Invesco S&P International Developed Low Volatility ETF (IDLV)
IDLV is a passive ETF by Invesco tracking the investment results of the S&P BMI International Developed Low Volatility Index. IDLV launched on Jan 13, 2012 and has a 0.25% expense ratio.
ETF Info
ISIN | US73937B6882 |
---|---|
CUSIP | 46138E230 |
Issuer | Invesco |
Inception Date | Jan 13, 2012 |
Region | Developed Markets (Broad) |
Category | Volatility Hedged Equity |
Index Tracked | S&P BMI International Developed Low Volatility Index |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
IDLV has a high expense ratio of 0.25%, 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 International Developed 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 International Developed Low Volatility ETF had a return of 1.45% year-to-date (YTD) and 3.70% in the last 12 months. Over the past 10 years, Invesco S&P International Developed Low Volatility ETF had an annualized return of 2.12%, while the S&P 500 had an annualized return of 10.90%, indicating that Invesco S&P International Developed Low Volatility ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 1.45% | 11.05% |
1 month | 5.86% | 4.86% |
6 months | 8.56% | 17.50% |
1 year | 3.70% | 27.37% |
5 years (annualized) | 0.89% | 13.14% |
10 years (annualized) | 2.12% | 10.90% |
Monthly Returns
The table below presents the monthly returns of IDLV, 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 | -1.21% | -0.14% | 1.74% | -3.06% | 1.45% | ||||||||
2023 | 4.56% | -3.71% | 2.70% | 3.33% | -3.96% | 1.76% | 1.90% | -2.73% | -2.92% | -1.10% | 4.84% | 4.84% | 9.20% |
2022 | -2.31% | -1.26% | 1.90% | -3.66% | 0.07% | -6.16% | 3.69% | -4.75% | -8.56% | 1.05% | 8.91% | -0.67% | -12.19% |
2021 | -0.67% | -0.91% | 3.75% | 0.53% | 2.16% | -0.27% | 2.52% | 1.07% | -3.70% | 3.53% | -2.96% | 4.68% | 9.76% |
2020 | -0.09% | -6.83% | -16.38% | 1.94% | 3.10% | 0.58% | -0.22% | 4.43% | -0.35% | -3.65% | 6.49% | 2.92% | -9.78% |
2019 | 7.00% | 1.88% | 1.36% | 0.82% | -0.60% | 4.11% | -0.92% | 0.30% | 2.49% | 1.20% | 0.46% | 1.16% | 20.77% |
2018 | 3.68% | -4.87% | 0.14% | 0.94% | -1.14% | -1.18% | 2.53% | -1.00% | 0.15% | -5.39% | 2.51% | -4.22% | -8.02% |
2017 | 3.94% | 1.79% | 2.40% | 1.85% | 3.03% | 0.97% | 2.35% | 0.39% | 0.57% | 0.33% | 1.54% | 0.95% | 22.01% |
2016 | -3.81% | 1.34% | 7.58% | 1.57% | -0.39% | -0.17% | 3.51% | -1.13% | 0.93% | -4.18% | -2.76% | 1.42% | 3.39% |
2015 | -0.19% | 2.98% | -1.49% | 3.27% | -1.21% | -2.38% | 0.32% | -6.42% | -1.28% | 5.58% | -1.44% | -1.28% | -4.00% |
2014 | -5.11% | 6.02% | 1.60% | 2.99% | 1.60% | 0.85% | -0.90% | 1.27% | -5.18% | 1.04% | -0.24% | -2.15% | 1.26% |
2013 | 2.53% | 1.42% | 5.25% | 3.64% | -7.90% | -1.41% | 5.06% | -2.86% | 5.01% | 3.67% | -0.41% | 1.02% | 15.12% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IDLV is 18, indicating that it is in the bottom 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
IDLV (Invesco S&P International Developed Low Volatility ETF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P International Developed Low Volatility ETF (IDLV) 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 International Developed Low Volatility ETF granted a 3.18% dividend yield in the last twelve months. The annual payout for that period amounted to $0.90 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.90 | $1.01 | $1.26 | $0.96 | $0.69 | $1.87 | $1.18 | $1.03 | $1.12 | $1.12 | $1.01 | $0.78 |
Dividend yield | 3.18% | 3.59% | 4.69% | 2.99% | 2.30% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% | 2.47% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P International Developed 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 | $0.20 | $0.00 | $0.00 | $0.20 | |||||||
2023 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.19 | $1.01 |
2022 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.17 | $1.26 |
2021 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.28 | $0.96 |
2020 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.06 | $0.69 |
2019 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $1.01 | $1.87 |
2018 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.33 | $1.18 |
2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.46 | $1.03 |
2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.51 | $1.12 |
2015 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.50 | $1.12 |
2014 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.30 | $1.01 |
2013 | $0.10 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.31 | $0.78 |
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 International Developed 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 International Developed Low Volatility ETF was 34.65%, occurring on Mar 23, 2020. The portfolio has not yet recovered.
The current Invesco S&P International Developed Low Volatility ETF drawdown is 5.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.65% | Feb 13, 2020 | 27 | Mar 23, 2020 | — | — | — |
-18.79% | Jul 25, 2014 | 375 | Jan 20, 2016 | 309 | Apr 11, 2017 | 684 |
-14.39% | Jan 29, 2018 | 229 | Dec 24, 2018 | 113 | Jun 7, 2019 | 342 |
-12.21% | May 9, 2013 | 32 | Jun 24, 2013 | 84 | Oct 22, 2013 | 116 |
-9.82% | May 2, 2012 | 22 | Jun 1, 2012 | 39 | Jul 27, 2012 | 61 |
Volatility
Volatility Chart
The current Invesco S&P International Developed Low Volatility ETF volatility is 2.80%, 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.