What is XMLV?

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

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XMLV 4.45% 3.26% -4.48% 0.49% 3.00% 5.69% --
XMLV (NAV) 4.34% 3.24% -4.58% 0.41% 2.96% 5.68% --
S&P MidCap 400 Low Volatility Index 4.37% 3.33% -4.33% 0.70% 3.20% 5.93% 11.46%
MSCI USA Mid Cap Index 3.09% -0.94% -16.30% -15.25% 8.96% 8.88% 12.05%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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 Summary Data

Invesco
02/15/13
0.25%
$1.18B
MSCI USA Mid Cap Index
Open-Ended Fund

Peers

MSCI USA Mid Cap Index
PTMC, IJH, VO, IWR, MDY

Fund Flows

$0.00B 5 Days
-$0.02B 30 Days
-$0.03B 90 Days

XMLV Portfolio Data

$6.11B
17.11
1.95
1.91%
N/A
81

XMLV Index Data

Volatility
Volatility
MSCI USA Mid Cap Index

XMLV Portfolio Management

0.25%
-0.27%
-0.23%
-0.35%

XMLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XMLV Fund Structure

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

Factset Analytics Block Liquidity

As of 11/30/22

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

62,376
$3.21M
51,455
$2.61M
0.09%
$0.05
-0.02%
0.14% / -0.13%
None
100.00%
50,000
1.03
0.02%
0.13%
38
$54.88
5

XMLV Sector/Industry Breakdown

XMLV Segment
Benchmark
39.77% --
18.39% --
7.15% --
6.52% --
6.34% --
3.48% --
2.63% --
2.60% --
2.46% --
2.43% --

XMLV Performance Statistics

0.78
0.63
0.68
0.61
0.78%
MSCI USA Mid Cap Index

XMLV Countries

XMLV Segment
Benchmark
99.84% 100.00%

XMLV Regions

XMLV Segment
Benchmark
99.84% 100.00%

XMLV Economic Development

XMLV Segment
Benchmark
99.84% 100.00%
0.00% 0.00%

XMLV Benchmark Comparison Holdings

81
327
8
1.57%

XMLV Benchmark Comparison Summary

XMLV Segment
Benchmark
81 327
$6.11B $19.50B
17.11 17.51
1.95 2.77
2.58% 1.57%
Low Low

XMLV Benchmark Comparison Market Cap Size

XMLV Segment
Benchmark
0.00% 74.32%
95.27% 25.56%
4.57% 0.00%
0.00% 0.00%