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Invesco S&P 500® Low Volatility ETF (SPLV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73937B7799

CUSIP

73937B779

Issuer

Invesco

Inception Date

May 5, 2011

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Low Volatility Index

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.


Expense ratio chart for SPLV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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. SPLG SPLV vs. FUTY SPLV vs. VYMI SPLV vs. JEPI
Popular comparisons:
SPLV vs. USMV SPLV vs. SPHD SPLV vs. SPY SPLV vs. VOO SPLV vs. SPHB SPLV vs. DGRW SPLV vs. SPLG SPLV vs. FUTY 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.


260.00%280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
289.67%
344.23%
SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (^GSPC)

Returns By Period

Invesco S&P 500® Low Volatility ETF had a return of 14.19% year-to-date (YTD) and 15.38% in the last 12 months. Over the past 10 years, Invesco S&P 500® Low Volatility ETF had an annualized return of 8.52%, while the S&P 500 had an annualized return of 11.06%, indicating that Invesco S&P 500® Low Volatility ETF did not perform as well as the benchmark.


SPLV

YTD

14.19%

1M

-4.63%

6M

7.78%

1Y

15.38%

5Y*

6.19%

10Y*

8.52%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.94%1.61%3.09%-3.13%2.59%-0.28%4.35%5.23%1.04%-0.91%5.60%14.19%
20230.06%-3.34%1.55%2.66%-5.23%4.05%0.93%-3.00%-3.78%-0.45%5.35%2.33%0.53%
2022-4.63%-2.30%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%1.12%-0.08%3.67%1.79%-4.95%4.69%-1.35%9.71%24.13%
20202.99%-9.51%-13.12%6.68%0.33%-0.39%7.44%2.84%-1.77%-2.88%6.20%2.04%-1.39%
20196.66%4.02%2.29%2.34%-0.97%3.70%1.13%2.35%2.23%-0.39%0.00%1.73%27.87%
20182.44%-4.33%0.89%-0.61%0.65%1.45%3.54%1.77%-0.36%-2.92%4.68%-6.80%-0.20%
20170.76%4.35%-0.03%1.04%2.73%-0.31%1.37%0.76%0.78%1.80%3.88%-0.90%17.33%
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%
20134.86%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 rank of SPLV is 75, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPLV is 7575
Overall Rank
The Sharpe Ratio Rank of SPLV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLV is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SPLV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SPLV is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPLV is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SPLV, currently valued at 1.85, compared to the broader market0.002.004.001.852.10
The chart of Sortino ratio for SPLV, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.582.80
The chart of Omega ratio for SPLV, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.39
The chart of Calmar ratio for SPLV, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.243.09
The chart of Martin ratio for SPLV, currently valued at 10.05, compared to the broader market0.0020.0040.0060.0080.00100.0010.0513.49
SPLV
^GSPC

The current Invesco S&P 500® Low Volatility ETF Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco S&P 500® Low Volatility ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.85
2.10
SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco S&P 500® Low Volatility ETF provided a 1.73% dividend yield over the last twelve months, with an annual payout of $1.21 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.21$1.53$1.35$1.03$1.20$1.21$1.01$0.97$0.84$0.88$0.84$0.86

Dividend yield

1.73%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.13$0.12$0.11$0.11$0.11$0.11$0.10$0.10$0.11$0.10$0.10$0.00$1.21
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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.13%
-2.62%
SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (^GSPC)

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 6.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.26%Feb 18, 202025Mar 23, 2020272Apr 21, 2021297
-17.26%Apr 21, 2022121Oct 12, 2022425Jun 24, 2024546
-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

Volatility

Volatility Chart

The current Invesco S&P 500® Low Volatility ETF volatility is 3.16%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.16%
3.79%
SPLV (Invesco S&P 500® Low Volatility ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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