Invesco S&P 500® Low Volatility ETF (SPLV)
SPLV is a passive ETF by Invesco tracking the investment results of the S&P 500 Low Volatility Index. SPLV launched on May 5, 2011 and has a 0.25% expense ratio.
ETF Info
| ISIN | US73937B7799 |
|---|---|
| CUSIP | 73937B779 |
| Issuer | Invesco |
| Inception Date | May 5, 2011 |
| Region | North America (U.S.) |
| Category | Volatility Hedged Equity |
| Leveraged | 1x |
| Index Tracked | S&P 500 Low Volatility Index |
| Home Page | www.invesco.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
SPLV has an expense ratio of 0.25%, which is considered low compared to other funds.
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: SPLV vs. USMV, SPLV vs. SPHD, SPLV vs. SPY, SPLV vs. VOO, SPLV vs. SPHB, SPLV vs. DGRW, SPLV vs. FUTY, SPLV vs. SPLG, SPLV vs. VYMI, SPLV vs. JEPI
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P 500® 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 500® Low Volatility ETF had a return of 19.23% year-to-date (YTD) and 25.54% in the last 12 months. Over the past 10 years, Invesco S&P 500® Low Volatility ETF had an annualized return of 9.50%, while the S&P 500 had an annualized return of 11.43%, indicating that Invesco S&P 500® Low Volatility ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 19.23% | 25.82% |
| 1 month | 2.35% | 3.20% |
| 6 months | 13.39% | 14.94% |
| 1 year | 25.54% | 35.92% |
| 5 years (annualized) | 7.46% | 14.22% |
| 10 years (annualized) | 9.50% | 11.43% |
Monthly Returns
The table below presents the monthly returns of SPLV, 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 | 0.94% | 1.61% | 3.09% | -3.13% | 2.59% | -0.28% | 4.35% | 5.23% | 1.04% | -0.91% | 19.23% | ||
| 2023 | 0.06% | -3.34% | 1.55% | 2.66% | -5.23% | 4.05% | 0.93% | -3.00% | -3.78% | -0.45% | 5.35% | 2.33% | 0.53% |
| 2022 | -4.62% | -2.29% | 5.44% | -2.43% | -0.53% | -4.27% | 4.24% | -1.86% | -8.33% | 6.97% | 5.68% | -1.71% | -4.88% |
| 2021 | -1.82% | -1.16% | 7.03% | 4.08% | 1.13% | -0.08% | 3.67% | 1.79% | -4.95% | 4.69% | -1.35% | 9.71% | 24.13% |
| 2020 | 2.99% | -9.51% | -13.12% | 6.68% | 0.33% | -0.39% | 7.44% | 2.84% | -1.77% | -2.88% | 6.20% | 2.04% | -1.39% |
| 2019 | 6.66% | 4.02% | 2.29% | 2.34% | -0.97% | 3.70% | 1.13% | 2.35% | 2.23% | -0.39% | 0.00% | 1.73% | 27.87% |
| 2018 | 2.44% | -4.33% | 0.89% | -0.61% | 0.65% | 1.45% | 3.54% | 1.77% | -0.36% | -2.91% | 4.68% | -6.79% | -0.19% |
| 2017 | 0.76% | 4.35% | -0.03% | 1.04% | 2.73% | -0.31% | 1.37% | 0.76% | 0.78% | 1.80% | 3.88% | -0.90% | 17.32% |
| 2016 | -1.76% | 0.99% | 5.99% | -0.80% | 1.68% | 5.74% | 0.22% | -1.91% | -0.89% | -2.32% | 0.53% | 2.59% | 10.09% |
| 2015 | -0.57% | 1.46% | -0.35% | -2.04% | 0.94% | -1.71% | 4.29% | -5.01% | -0.36% | 6.88% | 1.07% | -0.16% | 4.01% |
| 2014 | -2.57% | 3.79% | 2.13% | 1.85% | 1.07% | 2.21% | -4.00% | 3.85% | -0.86% | 4.89% | 2.89% | 1.19% | 17.28% |
| 2013 | 4.86% | 2.83% | 4.89% | 3.77% | -3.61% | 0.78% | 4.19% | -5.04% | 2.04% | 4.63% | 1.12% | 1.13% | 23.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SPLV is 77, placing it in the top 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P 500® Low Volatility ETF (SPLV) 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 500® Low Volatility ETF provided a 1.88% dividend yield over the last twelve months, with an annual payout of $1.38 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.38 | $1.53 | $1.35 | $1.03 | $1.20 | $1.21 | $1.01 | $0.97 | $0.84 | $0.88 | $0.84 | $0.86 |
Dividend yield | 1.88% | 2.45% | 2.11% | 1.50% | 2.13% | 2.08% | 2.17% | 2.03% | 2.03% | 2.28% | 2.20% | 2.60% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P 500® 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 | $0.13 | $0.12 | $0.11 | $0.11 | $0.11 | $0.11 | $0.10 | $0.10 | $0.11 | $0.10 | $0.00 | $1.11 | |
| 2023 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.13 | $0.13 | $0.14 | $0.15 | $0.13 | $0.14 | $1.53 |
| 2022 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.12 | $0.12 | $0.12 | $1.35 |
| 2021 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.09 | $0.09 | $0.09 | $0.10 | $0.10 | $1.03 |
| 2020 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.11 | $0.11 | $0.10 | $0.07 | $0.07 | $0.07 | $0.08 | $1.20 |
| 2019 | $0.09 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.11 | $0.11 | $1.21 |
| 2018 | $0.07 | $0.08 | $0.09 | $0.08 | $0.08 | $0.09 | $0.09 | $0.09 | $0.08 | $0.09 | $0.09 | $0.09 | $1.01 |
| 2017 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.97 |
| 2016 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.08 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.84 |
| 2015 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.88 |
| 2014 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.08 | $0.07 | $0.84 |
| 2013 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.08 | $0.08 | $0.07 | $0.07 | $0.86 |
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 500® 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 500® Low Volatility ETF was 36.26%, occurring on Mar 23, 2020. Recovery took 272 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.26% | Feb 18, 2020 | 25 | Mar 23, 2020 | 272 | Apr 21, 2021 | 297 |
| -17.26% | Apr 21, 2022 | 121 | Oct 12, 2022 | 425 | Jun 24, 2024 | 546 |
| -12.49% | Jul 8, 2011 | 22 | Aug 8, 2011 | 57 | Oct 27, 2011 | 79 |
| -11.52% | Dec 4, 2018 | 14 | Dec 24, 2018 | 31 | Feb 8, 2019 | 45 |
| -11.3% | Aug 19, 2015 | 5 | Aug 25, 2015 | 45 | Oct 28, 2015 | 50 |
Volatility
Volatility Chart
The current Invesco S&P 500® Low Volatility ETF volatility is 2.90%, 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.