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 |
| 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
The Invesco S&P 500® Low Volatility ETF has a high expense ratio of 0.25%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 3.63% year-to-date (YTD) and 3.42% in the last 12 months. Over the past 10 years, Invesco S&P 500® Low Volatility ETF had an annualized return of 8.92%, while the S&P 500 had an annualized return of 10.55%, indicating that Invesco S&P 500® Low Volatility ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.63% | 6.33% |
| 1 month | -0.27% | -2.81% |
| 6 months | 11.72% | 21.13% |
| 1 year | 3.42% | 24.56% |
| 5 years (annualized) | 6.15% | 11.55% |
| 10 years (annualized) | 8.92% | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.94% | 1.61% | 3.09% | |||||||||
| 2023 | -3.78% | -0.45% | 5.35% | 2.33% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Invesco S&P 500® Low Volatility ETF(SPLV)
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 granted a 2.38% dividend yield in the last twelve months. The annual payout for that period amounted to $1.53 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.53 | $1.53 | $1.35 | $1.03 | $1.19 | $1.21 | $1.02 | $0.97 | $0.84 | $0.88 | $0.84 | $0.86 |
Dividend yield | 2.38% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.13 | $0.12 | $0.11 | |||||||||
| 2023 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.13 | $0.13 | $0.14 | $0.14 | $0.13 | $0.14 |
| 2022 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.12 | $0.12 |
| 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 |
| 2020 | $0.11 | $0.12 | $0.12 | $0.12 | $0.12 | $0.11 | $0.11 | $0.10 | $0.07 | $0.07 | $0.07 | $0.07 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
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 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.
The current Invesco S&P 500® Low Volatility ETF drawdown is 2.69%.
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 | — | — | — |
| -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 3.03%, 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.