Invesco S&P MidCap Low Volatility ETF (XMLV)
XMLV is a passive ETF by Invesco tracking the investment results of the S&P MidCap 400 Low Volatility Index. XMLV launched on Feb 15, 2013 and has a 0.25% expense ratio.
ETF Info
| ISIN | US73937B6478 |
|---|---|
| CUSIP | 73937B647 |
| Issuer | Invesco |
| Inception Date | Feb 15, 2013 |
| Region | North America (U.S.) |
| Category | Volatility Hedged Equity |
| Leveraged | 1x |
| Index Tracked | S&P MidCap 400 Low Volatility Index |
| Home Page | www.invesco.com |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Blend |
Expense Ratio
XMLV has an expense ratio of 0.25%, which is considered low compared to other funds.
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: XMLV vs. VO, XMLV vs. FTBFX, XMLV vs. smdv, XMLV vs. SPLV, XMLV vs. VOO, XMLV vs. SCHD, XMLV vs. OMFL, XMLV vs. USMV, XMLV vs. MDY, XMLV vs. IWM
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P MidCap 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 MidCap Low Volatility ETF had a return of 23.74% year-to-date (YTD) and 34.19% in the last 12 months. Over the past 10 years, Invesco S&P MidCap Low Volatility ETF had an annualized return of 9.50%, while the S&P 500 had an annualized return of 11.43%, indicating that Invesco S&P MidCap Low Volatility ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 23.74% | 25.82% |
| 1 month | 5.74% | 3.20% |
| 6 months | 15.86% | 14.94% |
| 1 year | 34.19% | 35.92% |
| 5 years (annualized) | 6.40% | 14.22% |
| 10 years (annualized) | 9.50% | 11.43% |
Monthly Returns
The table below presents the monthly returns of XMLV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.00% | 3.42% | 4.20% | -3.47% | 3.51% | -1.45% | 7.10% | 2.01% | 1.70% | 0.15% | 23.74% | ||
| 2023 | 4.37% | -1.49% | -4.09% | -0.10% | -5.35% | 5.14% | 3.25% | -3.72% | -3.81% | -1.95% | 5.64% | 4.91% | 1.87% |
| 2022 | -6.16% | -1.60% | 3.83% | -3.49% | 1.49% | -5.43% | 6.67% | -4.16% | -7.94% | 9.47% | 6.35% | -3.96% | -6.55% |
| 2021 | 0.27% | 3.03% | 5.60% | 3.27% | 0.48% | -1.26% | 2.21% | 1.19% | -4.69% | 4.99% | -1.18% | 7.61% | 23.00% |
| 2020 | -0.15% | -10.33% | -16.46% | 6.33% | 0.31% | -1.91% | 3.38% | 1.96% | -4.07% | -0.12% | 9.54% | 5.77% | -8.42% |
| 2019 | 7.28% | 3.84% | 0.73% | 3.12% | -3.14% | 3.93% | 1.11% | 0.10% | 1.93% | 1.41% | 0.07% | 1.50% | 23.77% |
| 2018 | 0.44% | -3.71% | 2.48% | 0.56% | 3.18% | 1.64% | 1.94% | 2.36% | -0.58% | -4.80% | 4.89% | -7.78% | -0.16% |
| 2017 | 1.13% | 3.75% | -0.68% | 0.95% | 0.96% | 0.66% | 1.29% | -0.66% | 1.19% | 2.60% | 3.46% | -1.59% | 13.72% |
| 2016 | -1.38% | 1.80% | 7.81% | -0.88% | 3.42% | 4.25% | 1.97% | -1.35% | -0.96% | -1.57% | 3.58% | 3.47% | 21.56% |
| 2015 | 1.31% | 0.75% | 1.34% | -2.48% | 1.72% | -0.83% | 3.58% | -5.17% | -0.28% | 6.25% | 1.67% | -2.13% | 5.37% |
| 2014 | -0.28% | 4.54% | 1.29% | -0.44% | 1.85% | 3.79% | -4.22% | 3.94% | -3.76% | 6.70% | 2.01% | 2.12% | 18.35% |
| 2013 | 0.58% | 4.74% | 2.87% | -1.49% | -0.42% | 4.21% | -5.82% | 3.13% | 5.87% | -0.74% | 1.34% | 14.57% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of XMLV is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P MidCap Low Volatility ETF (XMLV) 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 MidCap Low Volatility ETF provided a 1.85% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.20 | $1.24 | $1.10 | $0.66 | $0.93 | $1.09 | $0.94 | $0.79 | $0.70 | $0.63 | $0.66 | $0.46 |
Dividend yield | 1.85% | 2.34% | 2.05% | 1.14% | 1.93% | 2.02% | 2.12% | 1.74% | 1.72% | 1.85% | 2.00% | 1.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P MidCap 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.95 | |
| 2023 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.25 | $1.24 |
| 2022 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.22 | $1.10 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.66 |
| 2020 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.09 | $0.93 |
| 2019 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.38 | $1.09 |
| 2018 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.31 | $0.94 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.47 | $0.79 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.37 | $0.70 |
| 2015 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.63 |
| 2014 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.28 | $0.66 |
| 2013 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.46 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco S&P MidCap 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 MidCap Low Volatility ETF was 39.86%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.86% | Feb 19, 2020 | 24 | Mar 23, 2020 | 268 | Apr 15, 2021 | 292 |
| -16.53% | Dec 30, 2021 | 190 | Sep 30, 2022 | 373 | Mar 27, 2024 | 563 |
| -13.29% | Sep 17, 2018 | 69 | Dec 24, 2018 | 36 | Feb 15, 2019 | 105 |
| -9.62% | Aug 18, 2015 | 6 | Aug 25, 2015 | 63 | Nov 23, 2015 | 69 |
| -9.27% | Dec 2, 2015 | 33 | Jan 20, 2016 | 30 | Mar 3, 2016 | 63 |
Volatility
Volatility Chart
The current Invesco S&P MidCap Low Volatility ETF volatility is 4.27%, 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.