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Invesco S&P 500 Low Volatility ETF (SPLV) Sharpe Ratio: 0.62

ETF · Currency in USD · Last updated Jul 15, 2026

Invesco S&P 500 Low Volatility ETF seeks to track the S&P 500 Low Volatility Index, which measures the performance of the 100 least volatile stocks in the S&P 500 Index. The fund provides U.S. large-cap equity exposure with a low-volatility factor tilt.

SPLV's Sharpe Ratio of 0.62 indicates that for each unit of volatility, it generates 0.62 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SPLV Sharpe Ratio Rank

SPLV Sharpe Ratio Rank: 21.822
Below Average

SPLV ranks above 21.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SPLV Sharpe Ratio Market Positioning

The chart shows SPLV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.47+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P 500 Low Volatility ETF's Sharpe Ratio with other ETFs in the S&P 500, Large Cap Blend Equities category across multiple time periods, showing how SPLV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CPSPCalamos S&P 500 Structured Alt Protection ETF - April4.74
PMMYPGIM S&P 500 Max Buffer ETF - May4.00
PMFBPGIM S&P 500 Max Buffer ETF - February3.32
PMJAPGIM S&P 500 Max Buffer ETF - January3.28
AFOSARS Focused Opportunities Strategy ETF3.25
CPSTCalamos S&P 500 Structured Alt Protection ETF - September3.22
CPSMCalamos S&P 500 Structured Alt Protection ETF - May3.13
RSSYReturn Stacked US Stocks & Futures Yield ETF2.89
CPSLCalamos Laddered S&P 500 Structured Alt Protection ETF2.87
IUSInvesco RAFI Strategic US ETF2.84
SPLVInvesco S&P 500 Low Volatility ETF0.62

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SPLV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPLV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SPLV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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