Invesco S&P SmallCap Low Volatility ETF (XSLV)
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
| ISIN | US73937B6395 |
|---|---|
| CUSIP | 73937B639 |
| Issuer | Invesco |
| Inception Date | Feb 15, 2013 |
| Region | North America (U.S.) |
| Category | Volatility Hedged Equity |
| Leveraged | 1x |
| Index Tracked | S&P SmallCap 600 Low Volatility Index |
| Home Page | www.invesco.com |
| Asset Class | Equity |
Asset Class Size | Micro-Cap |
Asset Class Style | Blend |
Expense Ratio
XSLV 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
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco S&P SmallCap 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 SmallCap Low Volatility ETF had a return of 16.00% year-to-date (YTD) and 31.73% in the last 12 months. Over the past 10 years, Invesco S&P SmallCap Low Volatility ETF had an annualized return of 6.77%, while the S&P 500 had an annualized return of 11.43%, indicating that Invesco S&P SmallCap Low Volatility ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.00% | 25.82% |
| 1 month | 6.66% | 3.20% |
| 6 months | 14.89% | 14.94% |
| 1 year | 31.73% | 35.92% |
| 5 years (annualized) | 2.51% | 14.22% |
| 10 years (annualized) | 6.77% | 11.43% |
Monthly Returns
The table below presents the monthly returns of XSLV, 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 | -3.19% | 1.52% | 2.53% | -3.78% | 3.43% | -0.46% | 10.09% | 0.39% | 0.25% | -2.37% | 16.00% | ||
| 2023 | 4.87% | -0.52% | -8.36% | -4.20% | -4.12% | 2.88% | 7.11% | -3.07% | -4.15% | -2.76% | 6.00% | 9.37% | 1.35% |
| 2022 | -6.80% | -0.54% | 1.96% | -6.93% | 2.28% | -3.71% | 7.16% | -5.51% | -9.01% | 13.11% | 3.14% | -5.33% | -11.84% |
| 2021 | 0.76% | 8.40% | 3.47% | 0.61% | 2.49% | -0.64% | 0.83% | 2.96% | -3.03% | 4.44% | -1.12% | 7.43% | 29.34% |
| 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% | -17.40% |
| 2019 | 8.58% | 3.63% | -2.09% | 3.03% | -4.63% | 5.05% | 1.71% | -2.58% | 3.37% | 2.68% | 0.76% | 1.53% | 22.35% |
| 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% | -5.41% |
| 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% | 8.57% |
| 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% | 31.43% |
| 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% | 2.68% |
| 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% | 10.79% |
| 2013 | 0.08% | 4.92% | 0.60% | 1.18% | 0.69% | 7.21% | -5.69% | 4.93% | 5.10% | 3.46% | 0.83% | 25.18% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XSLV is 56, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco S&P SmallCap Low Volatility ETF (XSLV) 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 SmallCap Low Volatility ETF provided a 1.90% dividend yield over the last twelve months, with an annual payout of $0.96 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.96 | $1.04 | $1.24 | $0.55 | $1.01 | $1.23 | $1.17 | $0.86 | $0.85 | $0.74 | $0.80 | $0.49 |
Dividend yield | 1.90% | 2.35% | 2.79% | 1.05% | 2.48% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% | 2.38% | 1.58% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco S&P SmallCap 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 | $0.27 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.66 | |
| 2023 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.30 | $1.04 |
| 2022 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.15 | $1.24 |
| 2021 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.17 | $0.55 |
| 2020 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $1.01 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.48 | $1.23 |
| 2018 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.52 | $1.17 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.38 | $0.86 |
| 2016 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.42 | $0.85 |
| 2015 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.33 | $0.74 |
| 2014 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.36 | $0.80 |
| 2013 | $0.04 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.25 | $0.49 |
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 SmallCap 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 SmallCap Low Volatility ETF was 44.34%, occurring on Mar 23, 2020. Recovery took 407 trading sessions.
The current Invesco S&P SmallCap Low Volatility ETF drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.34% | Jan 21, 2020 | 44 | Mar 23, 2020 | 407 | Nov 1, 2021 | 451 |
| -24.71% | Jan 5, 2022 | 456 | Oct 27, 2023 | 258 | Nov 6, 2024 | 714 |
| -18.7% | Sep 4, 2018 | 78 | Dec 24, 2018 | 181 | Sep 13, 2019 | 259 |
| -11.06% | Dec 2, 2015 | 34 | Jan 21, 2016 | 47 | Mar 30, 2016 | 81 |
| -9.75% | Nov 30, 2017 | 48 | Feb 8, 2018 | 73 | May 24, 2018 | 121 |
Volatility
Volatility Chart
The current Invesco S&P SmallCap Low Volatility ETF volatility is 7.09%, 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.