XSLV

Invesco S&P SmallCap Low Volatility ETF
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50
*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 SmallCap 600 Index.

XSLV Factset Analytics Insight

By targeting low volatility, XSLV takes a different approach to the small-cap space than most of its competitors. To construct its portfolio, XSLV starts with the S&P SmallCap 600, selects the 120 least volatile securities, then weights those securities inversely by volatility (lower volatility = higher weighting). Its low-volatility agenda leads the fund to different sector and industry exposure than its vanilla counterparts. Its specialty approach also costs more than the cheapest plain-vanilla small-cap funds that have expense ratios as low as 8 bps. Time will tell if the fund can generate assets and boost trading volume anywhere near that of its rock-star sister fund, SPLV.

XSLV MSCI ESG Analytics Insight

Invesco S&P SmallCap Low Volatility ETF has an MSCI ESG Fund Rating of B based on a score of 2.57 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 5th percentile within its peer group and in the 1st 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 Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
XSLV -0.45% 3.31% 17.39% 7.36% 11.76% 12.55% --
XSLV (NAV) -0.43% 3.28% 17.38% 7.41% 11.77% 12.59% --
MSCI USA Small Cap Index -1.64% -0.23% 18.21% 1.83% 11.23% 9.75% 12.44%
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%
$2.20B
$11.68M
0.07%

XSLV Portfolio Data

$1.83B
25.06
1.59
2.62%
09/23/19
117

XSLV Index Data

Volatility
Volatility
MSCI USA Small Cap Index

XSLV Portfolio Management

0.25%
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--
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XSLV Tax Exposures

20.00% / 39.60%
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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 10/18/19
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

241,649
$11.68M
219,237
$10.73M
0.07%
$0.03
0.02%
0.22% / -0.10%
None
100.00%
50,000
4.38
0.02%
0.33%
0
$49.26
5

XSLV Sector/Industry Breakdown


XSLV
Segment Benchmark
68.38%
26.82%
10.50%
14.30%
5.74%
3.29%
4.52%
4.49%
3.61%
15.72%
3.55%
12.73%
1.45%
5.36%
1.44%
13.05%
0.81%
0.92%

XSLV Countries


XSLV
Segment Benchmark
100.00%
100.00%

XSLV Regions


XSLV
Segment Benchmark
100.00%
100.00%

XSLV Economic Development


XSLV
Segment Benchmark
100.00%
100.00%

XSLV Performance Statistics

0.84
0.71
0.73
0.76
0.47%
MSCI USA Small Cap Index

XSLV MSCI ESG Ratings

B
2.57 / 10
1.22
5.06
3.26%
3.12%
93.14

XSLV Benchmark Comparison Holdings

117
1793
120
6.18%

XSLV Benchmark Comparison Summary


XSLV
Segment Benchmark
117
1793
$1.83B
$4.01B
25.06
43.40
1.59
2.10
3.55%
1.69%
Low
Low

XSLV Benchmark Comparison Market Cap Size


XSLV
Segment Benchmark
0.00%
0.03%
19.19%
61.65%
79.35%
34.52%
1.46%
3.81%