Invesco S&P Emerging Markets Low Volatility ETF (EELV)
EELV is a passive ETF by Invesco tracking the investment results of the S&P BMI Emerging Markets Low Volatility Index. EELV launched on Jan 13, 2012 and has a 0.30% expense ratio.
ETF Info
| ISIN | US73937B6627 |
|---|---|
| CUSIP | 46138E297 |
| Issuer | Invesco |
| Inception Date | Jan 13, 2012 |
| Region | Emerging Markets (Broad) |
| Category | Volatility Hedged Equity |
| Index Tracked | S&P BMI Emerging Markets Low Volatility Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EELV has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
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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.
Returns By Period
Invesco S&P Emerging Markets Low Volatility ETF had a return of 0.89% year-to-date (YTD) and 5.94% in the last 12 months. Over the past 10 years, Invesco S&P Emerging Markets Low Volatility ETF had an annualized return of 2.17%, while the S&P 500 had an annualized return of 10.64%, indicating that Invesco S&P Emerging Markets Low Volatility ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 0.89% | 7.50% |
| 1 month | 1.04% | -1.61% |
| 6 months | 7.39% | 17.65% |
| 1 year | 5.94% | 26.26% |
| 5 years (annualized) | 3.63% | 11.73% |
| 10 years (annualized) | 2.17% | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.79% | 1.95% | 0.92% | -1.72% | ||||||||
| 2023 | -2.22% | 6.45% | 4.03% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EELV is 35, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Invesco S&P Emerging Markets Low Volatility ETF(EELV)
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.
Dividends
Dividend History
Invesco S&P Emerging Markets Low Volatility ETF granted a 4.02% dividend yield in the last twelve months. The annual payout for that period amounted to $0.97 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.96 | $0.79 | $1.08 | $0.63 | $0.75 | $1.25 | $0.74 | $0.48 | $0.51 | $0.83 | $0.58 |
Dividend yield | 4.02% | 4.00% | 3.45% | 4.35% | 2.82% | 3.14% | 5.51% | 2.92% | 2.29% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | ||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.15 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2013 | $0.02 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 0.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.35% | Jan 29, 2018 | 539 | Mar 19, 2020 | 272 | Apr 19, 2021 | 811 |
| -34.92% | Sep 8, 2014 | 343 | Jan 15, 2016 | 507 | Jan 22, 2018 | 850 |
| -19.04% | Feb 17, 2022 | 166 | Oct 14, 2022 | — | — | — |
| -16.55% | May 9, 2013 | 186 | Feb 3, 2014 | 137 | Aug 19, 2014 | 323 |
| -10.11% | May 2, 2012 | 22 | Jun 1, 2012 | 51 | Aug 16, 2012 | 73 |
Volatility
Volatility Chart
The current Invesco S&P Emerging Markets Low Volatility ETF volatility is 4.44%, 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.