What is XRLV?

XRLV tracks an index of large-cap US equities, selected for positive correlation to rising interest rates and for low volatility. Stocks are weighted inversely to volatility.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XRLV 3.37% 1.29% -4.91% 0.30% 8.17% 9.64% --
XRLV (NAV) 3.38% -2.66% -4.88% -3.82% 7.46% 9.30% --
S&P 500 Low Volatility Rate Response Index 3.41% 1.49% -4.66% 0.67% 8.47% 9.94% --
MSCI USA Large Cap Index 1.18% -1.89% -17.19% -15.47% 9.67% 10.62% 13.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

XRLV Factset Analytics Insight

XRLV is a low-volatility, US large-cap ETF tuned for rising rates. Like bonds, dividend-paying stocks can suffer when rates rise. Higher-dividend stocks often find their way into low-volatility ETFs since such stocks often exhibit more stable returns. XRLV aims to subdue the possible downside from rising interest rates by removing the 100 names from the S&P 500 that have tended to fare the worst when rates rise (using a 5-year comparison to 10-year Treasurys.) XRLV then screens the remaining eligible firms for the 100 least volatile stocks. Similarly, the fund is weighted inversely to volatility. The resulting portfolio comes with numerous sector tilts and a bias toward smaller firms. The index is rebalanced quarterly.

XRLV Summary Data

Invesco
04/09/15
0.25%
$54.55M
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

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

XRLV Portfolio Data

$84.75B
19.53
3.01
1.88%
N/A
101

XRLV Index Data

Volatility
Technical
MSCI USA Large Cap Index

XRLV Portfolio Management

0.25%
-0.27%
-0.23%
-0.33%

XRLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XRLV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Medium
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 XRLV. XRLV is rated a 5 out of 5.

XRLV Tradability

3,995
$180.50K
1,006
$44.49K
0.11%
$0.05
-0.03%
0.17% / -0.65%
None
100.00%
50,000
0.02
0.02%
0.01%
0
$48.67
5

XRLV Sector/Industry Breakdown

XRLV Segment
Benchmark
26.16% --
20.95% --
18.93% --
9.35% --
3.85% --
3.85% --
3.74% --
3.57% --
2.11% --
2.05% --

XRLV Performance Statistics

0.70
0.58
0.62
0.63
0.89%
MSCI USA Large Cap Index

XRLV Countries

XRLV Segment
Benchmark
100.00% 99.89%
-- 0.11%

XRLV Regions

XRLV Segment
Benchmark
100.00% 100.00%

XRLV Economic Development

XRLV Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

XRLV Benchmark Comparison Holdings

101
297
64
21.54%

XRLV Benchmark Comparison Summary

XRLV Segment
Benchmark
101 297
$84.75B $526.40B
19.53 19.24
3.01 4.07
2.54% 1.62%
Low Low

XRLV Benchmark Comparison Market Cap Size

XRLV Segment
Benchmark
94.07% 99.74%
5.96% 0.14%
0.00% 0.00%
0.00% 0.00%