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Invesco S&P 500® Low Volatility ETF (SPLV)

ETF · Currency in USD
ISIN
US73937B7799
CUSIP
73937B779
Issuer
Invesco
Inception Date
May 5, 2011
Region
North America (U.S.)
Category
Volatility Hedged Equity
Expense Ratio
0.25%
Index Tracked
S&P 500 Low Volatility Index
ETF Home Page
www.invesco.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

SPLVPrice Chart


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SPLVPerformance

The chart shows the growth of $10,000 invested in Invesco S&P 500® Low Volatility ETF on May 6, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,284 for a total return of roughly 242.84%. All prices are adjusted for splits and dividends.


SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (S&P 500)

SPLVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-3.93%-3.97%
1M-0.80%-0.94%
6M7.06%7.48%
1Y19.42%21.47%
5Y11.83%15.05%
10Y12.37%13.31%

SPLVMonthly Returns Heatmap


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SPLVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco S&P 500® Low Volatility ETF Sharpe ratio is 1.78. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (S&P 500)

SPLVDividends

Invesco S&P 500® Low Volatility ETF granted a 1.57% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $1.03 per share.


PeriodTTM20212020201920182017201620152014201320122011
Dividend$1.03$1.03$1.19$1.21$1.02$0.97$0.84$0.88$0.84$0.86$0.83$0.55

Dividend yield

1.57%1.51%2.16%2.16%2.32%2.20%2.25%2.58%2.56%3.09%3.68%2.66%

SPLVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (S&P 500)

SPLVWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco S&P 500® Low Volatility ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco S&P 500® Low Volatility ETF is 36.26%, recorded on Mar 23, 2020. It took 272 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.26%Feb 18, 202025Mar 23, 2020272Apr 21, 2021297
-12.49%Jul 8, 201122Aug 8, 201157Oct 27, 201179
-11.52%Dec 4, 201814Dec 24, 201831Feb 8, 201945
-11.3%Aug 19, 20155Aug 25, 201545Oct 28, 201550
-8.91%Jan 29, 20189Feb 8, 2018116Jul 26, 2018125
-7.72%Jul 25, 201674Nov 4, 201670Feb 16, 2017144
-7.53%Dec 30, 201514Jan 20, 201636Mar 11, 201650
-7.13%May 20, 201323Jun 20, 201319Jul 18, 201342
-6.09%Oct 28, 201119Nov 23, 201118Dec 20, 201137
-6.03%Sep 14, 201831Oct 26, 201824Nov 30, 201855

SPLVVolatility Chart

Current Invesco S&P 500® Low Volatility ETF volatility is 5.27%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (S&P 500)

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