Invesco S&P Emerging Markets Low Volatility ETF (EELV)

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Invesco S&P Emerging Markets Low Volatility ETF (EELV) is up 5.4% since the beginning of the year. EELV is currently trading at $28 per share. Investors who bought $1,000 worth of EELV shares 5 years ago would now be looking at an investment worth $1,448.

Invesco S&P Emerging Markets Low Volatility ETF (EELV) has returned 5.40% so far this year and 16.53% over the past 12 months. Over the last ten years, EELV has returned 6.96% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 13, 2012, EELV's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2016 with a return of +11.5%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EELV closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +5.8%, while the worst single day was Mar 12, 2020 at -9.2%.

Invesco S&P Emerging Markets Low Volatility ETF has an annualized alpha of -2.64%, beta of 0.59, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 13, 2012.

• This ETF participated in 76.31% of S&P 500 Index downside but only 50.42% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.59 may look defensive, but with R2 of 0.49 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

EELV has an expense ratio of 0.30%, placing it in the medium range.

EELV ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Invesco S&P Emerging Markets Low Volatility ETF provided a 5.14% dividend yield over the last twelve months, with an annual payout of $1.45 per share.

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.

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.

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 3.41%.

The chart below shows the rolling one-month volatility.