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Invesco S&P SmallCap Low Volatility ETF

XSLV
ETF · Currency in USD
ISIN
US73937B6395
CUSIP
73937B639
Issuer
Invesco
Inception Date
Feb 15, 2013
Region
North America (U.S.)
Category
Volatility Hedged Equity
Expense Ratio
0.25%
Index Tracked
S&P SmallCap 600 Low Volatility Index
ETF Home Page
www.invesco.com
Asset Class
Equity
Asset Class Size
Micro-Cap
Asset Class Style
Blend

XSLVPrice Chart


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XSLVPerformance

The chart shows the growth of $10,000 invested in XSLV on Feb 19, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,086 for a total return of roughly 120.86%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%2014201620182020
120.86%
168.06%
S&P 500

XSLVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.86%
YTD14.64%
6M33.59%
1Y41.33%
5Y8.85%
10Y10.25%

XSLVMonthly Returns Heatmap


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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 1.99. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.00201620182020
1.99

XSLVDividends

Invesco S&P SmallCap Low Volatility ETF granted a 1.10% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $0.51 per share.


PeriodTTM20202019201820172016201520142013
Dividend$0.51$0.82$1.23$1.17$0.86$0.85$0.74$0.80$0.49
Dividend yield
1.10%2.02%2.43%2.75%1.87%1.96%2.20%2.38%1.58%

XSLVDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%2014201620182020
-6.88%

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 {{portfolioName}} is 44.34%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-44.34%Jan 21, 202044Mar 23, 2020
-18.7%Sep 4, 201878Dec 24, 2018181Sep 13, 2019259
-11.06%Dec 2, 201534Jan 21, 201660Apr 18, 201694
-9.75%Nov 30, 201748Feb 8, 201873May 24, 2018121
-8.87%Mar 24, 2015108Aug 25, 201542Oct 23, 2015150
-7.54%Jul 2, 201464Oct 1, 201421Oct 30, 201485
-6.47%Jul 24, 201328Aug 30, 201329Oct 11, 201357
-6.37%Sep 8, 201641Nov 3, 20166Nov 11, 201647
-5.91%Jan 23, 20148Feb 3, 201420Mar 4, 201428
-5.76%Apr 3, 201430May 15, 201415Jun 6, 201445

XSLVVolatility Chart

Current Invesco S&P SmallCap Low Volatility ETF volatility is 18.12%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%2014201620182020
18.12%

Portfolios with Invesco S&P SmallCap Low Volatility ETF


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