytics Insight

Invesco S&P MidCap Low Volatility ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.67 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 MidCap Low Volatility ETF ranks in the 37th percentile within its peer group and in the 66th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

XMLV 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.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XMLV 0.90% -1.05% 12.62% 30.03% 6.32% 8.67% --
XMLV (NAV) 0.18% -1.21% 11.68% 26.90% 6.00% 8.30% --
S&P MidCap 400 Low Volatility Index 0.19% -1.15% 11.86% 27.26% 6.23% 8.56% 12.07%
MSCI USA Mid Cap Index 0.86% 3.47% 16.07% 42.45% 16.19% 15.60% 13.51%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

XMLV Summary Data

Invesco
02/15/13
Open-Ended Fund
0.25%
$1.44B
$5.76M
0.08%

XMLV Portfolio Data

$7.17B
24.55
3.13
1.07%
06/21/21
80

XMLV Index Data

Volatility
Volatility
MSCI USA Mid Cap Index

XMLV Portfolio Management

0.25%
-0.12%
-0.09%
-0.51%

XMLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XMLV Fund Structure

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

XMLV Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

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

XMLV Tradability

106,880
$5.76M
87,347
$4.73M
0.08%
$0.04
-0.01%
0.08% / -0.13%
None
100.00%
50,000
1.75
0.02%
0.12%
25
$53.41
5

XMLV Sector/Industry Breakdown


XMLV
Segment Benchmark
24.95%
20.20%
20.61%
12.79%
12.86%
5.62%
12.32%
4.38%
10.39%
2.89%
6.95%
9.36%
6.03%
24.43%
4.80%
15.21%
1.09%
4.21%

XMLV Countries


XMLV
Segment Benchmark
100.00%
100.00%

XMLV Regions


XMLV
Segment Benchmark
100.00%
100.00%

XMLV Economic Development


XMLV
Segment Benchmark
100.00%
100.00%

XMLV Performance Statistics

0.71
0.70
0.76
0.68
0.55%
MSCI USA Mid Cap Index

XMLV MSCI ESG Ratings

5.67 / 10
66.16
37.23
2.40%
6.83%
283.22

XMLV Benchmark Comparison Holdings

80
327
13
2.43%

XMLV Benchmark Comparison Summary


XMLV
Segment Benchmark
80
327
$7.17B
$20.84B
24.55
49.30
3.13
3.69
1.75%
1.07%
Low
Low

XMLV Benchmark Comparison Market Cap Size


XMLV
Segment Benchmark
2.86%
86.41%
97.14%
13.59%
0.00%
0.00%
0.00%
0.00%