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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 SPLV on May 6, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,333 for a total return of roughly 203.33%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%20122014201620182020
203.33%
205.14%
S&P 500

SPLVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M6.53%
YTD5.50%
6M8.66%
1Y21.04%
5Y10.39%
10Y11.86%

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 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.002014201620182020
1.87

SPLVDividends

Invesco S&P 500® Low Volatility ETF granted a 1.84% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $1.09 per share.


PeriodTTM2020201920182017201620152014201320122011
Dividend$1.09$1.20$1.21$1.01$0.97$0.84$0.88$0.84$0.86$0.83$0.55
Dividend yield
1.84%2.13%2.08%2.17%2.03%2.03%2.28%2.20%2.60%3.01%2.11%

SPLVDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-2.34%

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 {{portfolioName}} is 36.26%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-36.26%Feb 18, 202025Mar 23, 2020
-12.48%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 13.22%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%20122014201620182020
13.22%

Portfolios with Invesco S&P 500® Low Volatility ETF


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