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 |
| Leveraged | 1x |
| 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 features an expense ratio of 0.30%, falling within the medium range.
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. JPST, EELV vs. IEMG
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 8.40% year-to-date (YTD) and 15.33% in the last 12 months. Over the past 10 years, Invesco S&P Emerging Markets Low Volatility ETF had an annualized return of 2.97%, while the S&P 500 had an annualized return of 11.37%, indicating that Invesco S&P Emerging Markets Low Volatility ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.40% | 25.23% |
| 1 month | -0.72% | 3.86% |
| 6 months | 7.93% | 14.56% |
| 1 year | 15.33% | 36.29% |
| 5 years (annualized) | 5.21% | 14.10% |
| 10 years (annualized) | 2.97% | 11.37% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.79% | 1.95% | 0.92% | -1.72% | 0.70% | 0.95% | 3.85% | 3.32% | 4.30% | -4.45% | 8.40% | ||
| 2023 | 4.22% | -4.46% | 2.06% | 1.38% | -1.02% | 1.78% | 3.91% | -4.13% | -2.75% | -2.22% | 6.45% | 4.03% | 8.87% |
| 2022 | 2.34% | 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% |
| 2019 | 7.34% | -1.02% | -0.31% | 0.79% | -2.93% | 4.61% | -3.20% | -3.56% | 1.30% | 1.72% | -0.48% | 4.93% | 8.89% |
| 2018 | 7.26% | -4.09% | 1.24% | -0.61% | -2.86% | -4.50% | 5.67% | -2.40% | 2.05% | -7.48% | 2.17% | -0.99% | -5.40% |
| 2017 | 3.88% | 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% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EELV is 42, 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.
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 provided a 4.16% dividend yield over the last twelve months, with an annual payout of $1.05 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 4.16% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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 3.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.35% | Jan 29, 2018 | 539 | Mar 19, 2020 | 272 | Apr 19, 2021 | 811 |
| -34.91% | Sep 8, 2014 | 343 | Jan 15, 2016 | 507 | Jan 22, 2018 | 850 |
| -19.04% | Feb 17, 2022 | 166 | Oct 14, 2022 | 397 | May 15, 2024 | 563 |
| -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 2.70%, 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.