XSLVInvesco S&P SmallCap Low Volatility ETF
XSLV Fund Description
XSLV tracks a volatility-weighted index of the 120 least volatile securities from the S&P 600.
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 MSCI ESG Analytics Insight
Invesco S&P SmallCap Low Volatility ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.91 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 SmallCap Low Volatility ETF ranks in the 26th percentile within its peer group and in the 24th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
XSLV 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.
XSLV Summary Data
XSLV Portfolio Data
XSLV Index Data
XSLV Portfolio Management
XSLV Tax Exposures
XSLV Fund Structure
XSLV Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
XSLV Top 10 Holdings[View All]
XSLV Economic Development
XSLV Performance Statistics
XSLV MSCI ESG Ratings
XSLV Benchmark Comparison Summary
XSLV Benchmark Comparison Market Cap Size