What is XSLV?

XSLV tracks a volatility-weighted index of the 120 least volatile securities from the S&P 600.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XSLV 1.64% 2.53% -8.47% -3.35% -0.21% 1.90% --
XSLV (NAV) 1.62% 2.57% -8.59% -3.48% -0.22% 1.91% --
S&P SmallCap 600 Low Volatility Index 1.66% 2.68% -8.31% -3.15% 0.05% 2.18% 9.99%
MSCI USA Small Cap Index 1.37% -0.68% -14.17% -13.32% 7.78% 7.12% 11.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

XSLV Factset Analytics Insight

XSLV offers a small-cap version of its well-known large-cap sibling fund, SPLV. By targeting low volatility, XSLV takes a different approach to the small-cap US equity space than most of its competitors. To construct its portfolio, the fund starts with the S&P SmallCap 600 (commonly known as the S&P 600) and selects the 120 least volatile securities. It then weights those securities inversely by volatility. That is, lower volatility means higher weighting. XSLV’s low-volatility agenda leads the fund to different sector and industry exposure than its vanilla counterparts. The index is rebalanced on a quarterly basis.

XSLV Summary Data

Invesco
02/15/13
0.25%
$728.12M
MSCI USA Small Cap Index
Open-Ended Fund

Peers

MSCI USA Small Cap Index

Fund Flows

+$0.00B 5 Days
-$0.00B 30 Days
-$0.01B 90 Days

XSLV Portfolio Data

$1.89B
16.62
1.51
2.71%
N/A
121

XSLV Index Data

Volatility
Volatility
MSCI USA Small Cap Index

XSLV Portfolio Management

0.25%
-0.29%
-0.24%
-0.39%

XSLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XSLV 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 XSLV. XSLV is rated a 5 out of 5.

XSLV Tradability

69,427
$3.04M
61,667
$2.70M
0.12%
$0.05
-0.02%
0.14% / -0.14%
None
100.00%
50,000
1.23
0.02%
0.36%
0
$46.51
5

XSLV Sector/Industry Breakdown

XSLV Segment
Benchmark
58.42% --
7.84% --
6.10% --
5.86% --
4.84% --
3.29% --
3.19% --
2.44% --
1.75% --
1.62% --

XSLV Performance Statistics

0.75
0.59
0.67
0.55
0.89%
MSCI USA Small Cap Index

XSLV Countries

XSLV Segment
Benchmark
99.86% 100.00%

XSLV Regions

XSLV Segment
Benchmark
99.86% 100.00%

XSLV Economic Development

XSLV Segment
Benchmark
99.86% 100.00%
0.00% 0.00%

XSLV Benchmark Comparison Holdings

121
1951
119
5.06%

XSLV Benchmark Comparison Summary

XSLV Segment
Benchmark
121 1951
$1.89B $4.90B
16.62 19.63
1.51 2.16
3.23% 1.37%
Low Low

XSLV Benchmark Comparison Market Cap Size

XSLV Segment
Benchmark
0.00% 2.25%
22.89% 69.08%
73.06% 26.42%
3.91% 2.16%