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Invesco S&P Emerging Markets Low Volatility ETF (E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73937B6627

CUSIP

46138E297

Issuer

Invesco

Inception Date

Jan 13, 2012

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

S&P BMI Emerging Markets Low Volatility Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EELV vs. JPEM EELV vs. MINDX EELV vs. SPEM EELV vs. FXAIX EELV vs. XLK EELV vs. EDIV EELV vs. SMH EELV vs. UPRO EELV vs. IEMG EELV vs. JPST
Popular comparisons:
EELV vs. JPEM EELV vs. MINDX EELV vs. SPEM EELV vs. FXAIX EELV vs. XLK EELV vs. EDIV EELV vs. SMH EELV vs. UPRO EELV vs. IEMG EELV vs. JPST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco S&P Emerging Markets Low Volatility ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.47%
12.32%
EELV (Invesco S&P Emerging Markets Low Volatility ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P Emerging Markets Low Volatility ETF had a return of 5.10% year-to-date (YTD) and 9.15% in the last 12 months. Over the past 10 years, Invesco S&P Emerging Markets Low Volatility ETF had an annualized return of 2.52%, while the S&P 500 had an annualized return of 11.13%, indicating that Invesco S&P Emerging Markets Low Volatility ETF did not perform as well as the benchmark.


EELV

YTD

5.10%

1M

-3.24%

6M

3.73%

1Y

9.15%

5Y (annualized)

4.97%

10Y (annualized)

2.52%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of EELV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.79%1.95%0.92%-1.72%0.70%0.95%3.85%3.32%4.30%-4.45%5.10%
20234.22%-4.46%2.06%1.38%-1.02%1.78%3.91%-4.13%-2.75%-2.22%6.45%4.03%8.87%
20222.34%2.13%0.30%-2.21%-0.28%-6.76%0.99%-1.02%-8.45%2.00%8.97%-0.95%-3.97%
2021-1.30%3.09%4.60%4.45%-0.24%-0.77%-0.43%4.41%-1.04%1.77%-3.03%3.95%16.15%
2020-6.96%-4.75%-16.56%6.96%2.45%1.80%3.14%1.85%-0.23%-1.39%8.16%4.23%-3.89%
20197.34%-1.02%-0.31%0.79%-2.93%4.61%-3.20%-3.56%1.30%1.72%-0.48%4.93%8.89%
20187.26%-4.09%1.24%-0.61%-2.86%-4.50%5.67%-2.40%2.05%-7.48%2.17%-0.99%-5.40%
20173.88%2.53%3.50%0.96%2.84%0.90%2.96%1.95%-1.63%0.61%-0.57%4.70%24.89%
2016-1.03%0.75%11.47%-0.13%-4.40%3.52%2.93%-0.18%-0.18%-1.64%-4.88%-0.10%5.31%
2015-0.47%3.18%-2.22%4.45%-2.95%-3.74%-4.01%-9.02%-2.55%5.48%-3.75%-4.09%-18.79%
2014-8.69%2.58%2.94%1.88%2.44%1.69%1.88%2.82%-6.79%0.04%-1.99%-2.98%-4.94%
2013-0.24%0.04%0.42%2.28%-4.43%-3.29%0.48%-3.86%5.91%3.68%-1.70%-0.54%-1.76%

Expense Ratio

EELV features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for EELV: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EELV is 31, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EELV is 3131
Combined Rank
The Sharpe Ratio Rank of EELV is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EELV is 2727
Sortino Ratio Rank
The Omega Ratio Rank of EELV is 2626
Omega Ratio Rank
The Calmar Ratio Rank of EELV is 4646
Calmar Ratio Rank
The Martin Ratio Rank of EELV is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P Emerging Markets Low Volatility ETF (EELV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EELV, currently valued at 0.86, compared to the broader market0.002.004.000.862.46
The chart of Sortino ratio for EELV, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.0012.001.283.31
The chart of Omega ratio for EELV, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.46
The chart of Calmar ratio for EELV, currently valued at 1.22, compared to the broader market0.005.0010.0015.001.223.55
The chart of Martin ratio for EELV, currently valued at 3.74, compared to the broader market0.0020.0040.0060.0080.00100.003.7415.76
EELV
^GSPC

The current Invesco S&P Emerging Markets Low Volatility ETF Sharpe ratio is 0.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P Emerging Markets Low Volatility ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.86
2.46
EELV (Invesco S&P Emerging Markets Low Volatility ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P Emerging Markets Low Volatility ETF provided a 4.29% dividend yield over the last twelve months, with an annual payout of $1.05 per share.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.05$0.96$0.80$1.08$0.63$0.75$1.25$0.74$0.48$0.51$0.83$0.58

Dividend yield

4.29%4.00%3.46%4.34%2.82%3.14%5.50%2.91%2.30%2.53%3.25%2.10%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P Emerging Markets Low Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.16$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.74
2023$0.00$0.00$0.15$0.00$0.00$0.20$0.00$0.00$0.29$0.00$0.00$0.32$0.96
2022$0.00$0.00$0.16$0.00$0.00$0.23$0.00$0.00$0.31$0.00$0.00$0.10$0.80
2021$0.00$0.00$0.16$0.00$0.00$0.20$0.00$0.00$0.25$0.00$0.00$0.47$1.08
2020$0.00$0.00$0.21$0.00$0.00$0.15$0.00$0.00$0.21$0.00$0.00$0.07$0.63
2019$0.00$0.00$0.05$0.00$0.00$0.22$0.00$0.00$0.33$0.00$0.00$0.15$0.75
2018$0.00$0.00$0.02$0.00$0.00$0.15$0.00$0.00$0.56$0.00$0.00$0.52$1.25
2017$0.00$0.00$0.04$0.00$0.00$0.13$0.00$0.00$0.29$0.00$0.00$0.27$0.74
2016$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.21$0.00$0.00$0.14$0.48
2015$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.27$0.00$0.00$0.15$0.51
2014$0.00$0.00$0.07$0.00$0.00$0.16$0.00$0.00$0.31$0.00$0.00$0.29$0.83
2013$0.02$0.00$0.00$0.24$0.00$0.00$0.14$0.00$0.00$0.18$0.58

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.84%
-1.40%
EELV (Invesco S&P Emerging Markets Low Volatility ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P Emerging Markets Low Volatility ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P Emerging Markets Low Volatility ETF was 36.35%, occurring on Mar 19, 2020. Recovery took 272 trading sessions.

The current Invesco S&P Emerging Markets Low Volatility ETF drawdown is 6.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.35%Jan 29, 2018539Mar 19, 2020272Apr 19, 2021811
-34.91%Sep 8, 2014343Jan 15, 2016507Jan 22, 2018850
-19.04%Feb 17, 2022166Oct 14, 2022397May 15, 2024563
-16.55%May 9, 2013186Feb 3, 2014137Aug 19, 2014323
-10.11%May 2, 201222Jun 1, 201251Aug 16, 201273

Volatility

Volatility Chart

The current Invesco S&P Emerging Markets Low Volatility ETF volatility is 3.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.18%
4.07%
EELV (Invesco S&P Emerging Markets Low Volatility ETF)
Benchmark (^GSPC)