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Invesco S&P SmallCap Low Volatility ETF (XSLV)

ETF · Currency in USD · Last updated Aug 13, 2022

XSLV is a passive ETF by Invesco tracking the investment results of the S&P SmallCap 600 Low Volatility Index. XSLV launched on Feb 15, 2013 and has a 0.25% expense ratio.

ETF Info

ISINUS73937B6395
CUSIP73937B639
IssuerInvesco
Inception DateFeb 15, 2013
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.25%
Index TrackedS&P SmallCap 600 Low Volatility Index
ETF Home Pagewww.invesco.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Trading Data

Previous Close$48.36
Year Range$42.01 - $51.88
EMA (50)$46.00
EMA (200)$46.66
Average Volume$65.57K

XSLVShare Price Chart


Chart placeholderClick Calculate to get results

XSLVPerformance

The chart shows the growth of $10,000 invested in Invesco S&P SmallCap Low Volatility ETF in Feb 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,639 for a total return of roughly 136.39%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
1.89%
-2.76%
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)

XSLVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.97%12.08%
6M2.17%-4.97%
YTD-5.91%-10.20%
1Y2.59%-3.65%
5Y4.95%11.89%
10Y9.50%11.56%

XSLVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.80%-0.54%1.96%-6.93%2.28%-3.71%7.16%1.34%
20210.76%8.40%3.47%0.61%2.49%-0.64%0.83%2.96%-3.03%4.44%-1.12%7.43%
2020-2.52%-8.71%-25.65%6.03%-4.52%1.42%1.39%2.56%-5.18%2.08%12.54%7.33%
20198.58%3.63%-2.09%3.03%-4.63%5.05%1.71%-2.58%3.37%2.68%0.76%1.53%
2018-0.61%-5.18%3.49%0.73%5.56%1.51%2.65%3.04%-2.72%-7.00%3.61%-9.38%
2017-2.03%1.36%-0.51%1.31%-1.27%2.35%1.34%-1.97%6.44%1.11%3.16%-2.69%
2016-2.79%0.37%6.63%0.63%3.18%2.28%3.32%2.06%-0.44%-2.12%10.72%4.56%
2015-1.45%1.82%1.70%-3.72%0.41%1.11%1.71%-4.66%0.82%6.00%2.74%-3.31%
2014-2.72%3.28%2.08%-2.77%0.91%3.21%-4.10%3.06%-4.43%9.34%-0.21%3.51%
20130.08%4.92%0.60%1.18%0.69%7.21%-5.69%4.93%5.10%3.46%0.83%

XSLVSharpe 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 SmallCap Low Volatility ETF Sharpe ratio is 0.17. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.17
-0.20
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)

XSLVDividend History

Invesco S&P SmallCap Low Volatility ETF granted a 1.78% dividend yield in the last twelve months. The annual payout for that period amounted to $0.86 per share.


PeriodTTM202120202019201820172016201520142013
Dividend$0.86$0.55$1.01$1.23$1.17$0.86$0.85$0.74$0.80$0.49

Dividend yield

1.78%1.06%2.55%2.57%2.98%2.08%2.22%2.55%2.83%1.93%

XSLVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-6.79%
-10.77%
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)

XSLVWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco S&P SmallCap 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 Invesco S&P SmallCap Low Volatility ETF is 44.34%, recorded on Mar 23, 2020. It took 407 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.34%Jan 21, 202044Mar 23, 2020407Nov 1, 2021451
-19.04%Jan 5, 2022113Jun 16, 2022
-18.7%Sep 4, 201878Dec 24, 2018181Sep 13, 2019259
-11.06%Dec 2, 201534Jan 21, 201647Mar 30, 201681
-9.75%Nov 30, 201748Feb 8, 201873May 24, 2018121
-8.88%Jul 17, 201528Aug 25, 201542Oct 23, 201570
-7.54%Jul 2, 201464Oct 1, 201421Oct 30, 201485
-6.47%Jul 24, 201327Aug 30, 201329Oct 11, 201356
-6.37%Sep 8, 201641Nov 3, 20166Nov 11, 201647
-6.11%Nov 12, 202113Dec 1, 202117Dec 27, 202130

XSLVVolatility Chart

Current Invesco S&P SmallCap Low Volatility ETF volatility is 14.23%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
14.23%
16.68%
XSLV (Invesco S&P SmallCap Low Volatility ETF)
Benchmark (^GSPC)