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ISIN
US73937B5637
CUSIP
46138E388
Issuer
Invesco
Inception Date
Apr 9, 2015
Region
North America (U.S.)
Category
S&P 500
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Low Volatility Rate Response Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$29M

Share Price Chart


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Performance

XRLV Performance Chart


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S&P 500 Index

Returns By Period


Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRLV Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.27%2.98%6.34%
20252.15%4.56%0.48%-2.13%0.87%-0.93%-0.49%1.71%0.29%-3.84%3.85%-2.17%4.11%
20241.29%1.70%3.02%-3.13%2.11%-0.12%4.48%5.11%0.98%-0.55%5.32%-6.30%14.11%
2023-0.04%-3.24%1.32%2.64%-5.23%4.19%0.64%-2.62%-3.98%-0.29%5.17%2.12%0.06%
2022-5.24%-1.62%4.43%-3.50%0.21%-4.74%4.87%-1.79%-7.72%7.51%5.80%-1.78%-4.77%
2021-1.31%0.82%7.13%4.67%1.67%0.06%3.52%2.11%-5.14%5.58%-2.06%8.26%27.39%

Benchmark Metrics

Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF has an annualized alpha of 1.31%, beta of 0.74, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since April 10, 2015.

  • This ETF participated in 82.44% of S&P 500 Index downside but only 78.69% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.31%
Beta
0.74
0.73
Upside Capture
78.69%
Downside Capture
82.44%

Expense Ratio

XRLV has an expense ratio of 0.25%, which is considered low.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF (XRLV) and compare them to S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF provided a 1.53% dividend yield over the last twelve months, with an annual payout of $0.88 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.88$1.16$1.03$1.22$0.95$0.65$0.69$0.68$0.57$0.47$0.48$0.27

Dividend yield

1.53%2.15%1.94%2.57%1.96%1.26%1.65%1.66%1.76%1.39%1.71%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.09$0.19
2025$0.10$0.09$0.10$0.10$0.09$0.09$0.09$0.09$0.10$0.11$0.11$0.09$1.16
2024$0.09$0.09$0.09$0.09$0.08$0.08$0.07$0.07$0.08$0.09$0.08$0.09$1.03
2023$0.08$0.09$0.09$0.09$0.10$0.10$0.11$0.11$0.12$0.12$0.10$0.11$1.22
2022$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.10$0.95
2021$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.07$0.65

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P 500 ex-Rate Sensitive 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 ex-Rate Sensitive Low Volatility ETF was 38.31%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.31%Mar 2020
1mo 4d9mo 20d
10mo 24dFeb 2020 - Jan 2021
Rate-hike selloffLate 2018
-16.48%Dec 2018
3mo 1d3mo 5d
6mo 6dSep 2018 - Mar 2019
Bear market2022
-15.53%Oct 2022
5mo 24d1y 5mo
1y 11moApr 2022 - Mar 2024
2015 pullback2015
-9.91%Aug 2015
7d2mo 25d
3mo 2dAug 2015 - Nov 2015
2016 pullback2016
-9.69%Jan 2016
1mo 14d1mo 27d
3mo 11dDec 2015 - Mar 2016

Drawdown Indicators


XRLVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.74%

Average Drawdown

Average peak-to-trough decline

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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