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XSLV ETF Report: Ratings, Analysis, Quotes, Holdings | ETF.com

XSLV

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

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 4.95 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 30th percentile within its peer group and in the 45th 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.

PERFORMANCE [as of 05/10/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XSLV 2.37% 9.17% 15.98% 46.62% 3.51% 8.48% --
XSLV (NAV) 0.31% 4.38% 14.64% 39.39% 2.72% 8.02% --
S&P SmallCap 600 Low Volatility Index 0.33% 4.46% 14.75% 39.88% 2.96% 8.28% 10.85%
MSCI USA Small Cap Index 0.63% 2.21% 15.69% 71.09% 14.94% 16.64% 12.62%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

XSLV Summary Data

Invesco
02/15/13
Open-Ended Fund
0.25%
$1.22B
$16.27M
0.06%

XSLV Portfolio Data

$2.21B
33.57
2.42
1.49%
06/21/21
119

XSLV Index Data

Volatility
Volatility
MSCI USA Small Cap Index

XSLV Portfolio Management

0.25%
-0.14%
-0.05%
-0.65%

XSLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

XSLV Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

XSLV Factset Analytics Block Liquidity

As of 05/11/21
5
4
3
2
1

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

350,619
$16.27M
195,814
$9.13M
0.06%
$0.03
-0.04%
0.15% / -0.19%
None
98.00%
50,000
3.92
0.03%
0.28%
45
$46.55
5

XSLV Sector/Industry Breakdown


XSLV
Segment Benchmark
23.80%
15.03%
22.31%
14.62%
19.93%
22.94%
10.97%
4.40%
8.43%
14.22%
5.11%
16.37%
3.93%
1.89%
2.27%
5.05%
1.72%
0.64%

XSLV Countries


XSLV
Segment Benchmark
100.00%
99.94%
--
0.06%

XSLV Regions


XSLV
Segment Benchmark
100.00%
100.00%

XSLV Economic Development


XSLV
Segment Benchmark
100.00%
100.00%

XSLV Performance Statistics

0.81
0.88
1.04
0.83
0.67%
MSCI USA Small Cap Index

XSLV MSCI ESG Ratings

4.95 / 10
44.55
29.67
6.04%
8.02%
71.81

XSLV Benchmark Comparison Holdings

119
1731
118
5.09%

XSLV Benchmark Comparison Summary


XSLV
Segment Benchmark
119
1731
$2.21B
$5.56B
33.57
-99.31
2.42
2.78
1.42%
1.09%
Low
Low

XSLV Benchmark Comparison Market Cap Size


XSLV
Segment Benchmark
0.00%
3.89%
32.27%
74.15%
64.58%
21.02%
3.16%
0.93%